Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267948.356 | 184133.1387 | 83815.2173 | -42915.5578 | 25178.4687 | -68094.0265 |
Total P&L (%) | 267.9484 | 184.1331 | 83.8152 | -42.9156 | 25.1785 | -68.094 |
Avg Daily Profit (%) | 0.1596 | 0.1097 | 0.0499 | -0.0334 | 0.0134 | -0.068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110033 | -131193 | -109427 | -87582 | -31294 | -82821 |
Profit Factor | 1.2612 | 1.3926 | 1.1505 | 0.881 | 1.1849 | 0.6965 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 134 | 62 | 72 | 134 | 62 | 72 |
Losing Trades | 101 | 56 | 45 | 101 | 56 | 45 |
Profitability (%) | 57.0213 | 52.5424 | 61.5385 | 57.0213 | 52.5424 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.9506 | 1.2578 | 0.7191 | 0.664 | 1.0703 | 0.4353 |
Largest Winning Trade | 55878 | 55878 | 42035 | 21831 | 21831 | 13107 |
Largest Losing Trade | -81210 | -28888 | -81210 | -77431 | -13704 | -77431 |
Avg Bars in Trades | 28 | 21 | 34 | 28 | 21 | 34 |
Avg Bars in Winners | 25 | 16 | 33 | 25 | 16 | 33 |
Avg Bars in Losers | 31 | 27 | 36 | 31 | 27 | 36 |
Bars Traded | 6589 | 2530 | 4059 | 6589 | 2530 | 4059 |
Profit Streak | 39.1821 | 39.1821 | 39.9321 | 39.1821 | 39.1821 | 39.9321 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319020 | -44975 | -181087 | -577372 | -194690 | -578977 |
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{ "first_band": { "type": "dcm", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 73, "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": [ [ 267948.3560006514, 184133.1387066177, 83815.217294034, -42915.5578443909, 25178.4686773679, -68094.0265217588 ], [ 267.948356, 184.133139, 83.815217, -42.915558, 25.178469, -68.094027 ], [ 0.159636, 0.109701, 0.049935, -0.033396, 0.01338, -0.068036 ], [ 10, 10, 10, 10, 10, 10 ], [ -110033, -131193, -109427, -87582, -31294, -82821 ], [ 1.261166, 1.392609, 1.150484, 0.880964, 1.184936, 0.696524 ], [ 235, 118, 117, 235, 118, 117 ], [ 134, 62, 72, 134, 62, 72 ], [ 101, 56, 45, 101, 56, 45 ], [ 57.021277, 52.542373, 61.538462, 57.021277, 52.542373, 61.538462 ], [ 0.95058, 1.257841, 0.719052, 0.664011, 1.070264, 0.435327 ], [ 55878, 55878, 42035, 21831, 21831, 13107 ], [ -81210, -28888, -81210, -77431, -13704, -77431 ], [ 28, 21, 34, 28, 21, 34 ], [ 25, 16, 33, 25, 16, 33 ], [ 31, 27, 36, 31, 27, 36 ], [ 6589, 2530, 4059, 6589, 2530, 4059 ], [ 39.182066, 39.182066, 39.932066, 39.182066, 39.182067, 39.932067 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319020, -44975, -181087, -577372, -194690, -578977 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6714, "evaluation_days": 1678.5, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615485600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759033330550, "expiration_time": 1763065872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 73, "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) |
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