| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 333643.3115 | 203467.9903 | 130175.3211 | 963102.7355 | 1039888.0937 | -76785.3582 |
| Total P&L (%) | 333.6433 | 203.468 | 130.1753 | 963.1027 | 1039.8881 | -76.7854 |
| Avg Daily Profit (%) | 0.3203 | 0.1953 | 0.125 | 0.2272 | 0.2339 | -0.1401 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102128 | -70278 | -78078 | -2021964 | -810858 | -1534821 |
| Profit Factor | 1.4647 | 1.5786 | 1.3554 | 1.1532 | 1.3442 | 0.9765 |
| Total Trades | 530 | 265 | 265 | 530 | 265 | 265 |
| Winning Trades | 241 | 110 | 131 | 241 | 110 | 131 |
| Losing Trades | 289 | 155 | 134 | 289 | 155 | 134 |
| Profitability (%) | 45.4717 | 41.5094 | 49.434 | 45.4717 | 41.5094 | 49.434 |
| Ratio Avg Win / Avg Loss | 1.7564 | 2.2244 | 1.3864 | 1.3828 | 1.8942 | 0.9989 |
| Largest Winning Trade | 49012 | 49012 | 46368 | 943083 | 943083 | 636636 |
| Largest Losing Trade | -15548 | -15548 | -13057 | -386658 | -310649 | -386658 |
| Avg Bars in Trades | 46 | 39 | 53 | 46 | 39 | 53 |
| Avg Bars in Winners | 65 | 51 | 77 | 65 | 51 | 77 |
| Avg Bars in Losers | 30 | 30 | 29 | 30 | 30 | 29 |
| Bars Traded | 24617 | 10472 | 14145 | 24617 | 10472 | 14145 |
| Profit Streak | 0 | 0 | 6.5286 | 0 | 0 | 6.5286 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 426928 | 288267 | -23985 | -42772 | 263578 | -579003 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669212000000,
"first_datapoint_time": 1670050800000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759214472925,
"expiration_time": 1765692000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
333643.3114740931,
203467.9903486692,
130175.321125424,
963102.7354682179,
1039888.0936651651,
-76785.3581969483
],
[
333.643311,
203.46799,
130.175321,
963.102735,
1039.888094,
-76.785358
],
[
0.320297,
0.195329,
0.124968,
0.22718,
0.23389,
-0.140098
],
[
10,
10,
10,
10,
10,
10
],
[
-102128,
-70278,
-78078,
-2021964,
-810858,
-1534821
],
[
1.464702,
1.57858,
1.355374,
1.15316,
1.344245,
0.9765
],
[
530,
265,
265,
530,
265,
265
],
[
241,
110,
131,
241,
110,
131
],
[
289,
155,
134,
289,
155,
134
],
[
45.471698,
41.509434,
49.433962,
45.471698,
41.509434,
49.433962
],
[
1.756427,
2.224362,
1.386413,
1.382835,
1.894163,
0.998862
],
[
49012,
49012,
46368,
943083,
943083,
636636
],
[
-15548,
-15548,
-13057,
-386658,
-310649,
-386658
],
[
46,
39,
53,
46,
39,
53
],
[
65,
51,
77,
65,
51,
77
],
[
30,
30,
29,
30,
30,
29
],
[
24617,
10472,
14145,
24617,
10472,
14145
],
[
0,
0,
6.528622,
0,
0,
6.528622
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
426928,
288267,
-23985,
-42772,
263578,
-579003
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669212000000,
"first_datapoint_time": 1670050800000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759214472925,
"expiration_time": 1765692000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|