Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258757.0949 | 170085.6287 | 88671.4662 | 540495.2242 | 568132.3045 | -27637.0803 |
Total P&L (%) | 258.7571 | 170.0856 | 88.6715 | 540.4952 | 568.1323 | -27.6371 |
Avg Daily Profit (%) | 0.4968 | 0.3266 | 0.1703 | 0.3572 | 0.3653 | -0.0621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53396 | -38645 | -38898 | -448112 | -224178 | -340946 |
Profit Factor | 1.6596 | 1.9143 | 1.4299 | 1.2578 | 1.6169 | 0.9765 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 132 | 68 | 64 | 132 | 68 | 64 |
Profitability (%) | 35.9223 | 33.9806 | 37.8641 | 35.9223 | 33.9806 | 37.8641 |
Ratio Avg Win / Avg Loss | 2.9604 | 3.7193 | 2.3465 | 2.2437 | 3.1413 | 1.6024 |
Largest Winning Trade | 56050 | 56050 | 31655 | 282901 | 282901 | 198796 |
Largest Losing Trade | -13549 | -9121 | -13549 | -94779 | -57704 | -94779 |
Avg Bars in Trades | 119 | 111 | 127 | 119 | 111 | 127 |
Avg Bars in Winners | 234 | 225 | 242 | 234 | 225 | 242 |
Avg Bars in Losers | 55 | 52 | 58 | 55 | 52 | 58 |
Bars Traded | 24648 | 11472 | 13176 | 24648 | 11472 | 13176 |
Profit Streak | 0 | 20.3351 | 0 | 0 | 20.3351 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300106 | 242230 | 136352 | 192725 | 248494 | -583568 |
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714114800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758861152501, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } } }
{ "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": [ [ 258757.0948718198, 170085.6286932396, 88671.46617858, 540495.2241609358, 568132.3044987638, -27637.0803378277 ], [ 258.757095, 170.085629, 88.671466, 540.495224, 568.132304, -27.63708 ], [ 0.496817, 0.326566, 0.17025, 0.357196, 0.365337, -0.062089 ], [ 10, 10, 10, 10, 10, 10 ], [ -53396, -38645, -38898, -448112, -224178, -340946 ], [ 1.659628, 1.914332, 1.42991, 1.257825, 1.616869, 0.976486 ], [ 206, 103, 103, 206, 103, 103 ], [ 74, 35, 39, 74, 35, 39 ], [ 132, 68, 64, 132, 68, 64 ], [ 35.92233, 33.980583, 37.864078, 35.92233, 33.980583, 37.864078 ], [ 2.960417, 3.719274, 2.346519, 2.243689, 3.141346, 1.602439 ], [ 56050, 56050, 31655, 282901, 282901, 198796 ], [ -13549, -9121, -13549, -94779, -57704, -94779 ], [ 119, 111, 127, 119, 111, 127 ], [ 234, 225, 242, 234, 225, 242 ], [ 55, 52, 58, 55, 52, 58 ], [ 24648, 11472, 13176, 24648, 11472, 13176 ], [ 0, 20.335098, 0, 0, 20.335098, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300106, 242230, 136352, 192725, 248494, -583568 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714114800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758861152501, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } } }
# | 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) |
---|