Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230776.7877 | 154297.1417 | 76479.646 | 416941.4263 | 369383.3924 | 47558.0339 |
Total P&L (%) | 230.7768 | 154.2971 | 76.4796 | 416.9414 | 369.3834 | 47.558 |
Avg Daily Profit (%) | 0.4431 | 0.2963 | 0.1468 | 0.3159 | 0.2973 | 0.0747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46364 | -23689 | -39908 | -332830 | -118373 | -286668 |
Profit Factor | 2.0105 | 2.3718 | 1.6598 | 1.535 | 2.1249 | 1.1055 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 40.2174 | 39.1304 | 41.3043 | 40.2174 | 39.1304 | 41.3043 |
Ratio Avg Win / Avg Loss | 2.9885 | 3.6895 | 2.3587 | 2.2818 | 3.3054 | 1.5709 |
Largest Winning Trade | 73388 | 73388 | 36512 | 228119 | 228119 | 145953 |
Largest Losing Trade | -17061 | -17061 | -12262 | -63177 | -48659 | -63177 |
Avg Bars in Trades | 265 | 253 | 276 | 265 | 253 | 276 |
Avg Bars in Winners | 481 | 456 | 504 | 481 | 456 | 504 |
Avg Bars in Losers | 119 | 123 | 115 | 119 | 123 | 115 |
Bars Traded | 24387 | 11667 | 12720 | 24387 | 11667 | 12720 |
Profit Streak | 0 | 31.8128 | 0 | 0 | 31.8128 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338092 | 332546 | 80996 | 256152 | 315720 | -201993 |
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714104000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758880824728, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 210, "offset": 0, "a": 0.38475 } }, "second_band": { "type": "bbm", "factors": { "length": 200, "offset": 0, "std": 2.26136 } } }
{ "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": [ [ 230776.7877095764, 154297.1416754476, 76479.6460341287, 416941.4262588063, 369383.392385098, 47558.0338737081 ], [ 230.776788, 154.297142, 76.479646, 416.941426, 369.383392, 47.558034 ], [ 0.443094, 0.296252, 0.146842, 0.31591, 0.297323, 0.074726 ], [ 10, 10, 10, 10, 10, 10 ], [ -46364, -23689, -39908, -332830, -118373, -286668 ], [ 2.01046, 2.371834, 1.659803, 1.535044, 2.124909, 1.105474 ], [ 92, 46, 46, 92, 46, 46 ], [ 37, 18, 19, 37, 18, 19 ], [ 55, 28, 27, 55, 28, 27 ], [ 40.217391, 39.130435, 41.304348, 40.217391, 39.130435, 41.304348 ], [ 2.988521, 3.68952, 2.358668, 2.281823, 3.305414, 1.570937 ], [ 73388, 73388, 36512, 228119, 228119, 145953 ], [ -17061, -17061, -12262, -63177, -48659, -63177 ], [ 265, 253, 276, 265, 253, 276 ], [ 481, 456, 504, 481, 456, 504 ], [ 119, 123, 115, 119, 123, 115 ], [ 24387, 11667, 12720, 24387, 11667, 12720 ], [ 0, 31.812786, 0, 0, 31.812786, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338092, 332546, 80996, 256152, 315720, -201993 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714104000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758880824728, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 210, "offset": 0, "a": 0.38475 } }, "second_band": { "type": "bbm", "factors": { "length": 200, "offset": 0, "std": 2.26136 } } }
# | 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) |
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