| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 212736.5476 | 138261.117 | 74475.4306 | 189471.6292 | 166146.1826 | 23325.4465 |
| Total P&L (%) | 212.7365 | 138.2611 | 74.4754 | 189.4716 | 166.1462 | 23.3254 |
| Avg Daily Profit (%) | 0.2042 | 0.1327 | 0.0715 | 0.1021 | 0.094 | 0.0201 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -57969 | -55055 | -40366 | -224244 | -197502 | -147605 |
| Profit Factor | 1.3671 | 1.481 | 1.255 | 1.1116 | 1.2034 | 1.0265 |
| Total Trades | 539 | 269 | 270 | 539 | 269 | 270 |
| Winning Trades | 228 | 105 | 123 | 228 | 105 | 123 |
| Losing Trades | 311 | 164 | 147 | 311 | 164 | 147 |
| Profitability (%) | 42.3006 | 39.0335 | 45.5556 | 42.3006 | 39.0335 | 45.5556 |
| Ratio Avg Win / Avg Loss | 1.8648 | 2.3132 | 1.4998 | 1.5162 | 1.8795 | 1.2268 |
| Largest Winning Trade | 124426 | 124426 | 26403 | 186875 | 186875 | 85812 |
| Largest Losing Trade | -20791 | -19195 | -20791 | -77474 | -77474 | -64064 |
| Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
| Avg Bars in Winners | 62 | 61 | 63 | 62 | 61 | 63 |
| Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
| Bars Traded | 24316 | 11618 | 12699 | 24316 | 11618 | 12699 |
| Profit Streak | 14.8546 | 0 | 14.938 | 14.8546 | 0 | 14.938 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 348197 | -16935 | -97948 | -152971 | -70255 | -362339 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669615200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758875438991,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 246
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 230,
"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": [
[
212736.5476404818,
138261.1170083309,
74475.4306321511,
189471.6291850895,
166146.1826417805,
23325.4465433092
],
[
212.736548,
138.261117,
74.475431,
189.471629,
166.146183,
23.325447
],
[
0.204236,
0.132737,
0.0715,
0.102094,
0.09402,
0.02013
],
[
10,
10,
10,
10,
10,
10
],
[
-57969,
-55055,
-40366,
-224244,
-197502,
-147605
],
[
1.367085,
1.481026,
1.254965,
1.11156,
1.203363,
1.026464
],
[
539,
269,
270,
539,
269,
270
],
[
228,
105,
123,
228,
105,
123
],
[
311,
164,
147,
311,
164,
147
],
[
42.300557,
39.033457,
45.555556,
42.300557,
39.033457,
45.555556
],
[
1.864751,
2.313221,
1.499837,
1.516207,
1.879539,
1.22675
],
[
124426,
124426,
26403,
186875,
186875,
85812
],
[
-20791,
-19195,
-20791,
-77474,
-77474,
-64064
],
[
45,
43,
47,
45,
43,
47
],
[
62,
61,
63,
62,
61,
63
],
[
32,
31,
33,
32,
31,
33
],
[
24316,
11618,
12699,
24316,
11618,
12699
],
[
14.854618,
0,
14.937951,
14.854618,
0,
14.937951
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
348197,
-16935,
-97948,
-152971,
-70255,
-362339
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669615200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758875438991,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 246
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 230,
"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) |
|---|