| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 325558.1992 | 213287.2337 | 112270.9655 | 777085.5266 | 891869.2157 | -114783.6891 |
| Total P&L (%) | 325.5582 | 213.2872 | 112.271 | 777.0855 | 891.8692 | -114.7837 |
| Avg Daily Profit (%) | 0.3125 | 0.2048 | 0.1078 | 0.2087 | 0.2205 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97391 | -39260 | -78040 | -1631045 | -363469 | -1329847 |
| Profit Factor | 1.8791 | 2.2885 | 1.5482 | 1.2455 | 1.7514 | 0.942 |
| Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
| Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
| Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Profitability (%) | 39.6947 | 38.4615 | 40.9091 | 39.6947 | 38.4615 | 40.9091 |
| Ratio Avg Win / Avg Loss | 2.8548 | 3.6616 | 2.2363 | 1.8921 | 2.8022 | 1.3607 |
| Largest Winning Trade | 89423 | 89423 | 48579 | 430207 | 426219 | 430207 |
| Largest Losing Trade | -19715 | -14715 | -19715 | -241069 | -155901 | -241069 |
| Avg Bars in Trades | 187 | 172 | 203 | 187 | 172 | 203 |
| Avg Bars in Winners | 311 | 289 | 332 | 311 | 289 | 332 |
| Avg Bars in Losers | 106 | 100 | 113 | 106 | 100 | 113 |
| Bars Traded | 24626 | 11227 | 13399 | 24626 | 11227 | 13399 |
| Profit Streak | 0 | 23.3362 | 0 | 0 | 23.3362 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305618 | -123880 | -174381 | 191272 | -124365 | -707104 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670050800000,
"first_datapoint_time": 1670792400000,
"last_datapoint_time": 1760050800000,
"evaluation_time": 1760054646782,
"expiration_time": 1766530800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "swma",
"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": [
[
325558.1991967721,
213287.2337383799,
112270.9654583924,
777085.5266296798,
891869.2157140268,
-114783.6890843471
],
[
325.558199,
213.287234,
112.270965,
777.085527,
891.869216,
-114.783689
],
[
0.312535,
0.204755,
0.10778,
0.208674,
0.220506,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-97391,
-39260,
-78040,
-1631045,
-363469,
-1329847
],
[
1.879107,
2.288513,
1.548202,
1.245462,
1.751378,
0.941994
],
[
131,
65,
66,
131,
65,
66
],
[
52,
25,
27,
52,
25,
27
],
[
79,
40,
39,
79,
40,
39
],
[
39.694656,
38.461538,
40.909091,
39.694656,
38.461538,
40.909091
],
[
2.854798,
3.661621,
2.236292,
1.892145,
2.802205,
1.360658
],
[
89423,
89423,
48579,
430207,
426219,
430207
],
[
-19715,
-14715,
-19715,
-241069,
-155901,
-241069
],
[
187,
172,
203,
187,
172,
203
],
[
311,
289,
332,
311,
289,
332
],
[
106,
100,
113,
106,
100,
113
],
[
24626,
11227,
13399,
24626,
11227,
13399
],
[
0,
23.33619,
0,
0,
23.33619,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305618,
-123880,
-174381,
191272,
-124365,
-707104
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670050800000,
"first_datapoint_time": 1670792400000,
"last_datapoint_time": 1760050800000,
"evaluation_time": 1760054646782,
"expiration_time": 1766530800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "swma",
"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) |
|---|