Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327944.1225 | 217211.1835 | 110732.939 | 114464.4587 | 319075.1829 | -204610.7242 |
Total P&L (%) | 327.9441 | 217.2112 | 110.7329 | 114.4645 | 319.0752 | -204.6107 |
Avg Daily Profit (%) | 0.1947 | 0.1289 | 0.0657 | 0.0453 | 0.0851 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81580 | -121306 | -79607 | -485597 | -75567 | -495653 |
Profit Factor | 1.2413 | 1.337 | 1.155 | 1.065 | 1.5494 | 0.8265 |
Total Trades | 401 | 201 | 200 | 401 | 201 | 200 |
Winning Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Losing Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Profitability (%) | 43.8903 | 43.7811 | 44 | 43.8903 | 43.7811 | 44 |
Ratio Avg Win / Avg Loss | 1.5869 | 1.7169 | 1.47 | 1.3615 | 1.9895 | 1.0519 |
Largest Winning Trade | 79490 | 79490 | 39539 | 111903 | 70660 | 111903 |
Largest Losing Trade | -51206 | -24460 | -51206 | -331530 | -29118 | -331530 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5003 | 2440 | 2563 | 5003 | 2440 | 2563 |
Profit Streak | 13.7555 | 26.0888 | 0 | 13.7555 | 26.0888 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324328 | -20098 | -156776 | -280805 | -77259 | -580675 |
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5054, "evaluation_days": 1684.67, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614124800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759226872754, "expiration_time": 1763585856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 16, "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": [ [ 327944.122483145, 217211.1834771993, 110732.9390059458, 114464.4586582933, 319075.1829007659, -204610.7242424725 ], [ 327.944122, 217.211183, 110.732939, 114.464459, 319.075183, -204.610724 ], [ 0.194664, 0.128934, 0.06573, 0.045299, 0.08509, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -81580, -121306, -79607, -485597, -75567, -495653 ], [ 1.241325, 1.337049, 1.154983, 1.065029, 1.549361, 0.826512 ], [ 401, 201, 200, 401, 201, 200 ], [ 176, 88, 88, 176, 88, 88 ], [ 225, 113, 112, 225, 113, 112 ], [ 43.890274, 43.781095, 44, 43.890274, 43.781095, 44 ], [ 1.586921, 1.716892, 1.469979, 1.361543, 1.989521, 1.051925 ], [ 79490, 79490, 39539, 111903, 70660, 111903 ], [ -51206, -24460, -51206, -331530, -29118, -331530 ], [ 12, 12, 12, 12, 12, 12 ], [ 15, 15, 16, 15, 15, 16 ], [ 9, 9, 9, 9, 9, 9 ], [ 5003, 2440, 2563, 5003, 2440, 2563 ], [ 13.755471, 26.088805, 0, 13.755472, 26.088805, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324328, -20098, -156776, -280805, -77259, -580675 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5054, "evaluation_days": 1684.67, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614124800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759226872754, "expiration_time": 1763585856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 16, "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) |
---|