Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225728.0328 | 150518.9371 | 75209.0958 | 368225.4924 | 380271.7067 | -12046.2142 |
Total P&L (%) | 225.728 | 150.5189 | 75.2091 | 368.2255 | 380.2717 | -12.0462 |
Avg Daily Profit (%) | 0.4334 | 0.289 | 0.1444 | 0.2968 | 0.3017 | -0.0246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61459 | -32923 | -48579 | -442003 | -144275 | -369892 |
Profit Factor | 1.6468 | 1.8785 | 1.4234 | 1.2471 | 1.5581 | 0.9851 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 38.5621 | 35.5263 | 41.5584 | 38.5621 | 35.5263 | 41.5584 |
Ratio Avg Win / Avg Loss | 2.6238 | 3.4091 | 2.0017 | 1.9868 | 2.8277 | 1.3853 |
Largest Winning Trade | 64920 | 64920 | 32849 | 255612 | 255612 | 197255 |
Largest Losing Trade | -12049 | -12049 | -11026 | -70757 | -49145 | -70757 |
Avg Bars in Trades | 160 | 154 | 167 | 160 | 154 | 167 |
Avg Bars in Winners | 278 | 286 | 270 | 278 | 286 | 270 |
Avg Bars in Losers | 87 | 80 | 94 | 87 | 80 | 94 |
Bars Traded | 24612 | 11709 | 12904 | 24612 | 11709 | 12904 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306701 | -43708 | -44130 | 183783 | -44392 | -624921 |
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714392000000, "first_datapoint_time": 1714728600000, "last_datapoint_time": 1759390200000, "evaluation_time": 1759392791616, "expiration_time": 1765870200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 74, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 225728.0328283823, 150518.9370613949, 75209.0957669874, 368225.4924327685, 380271.706671208, -12046.2142384399 ], [ 225.728033, 150.518937, 75.209096, 368.225492, 380.271707, -12.046214 ], [ 0.433401, 0.288998, 0.144402, 0.296847, 0.301739, -0.024642 ], [ 10, 10, 10, 10, 10, 10 ], [ -61459, -32923, -48579, -442003, -144275, -369892 ], [ 1.64683, 1.878458, 1.4234, 1.247051, 1.558124, 0.985112 ], [ 153, 76, 77, 153, 76, 77 ], [ 59, 27, 32, 59, 27, 32 ], [ 94, 49, 45, 94, 49, 45 ], [ 38.562092, 35.526316, 41.558442, 38.562092, 35.526316, 41.558442 ], [ 2.623763, 3.409053, 2.001656, 1.986828, 2.827707, 1.385314 ], [ 64920, 64920, 32849, 255612, 255612, 197255 ], [ -12049, -12049, -11026, -70757, -49145, -70757 ], [ 160, 154, 167, 160, 154, 167 ], [ 278, 286, 270, 278, 286, 270 ], [ 87, 80, 94, 87, 80, 94 ], [ 24612, 11709, 12904, 24612, 11709, 12904 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306701, -43708, -44130, 183783, -44392, -624921 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714392000000, "first_datapoint_time": 1714728600000, "last_datapoint_time": 1759390200000, "evaluation_time": 1759392791616, "expiration_time": 1765870200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 74, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|