| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 368805.007 | 228781.0393 | 140023.9677 | 1194776.9494 | 841705.6172 | 353071.3322 |
| Total P&L (%) | 368.805 | 228.781 | 140.024 | 1194.7769 | 841.7056 | 353.0713 |
| Avg Daily Profit (%) | 0.3541 | 0.2196 | 0.1344 | 0.2462 | 0.2155 | 0.1452 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -57583 | -35697 | -43114 | -1040257 | -385385 | -751590 |
| Profit Factor | 2.4788 | 2.8307 | 2.1254 | 1.5004 | 1.7404 | 1.2823 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Profitability (%) | 43.3735 | 39.0244 | 47.619 | 43.3735 | 39.0244 | 47.619 |
| Ratio Avg Win / Avg Loss | 3.2362 | 4.4229 | 2.3379 | 1.9589 | 2.7193 | 1.4106 |
| Largest Winning Trade | 107303 | 107303 | 51990 | 601197 | 601197 | 318292 |
| Largest Losing Trade | -14173 | -14139 | -14173 | -240761 | -240761 | -184653 |
| Avg Bars in Trades | 291 | 245 | 336 | 291 | 245 | 336 |
| Avg Bars in Winners | 509 | 444 | 561 | 509 | 444 | 561 |
| Avg Bars in Losers | 124 | 117 | 132 | 124 | 117 | 132 |
| Bars Traded | 24181 | 10046 | 14135 | 24181 | 10046 | 14135 |
| Profit Streak | 32.249 | 0 | 49.249 | 32.249 | 0 | 49.249 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 372534 | 322547 | -9417 | 271378 | 260532 | 29465 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669885200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758905911228,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 218,
"offset": 104
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 71,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
368805.0070041028,
228781.039312248,
140023.967691855,
1194776.9493742096,
841705.6172019944,
353071.3321722145
],
[
368.805007,
228.781039,
140.023968,
1194.776949,
841.705617,
353.071332
],
[
0.354069,
0.21964,
0.134429,
0.246162,
0.215524,
0.145156
],
[
10,
10,
10,
10,
10,
10
],
[
-57583,
-35697,
-43114,
-1040257,
-385385,
-751590
],
[
2.478798,
2.83067,
2.125379,
1.500448,
1.74036,
1.282338
],
[
83,
41,
42,
83,
41,
42
],
[
36,
16,
20,
36,
16,
20
],
[
47,
25,
22,
47,
25,
22
],
[
43.373494,
39.02439,
47.619048,
43.373494,
39.02439,
47.619048
],
[
3.236209,
4.422922,
2.337917,
1.958919,
2.719312,
1.410572
],
[
107303,
107303,
51990,
601197,
601197,
318292
],
[
-14173,
-14139,
-14173,
-240761,
-240761,
-184653
],
[
291,
245,
336,
291,
245,
336
],
[
509,
444,
561,
509,
444,
561
],
[
124,
117,
132,
124,
117,
132
],
[
24181,
10046,
14135,
24181,
10046,
14135
],
[
32.248972,
0,
49.248972,
32.248972,
0,
49.248973
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
372534,
322547,
-9417,
271378,
260532,
29465
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669885200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758905911228,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 218,
"offset": 104
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 71,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|