| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 350025.8615 | 236370.8849 | 113654.9767 | 221157.2233 | 387442.8433 | -166285.62 |
| Total P&L (%) | 350.0259 | 236.3709 | 113.655 | 221.1572 | 387.4428 | -166.2856 |
| Avg Daily Profit (%) | 0.2067 | 0.1396 | 0.0671 | 0.0689 | 0.0936 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91158 | -87557 | -76736 | -603876 | -176654 | -513771 |
| Profit Factor | 1.314 | 1.4439 | 1.1952 | 1.0766 | 1.3152 | 0.8998 |
| Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
| Winning Trades | 197 | 88 | 109 | 197 | 88 | 109 |
| Losing Trades | 245 | 133 | 112 | 245 | 133 | 112 |
| Profitability (%) | 44.5701 | 39.819 | 49.3213 | 44.5701 | 39.819 | 49.3213 |
| Ratio Avg Win / Avg Loss | 1.6341 | 2.1822 | 1.2281 | 1.3389 | 1.9878 | 0.9246 |
| Largest Winning Trade | 101340 | 101340 | 49229 | 191572 | 191572 | 140068 |
| Largest Losing Trade | -37616 | -25664 | -37616 | -193651 | -57116 | -193651 |
| Avg Bars in Trades | 15 | 16 | 13 | 15 | 16 | 13 |
| Avg Bars in Winners | 21 | 25 | 17 | 21 | 25 | 17 |
| Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
| Bars Traded | 6700 | 3678 | 3022 | 6700 | 3678 | 3022 |
| 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 | 339677 | -7656 | -108491 | -236722 | -69790 | -580163 |
{
"trading_pair": "CAKE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6772,
"evaluation_days": 1693,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614254400000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759985471537,
"expiration_time": 1764356256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 15,
"offset": 0,
"a": 0.7875
}
}
} {
"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": [
[
350025.8615415394,
236370.8848811989,
113654.9766603405,
221157.2232891989,
387442.843286263,
-166285.6199970635
],
[
350.025862,
236.370885,
113.654977,
221.157223,
387.442843,
-166.28562
],
[
0.206749,
0.139617,
0.067132,
0.068941,
0.093606,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-91158,
-87557,
-76736,
-603876,
-176654,
-513771
],
[
1.313987,
1.443869,
1.195198,
1.076558,
1.315219,
0.899805
],
[
442,
221,
221,
442,
221,
221
],
[
197,
88,
109,
197,
88,
109
],
[
245,
133,
112,
245,
133,
112
],
[
44.570136,
39.819005,
49.321267,
44.570136,
39.819005,
49.321267
],
[
1.634146,
2.182211,
1.228093,
1.338867,
1.987774,
0.924571
],
[
101340,
101340,
49229,
191572,
191572,
140068
],
[
-37616,
-25664,
-37616,
-193651,
-57116,
-193651
],
[
15,
16,
13,
15,
16,
13
],
[
21,
25,
17,
21,
25,
17
],
[
10,
10,
9,
10,
10,
9
],
[
6700,
3678,
3022,
6700,
3678,
3022
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339677,
-7656,
-108491,
-236722,
-69790,
-580163
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6772,
"evaluation_days": 1693,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614254400000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759985471537,
"expiration_time": 1764356256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 15,
"offset": 0,
"a": 0.7875
}
}
}
| # | 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) |
|---|