| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 421766.0851 | 265728.6069 | 156037.4782 | 1639463.7841 | 1422173.5105 | 217290.2735 |
| Total P&L (%) | 421.7661 | 265.7286 | 156.0375 | 1639.4638 | 1422.1735 | 217.2903 |
| Avg Daily Profit (%) | 0.4049 | 0.2551 | 0.1498 | 0.2746 | 0.2617 | 0.1109 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -51313 | -71114 | -43299 | -1095771 | -386237 | -953672 |
| Profit Factor | 1.5596 | 1.7335 | 1.3986 | 1.3126 | 1.594 | 1.0762 |
| Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
| Winning Trades | 168 | 77 | 91 | 168 | 77 | 91 |
| Losing Trades | 270 | 142 | 128 | 270 | 142 | 128 |
| Profitability (%) | 38.3562 | 35.1598 | 41.5525 | 38.3562 | 35.1598 | 41.5525 |
| Ratio Avg Win / Avg Loss | 2.5065 | 3.1968 | 1.9673 | 2.1095 | 2.9396 | 1.5138 |
| Largest Winning Trade | 73759 | 73759 | 27291 | 716461 | 716461 | 491587 |
| Largest Losing Trade | -14282 | -14282 | -13151 | -201998 | -190516 | -201998 |
| Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
| Avg Bars in Winners | 93 | 90 | 95 | 93 | 90 | 95 |
| Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
| Bars Traded | 24877 | 11821 | 13056 | 24877 | 11821 | 13056 |
| 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 | 356934 | 223108 | 217236 | 277490 | 229556 | -183189 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1668985200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758884364709,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 29,
"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": [
[
421766.0851139585,
265728.6069138949,
156037.4782000641,
1639463.7840599462,
1422173.5105202764,
217290.2735396698
],
[
421.766085,
265.728607,
156.037478,
1639.463784,
1422.173511,
217.290274
],
[
0.404914,
0.255111,
0.149803,
0.27458,
0.261735,
0.110913
],
[
10,
10,
10,
10,
10,
10
],
[
-51313,
-71114,
-43299,
-1095771,
-386237,
-953672
],
[
1.55958,
1.733467,
1.398637,
1.312576,
1.594007,
1.076221
],
[
438,
219,
219,
438,
219,
219
],
[
168,
77,
91,
168,
77,
91
],
[
270,
142,
128,
270,
142,
128
],
[
38.356164,
35.159817,
41.552511,
38.356164,
35.159817,
41.552511
],
[
2.506469,
3.196783,
1.967314,
2.109498,
2.939598,
1.513805
],
[
73759,
73759,
27291,
716461,
716461,
491587
],
[
-14282,
-14282,
-13151,
-201998,
-190516,
-201998
],
[
56,
53,
59,
56,
53,
59
],
[
93,
90,
95,
93,
90,
95
],
[
33,
33,
33,
33,
33,
33
],
[
24877,
11821,
13056,
24877,
11821,
13056
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
356934,
223108,
217236,
277490,
229556,
-183189
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1668985200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758884364709,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 29,
"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) |
|---|