| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 204549.7347 | 140122.7745 | 64426.9601 | 256558.8389 | 316877.771 | -60318.9321 |
| Total P&L (%) | 204.5497 | 140.1228 | 64.427 | 256.5588 | 316.8778 | -60.3189 |
| Avg Daily Profit (%) | 0.3927 | 0.269 | 0.1237 | 0.2444 | 0.2745 | -0.1773 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74793 | -30896 | -48926 | -405536 | -157298 | -280967 |
| Profit Factor | 1.412 | 1.6121 | 1.2408 | 1.1414 | 1.3979 | 0.9408 |
| Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
| Winning Trades | 131 | 64 | 67 | 131 | 64 | 67 |
| Losing Trades | 182 | 92 | 90 | 182 | 92 | 90 |
| Profitability (%) | 41.853 | 41.0256 | 42.6752 | 41.853 | 41.0256 | 42.6752 |
| Ratio Avg Win / Avg Loss | 1.9617 | 2.3174 | 1.6667 | 1.5857 | 2.0095 | 1.2637 |
| Largest Winning Trade | 67276 | 67276 | 25929 | 231021 | 231021 | 99325 |
| Largest Losing Trade | -16520 | -10073 | -16520 | -94896 | -56723 | -94896 |
| Avg Bars in Trades | 79 | 73 | 85 | 79 | 73 | 85 |
| Avg Bars in Winners | 129 | 124 | 133 | 129 | 124 | 133 |
| Avg Bars in Losers | 43 | 37 | 49 | 43 | 37 | 49 |
| Bars Traded | 24851 | 11440 | 13411 | 24851 | 11440 | 13411 |
| Profit Streak | 0 | 32.7143 | 0 | 0 | 32.7143 | 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 | 325707 | 321018 | -30560 | -58005 | 277396 | -582261 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713972600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758924515067,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 137,
"offset": 0,
"a": 0.61565
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
204549.7346522523,
140122.7745191528,
64426.9601330994,
256558.8389299965,
316877.7709885309,
-60318.9320585345
],
[
204.549735,
140.122775,
64.42696,
256.558839,
316.877771,
-60.318932
],
[
0.392738,
0.269037,
0.123701,
0.244395,
0.274481,
-0.177309
],
[
10,
10,
10,
10,
10,
10
],
[
-74793,
-30896,
-48926,
-405536,
-157298,
-280967
],
[
1.411974,
1.612092,
1.24077,
1.141373,
1.397923,
0.940773
],
[
313,
156,
157,
313,
156,
157
],
[
131,
64,
67,
131,
64,
67
],
[
182,
92,
90,
182,
92,
90
],
[
41.853035,
41.025641,
42.675159,
41.853035,
41.025641,
42.675159
],
[
1.961673,
2.317382,
1.666706,
1.585725,
2.009514,
1.263724
],
[
67276,
67276,
25929,
231021,
231021,
99325
],
[
-16520,
-10073,
-16520,
-94896,
-56723,
-94896
],
[
79,
73,
85,
79,
73,
85
],
[
129,
124,
133,
129,
124,
133
],
[
43,
37,
49,
43,
37,
49
],
[
24851,
11440,
13411,
24851,
11440,
13411
],
[
0,
32.714295,
0,
0,
32.714295,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325707,
321018,
-30560,
-58005,
277396,
-582261
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713972600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758924515067,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 137,
"offset": 0,
"a": 0.61565
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|