| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 393179.3393 | 248372.7209 | 144806.6184 | 1289425.6327 | 1011870.5152 | 277555.1175 |
| Total P&L (%) | 393.1793 | 248.3727 | 144.8066 | 1289.4256 | 1011.8705 | 277.5551 |
| Avg Daily Profit (%) | 0.3775 | 0.2384 | 0.139 | 0.253 | 0.2315 | 0.1276 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -59032 | -56913 | -81730 | -835992 | -265192 | -679804 |
| Profit Factor | 1.7088 | 1.9767 | 1.4821 | 1.4957 | 1.9019 | 1.1876 |
| Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
| Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
| Losing Trades | 162 | 83 | 79 | 162 | 83 | 79 |
| Profitability (%) | 35.9684 | 34.6457 | 37.3016 | 35.9684 | 34.6457 | 37.3016 |
| Ratio Avg Win / Avg Loss | 3.0421 | 3.7287 | 2.4911 | 2.6627 | 3.5877 | 1.9962 |
| Largest Winning Trade | 96204 | 96204 | 47701 | 581224 | 581224 | 419025 |
| Largest Losing Trade | -17620 | -14527 | -17620 | -131150 | -131150 | -127155 |
| Avg Bars in Trades | 98 | 89 | 106 | 98 | 89 | 106 |
| Avg Bars in Winners | 192 | 173 | 209 | 192 | 173 | 209 |
| Avg Bars in Losers | 45 | 44 | 45 | 45 | 44 | 45 |
| Bars Traded | 24822 | 11363 | 13459 | 24822 | 11363 | 13459 |
| Profit Streak | 10.9678 | 33.8844 | 0 | 10.9678 | 33.8844 | 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 | 319865 | 234376 | -10295 | 266052 | 242048 | -40813 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669039200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759036416241,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 87,
"offset": 0,
"std": 2.45538
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 65,
"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": [
[
393179.3393172891,
248372.7208891964,
144806.618428093,
1289425.6326928025,
1011870.5152424099,
277555.1174503934
],
[
393.179339,
248.372721,
144.806618,
1289.425633,
1011.870515,
277.555117
],
[
0.377469,
0.238448,
0.139021,
0.252952,
0.231506,
0.127628
],
[
10,
10,
10,
10,
10,
10
],
[
-59032,
-56913,
-81730,
-835992,
-265192,
-679804
],
[
1.708809,
1.976655,
1.482055,
1.495717,
1.901934,
1.187633
],
[
253,
127,
126,
253,
127,
126
],
[
91,
44,
47,
91,
44,
47
],
[
162,
83,
79,
162,
83,
79
],
[
35.968379,
34.645669,
37.301587,
35.968379,
34.645669,
37.301587
],
[
3.042056,
3.728691,
2.491113,
2.662705,
3.587739,
1.996235
],
[
96204,
96204,
47701,
581224,
581224,
419025
],
[
-17620,
-14527,
-17620,
-131150,
-131150,
-127155
],
[
98,
89,
106,
98,
89,
106
],
[
192,
173,
209,
192,
173,
209
],
[
45,
44,
45,
45,
44,
45
],
[
24822,
11363,
13459,
24822,
11363,
13459
],
[
10.96778,
33.884447,
0,
10.967781,
33.884447,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319865,
234376,
-10295,
266052,
242048,
-40813
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669039200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759036416241,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 87,
"offset": 0,
"std": 2.45538
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 65,
"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) |
|---|