Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251021.7917 | 179701.4999 | 71320.2918 | 297543.5071 | 334415.244 | -36871.7369 |
Total P&L (%) | 251.0218 | 179.7015 | 71.3203 | 297.5435 | 334.4152 | -36.8717 |
Avg Daily Profit (%) | 0.241 | 0.1725 | 0.0685 | 0.1326 | 0.1411 | -0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101993 | -48227 | -69982 | -757502 | -252350 | -510248 |
Profit Factor | 1.4993 | 1.7398 | 1.2745 | 1.1598 | 1.3821 | 0.9626 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 153 | 69 | 84 | 153 | 69 | 84 |
Losing Trades | 227 | 121 | 106 | 227 | 121 | 106 |
Profitability (%) | 40.2632 | 36.3158 | 44.2105 | 40.2632 | 36.3158 | 44.2105 |
Ratio Avg Win / Avg Loss | 2.2245 | 3.0509 | 1.6083 | 1.7208 | 2.4237 | 1.2147 |
Largest Winning Trade | 111705 | 111705 | 46779 | 213834 | 213834 | 143834 |
Largest Losing Trade | -14588 | -12710 | -14588 | -89165 | -89165 | -87671 |
Avg Bars in Trades | 63 | 56 | 71 | 63 | 56 | 71 |
Avg Bars in Winners | 107 | 96 | 116 | 107 | 96 | 116 |
Avg Bars in Losers | 34 | 33 | 35 | 34 | 33 | 35 |
Bars Traded | 24266 | 10766 | 13500 | 24266 | 10766 | 13500 |
Profit Streak | 0 | 13.4025 | 0 | 0 | 13.4025 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309036 | 262896 | -102289 | -61424 | -6348 | -580923 |
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670068800000, "first_datapoint_time": 1670907600000, "last_datapoint_time": 1760068800000, "evaluation_time": 1760071173333, "expiration_time": 1766548800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 233 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 251021.7917118793, 179701.4998810438, 71320.2918308356, 297543.5071133093, 334415.2440145349, -36871.7369012252 ], [ 251.021792, 179.7015, 71.320292, 297.543507, 334.415244, -36.871737 ], [ 0.24098, 0.172513, 0.068467, 0.13258, 0.141107, -0.04415 ], [ 10, 10, 10, 10, 10, 10 ], [ -101993, -48227, -69982, -757502, -252350, -510248 ], [ 1.499323, 1.739768, 1.274511, 1.159841, 1.3821, 0.962616 ], [ 380, 190, 190, 380, 190, 190 ], [ 153, 69, 84, 153, 69, 84 ], [ 227, 121, 106, 227, 121, 106 ], [ 40.263158, 36.315789, 44.210526, 40.263158, 36.315789, 44.210526 ], [ 2.224485, 3.050898, 1.608311, 1.72081, 2.423683, 1.21473 ], [ 111705, 111705, 46779, 213834, 213834, 143834 ], [ -14588, -12710, -14588, -89165, -89165, -87671 ], [ 63, 56, 71, 63, 56, 71 ], [ 107, 96, 116, 107, 96, 116 ], [ 34, 33, 35, 34, 33, 35 ], [ 24266, 10766, 13500, 24266, 10766, 13500 ], [ 0, 13.402469, 0, 0, 13.402469, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309036, 262896, -102289, -61424, -6348, -580923 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670068800000, "first_datapoint_time": 1670907600000, "last_datapoint_time": 1760068800000, "evaluation_time": 1760071173333, "expiration_time": 1766548800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 233 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|