| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 358698.9114 | 214931.6407 | 143767.2707 | 374300.8381 | 54701.2315 | 319599.6066 |
| Total P&L (%) | 358.6989 | 214.9316 | 143.7673 | 374.3008 | 54.7012 | 319.5996 |
| Avg Daily Profit (%) | 0.2134 | 0.1279 | 0.0855 | 0.0926 | 0.026 | 0.0854 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138347 | -72362 | -84723 | -2050218 | -1268447 | -881959 |
| Profit Factor | 1.6686 | 1.7699 | 1.5587 | 1.072 | 1.0199 | 1.1305 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
| Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
| Profitability (%) | 41.6667 | 38.8889 | 44.4444 | 41.6667 | 38.8889 | 44.4444 |
| Ratio Avg Win / Avg Loss | 2.336 | 2.7813 | 1.9484 | 1.5008 | 1.6027 | 1.4131 |
| Largest Winning Trade | 141423 | 141423 | 55527 | 648592 | 648592 | 470923 |
| Largest Losing Trade | -33940 | -29140 | -33940 | -456313 | -456313 | -394772 |
| Avg Bars in Trades | 45 | 40 | 49 | 45 | 40 | 49 |
| Avg Bars in Winners | 74 | 68 | 79 | 74 | 68 | 79 |
| Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
| Bars Traded | 4906 | 2210 | 2696 | 4906 | 2210 | 2696 |
| Profit Streak | 36.7992 | 0 | 44.7992 | 36.7992 | 0 | 44.7992 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305515 | -203347 | -257657 | -211878 | -541108 | -337646 |
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5043,
"evaluation_days": 1681,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1615939200000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758913847079,
"expiration_time": 1763259552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 79,
"offset": 0,
"std": 1.52285
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 21,
"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": [
[
358698.9114151092,
214931.6407242234,
143767.270690886,
374300.8380965005,
54701.2314790458,
319599.6066174555
],
[
358.698911,
214.931641,
143.767271,
374.300838,
54.701231,
319.599607
],
[
0.213384,
0.127859,
0.085525,
0.092647,
0.02596,
0.085351
],
[
10,
10,
10,
10,
10,
10
],
[
-138347,
-72362,
-84723,
-2050218,
-1268447,
-881959
],
[
1.6686,
1.769899,
1.558702,
1.072022,
1.019906,
1.130497
],
[
108,
54,
54,
108,
54,
54
],
[
45,
21,
24,
45,
21,
24
],
[
63,
33,
30,
63,
33,
30
],
[
41.666667,
38.888889,
44.444444,
41.666667,
38.888889,
44.444444
],
[
2.33604,
2.781269,
1.948377,
1.50083,
1.602709,
1.413121
],
[
141423,
141423,
55527,
648592,
648592,
470923
],
[
-33940,
-29140,
-33940,
-456313,
-456313,
-394772
],
[
45,
40,
49,
45,
40,
49
],
[
74,
68,
79,
74,
68,
79
],
[
24,
23,
26,
24,
23,
26
],
[
4906,
2210,
2696,
4906,
2210,
2696
],
[
36.799156,
0,
44.799156,
36.799156,
0,
44.799156
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305515,
-203347,
-257657,
-211878,
-541108,
-337646
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5043,
"evaluation_days": 1681,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1615939200000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758913847079,
"expiration_time": 1763259552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 79,
"offset": 0,
"std": 1.52285
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 21,
"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) |
|---|