Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382507.0427 | 219597.7959 | 162909.2468 | 507012.7438 | 409227.9724 | 97784.7713 |
Total P&L (%) | 382.507 | 219.5978 | 162.9092 | 507.0127 | 409.228 | 97.7848 |
Avg Daily Profit (%) | 0.2271 | 0.1304 | 0.0967 | 0.1071 | 0.0967 | 0.0405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84352 | -122584 | -61857 | -793463 | -354962 | -594573 |
Profit Factor | 1.4875 | 1.5492 | 1.4235 | 1.1804 | 1.3041 | 1.0667 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 40.884 | 39.5604 | 42.2222 | 40.884 | 39.5604 | 42.2222 |
Ratio Avg Win / Avg Loss | 2.1509 | 2.3668 | 1.9479 | 1.7068 | 1.9924 | 1.4598 |
Largest Winning Trade | 90725 | 90725 | 53949 | 341975 | 341975 | 199037 |
Largest Losing Trade | -29193 | -23759 | -29193 | -119956 | -94948 | -119956 |
Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Winners | 56 | 56 | 56 | 56 | 56 | 56 |
Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
Bars Traded | 6643 | 3317 | 3326 | 6643 | 3317 | 3326 |
Profit Streak | 34.9409 | 34.9409 | 37.1909 | 34.9409 | 34.9409 | 37.1909 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309203 | -20047 | -64665 | -72131 | -66474 | -288698 |
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6736, "evaluation_days": 1684, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614686400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759206896031, "expiration_time": 1763555328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 28, "offset": 0, "a": 0.80867 } }, "second_band": { "type": "zlma", "factors": { "length": 46, "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": [ [ 382507.0426618566, 219597.7958965125, 162909.2467653441, 507012.7437526231, 409227.9724464093, 97784.771306214 ], [ 382.507043, 219.597796, 162.909247, 507.012744, 409.227972, 97.784771 ], [ 0.227142, 0.130402, 0.096739, 0.107146, 0.096705, 0.040508 ], [ 10, 10, 10, 10, 10, 10 ], [ -84352, -122584, -61857, -793463, -354962, -594573 ], [ 1.487527, 1.54916, 1.423463, 1.18038, 1.304091, 1.066744 ], [ 181, 91, 90, 181, 91, 90 ], [ 74, 36, 38, 74, 36, 38 ], [ 107, 55, 52, 107, 55, 52 ], [ 40.883978, 39.56044, 42.222222, 40.883978, 39.56044, 42.222222 ], [ 2.150883, 2.366772, 1.947896, 1.706766, 1.992362, 1.459755 ], [ 90725, 90725, 53949, 341975, 341975, 199037 ], [ -29193, -23759, -29193, -119956, -94948, -119956 ], [ 36, 36, 36, 36, 36, 36 ], [ 56, 56, 56, 56, 56, 56 ], [ 23, 23, 22, 23, 23, 22 ], [ 6643, 3317, 3326, 6643, 3317, 3326 ], [ 34.940926, 34.940926, 37.190926, 34.940926, 34.940926, 37.190926 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309203, -20047, -64665, -72131, -66474, -288698 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6736, "evaluation_days": 1684, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614686400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759206896031, "expiration_time": 1763555328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 28, "offset": 0, "a": 0.80867 } }, "second_band": { "type": "zlma", "factors": { "length": 46, "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) |
---|