Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545915.8683 | 318092.1703 | 227823.698 | 2903811.3554 | 2152085.3111 | 751726.0443 |
Total P&L (%) | 545.9159 | 318.0922 | 227.8237 | 2903.8114 | 2152.0853 | 751.726 |
Avg Daily Profit (%) | 0.3246 | 0.1892 | 0.1355 | 0.2025 | 0.1854 | 0.1275 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62632 | -75003 | -65923 | -1040228 | -532703 | -1155985 |
Profit Factor | 1.7334 | 1.9186 | 1.5723 | 1.4321 | 1.7339 | 1.1984 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 148 | 77 | 71 | 148 | 77 | 71 |
Profitability (%) | 38.5892 | 36.3636 | 40.8333 | 38.5892 | 36.3636 | 40.8333 |
Ratio Avg Win / Avg Loss | 2.7586 | 3.3576 | 2.2782 | 2.279 | 3.0344 | 1.7365 |
Largest Winning Trade | 87954 | 87954 | 50698 | 1036554 | 1036554 | 601830 |
Largest Losing Trade | -25579 | -16820 | -25579 | -397340 | -287144 | -397340 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 4996 | 2396 | 2600 | 4996 | 2396 | 2600 |
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 | 341639 | 212887 | -12836 | 257853 | 213891 | -27129 |
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5045, "evaluation_days": 1681.67, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614297600000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758972790743, "expiration_time": 1763318880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 10, "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": [ [ 545915.8682959173, 318092.1702506691, 227823.6980452479, 2903811.355438768, 2152085.311094913, 751726.0443438545 ], [ 545.915868, 318.09217, 227.823698, 2903.811355, 2152.085311, 751.726044 ], [ 0.324627, 0.189153, 0.135475, 0.202531, 0.185371, 0.12746 ], [ 10, 10, 10, 10, 10, 10 ], [ -62632, -75003, -65923, -1040228, -532703, -1155985 ], [ 1.733415, 1.918644, 1.572299, 1.432052, 1.733939, 1.198411 ], [ 241, 121, 120, 241, 121, 120 ], [ 93, 44, 49, 93, 44, 49 ], [ 148, 77, 71, 148, 77, 71 ], [ 38.589212, 36.363636, 40.833333, 38.589212, 36.363636, 40.833333 ], [ 2.758553, 3.357627, 2.278229, 2.278964, 3.034393, 1.736472 ], [ 87954, 87954, 50698, 1036554, 1036554, 601830 ], [ -25579, -16820, -25579, -397340, -287144, -397340 ], [ 20, 19, 21, 20, 19, 21 ], [ 34, 34, 34, 34, 34, 34 ], [ 11, 11, 12, 11, 11, 12 ], [ 4996, 2396, 2600, 4996, 2396, 2600 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341639, 212887, -12836, 257853, 213891, -27129 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5045, "evaluation_days": 1681.67, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614297600000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758972790743, "expiration_time": 1763318880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 10, "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) |
---|