| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 411685.746 | 248899.3715 | 162786.3744 | 2070588.5321 | 1727251.1039 | 343337.4283 |
| Total P&L (%) | 411.6857 | 248.8994 | 162.7864 | 2070.5885 | 1727.2511 | 343.3374 |
| Avg Daily Profit (%) | 0.3952 | 0.2389 | 0.1563 | 0.2959 | 0.2793 | 0.1431 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -45870 | -48303 | -44501 | -1323871 | -291272 | -1361545 |
| Profit Factor | 1.9768 | 2.181 | 1.7725 | 1.6097 | 2.4256 | 1.1572 |
| Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
| Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
| Losing Trades | 142 | 73 | 69 | 142 | 73 | 69 |
| Profitability (%) | 37.1681 | 35.3982 | 38.9381 | 37.1681 | 35.3982 | 38.9381 |
| Ratio Avg Win / Avg Loss | 3.3417 | 3.9802 | 2.7796 | 2.7211 | 4.4267 | 1.8146 |
| Largest Winning Trade | 77487 | 77487 | 48208 | 850916 | 850916 | 704251 |
| Largest Losing Trade | -9625 | -9625 | -9378 | -278572 | -149773 | -278572 |
| Avg Bars in Trades | 109 | 95 | 123 | 109 | 95 | 123 |
| Avg Bars in Winners | 208 | 177 | 236 | 208 | 177 | 236 |
| Avg Bars in Losers | 50 | 49 | 51 | 50 | 49 | 51 |
| Bars Traded | 24686 | 10753 | 13933 | 24686 | 10753 | 13933 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 332551 | 222164 | 217909 | 291486 | 266579 | -53146 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669089600000,
"first_datapoint_time": 1669759200000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759092984423,
"expiration_time": 1765569600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 18,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
411685.7459673888,
248899.3715185895,
162786.3744487995,
2070588.5321157677,
1727251.1038514606,
343337.428264307
],
[
411.685746,
248.899372,
162.786374,
2070.588532,
1727.251104,
343.337428
],
[
0.395217,
0.238943,
0.156274,
0.295884,
0.279307,
0.143061
],
[
10,
10,
10,
10,
10,
10
],
[
-45870,
-48303,
-44501,
-1323871,
-291272,
-1361545
],
[
1.976753,
2.180954,
1.772515,
1.609687,
2.425583,
1.157167
],
[
226,
113,
113,
226,
113,
113
],
[
84,
40,
44,
84,
40,
44
],
[
142,
73,
69,
142,
73,
69
],
[
37.168142,
35.39823,
38.938053,
37.168142,
35.39823,
38.938053
],
[
3.341654,
3.980241,
2.779626,
2.721137,
4.426689,
1.814648
],
[
77487,
77487,
48208,
850916,
850916,
704251
],
[
-9625,
-9625,
-9378,
-278572,
-149773,
-278572
],
[
109,
95,
123,
109,
95,
123
],
[
208,
177,
236,
208,
177,
236
],
[
50,
49,
51,
50,
49,
51
],
[
24686,
10753,
13933,
24686,
10753,
13933
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
332551,
222164,
217909,
291486,
266579,
-53146
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669089600000,
"first_datapoint_time": 1669759200000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759092984423,
"expiration_time": 1765569600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 18,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|