Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345468.2855 | 210147.4902 | 135320.7954 | 1001516.5381 | 775365.3319 | 226151.2062 |
Total P&L (%) | 345.4683 | 210.1475 | 135.3208 | 1001.5165 | 775.3653 | 226.1512 |
Avg Daily Profit (%) | 0.3317 | 0.2018 | 0.1299 | 0.2306 | 0.2085 | 0.1136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59620 | -69288 | -94381 | -751840 | -277794 | -474046 |
Profit Factor | 1.5512 | 1.6638 | 1.4362 | 1.4512 | 1.6801 | 1.2094 |
Total Trades | 345 | 173 | 172 | 345 | 173 | 172 |
Winning Trades | 162 | 75 | 87 | 162 | 75 | 87 |
Losing Trades | 183 | 98 | 85 | 183 | 98 | 85 |
Profitability (%) | 46.9565 | 43.3526 | 50.5814 | 46.9565 | 43.3526 | 50.5814 |
Ratio Avg Win / Avg Loss | 1.7522 | 2.174 | 1.4032 | 1.6393 | 2.1953 | 1.1816 |
Largest Winning Trade | 51578 | 51578 | 48222 | 295292 | 295292 | 251352 |
Largest Losing Trade | -24106 | -15564 | -24106 | -101364 | -101364 | -93847 |
Avg Bars in Trades | 71 | 65 | 77 | 71 | 65 | 77 |
Avg Bars in Winners | 102 | 94 | 109 | 102 | 94 | 109 |
Avg Bars in Losers | 44 | 43 | 44 | 44 | 43 | 44 |
Bars Traded | 24735 | 11402 | 13333 | 24735 | 11402 | 13333 |
Profit Streak | 8.5759 | 31.9926 | 0 | 8.5759 | 31.9926 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459619 | 360279 | -18250 | 421522 | 378489 | -41441 |
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669453200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758858557317, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 202, "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": [ [ 345468.2855421338, 210147.4901725813, 135320.7953695525, 1001516.5381351786, 775365.3319208083, 226151.2062143701 ], [ 345.468286, 210.14749, 135.320795, 1001.516538, 775.365332, 226.151206 ], [ 0.331664, 0.201751, 0.129914, 0.230606, 0.208496, 0.11356 ], [ 10, 10, 10, 10, 10, 10 ], [ -59620, -69288, -94381, -751840, -277794, -474046 ], [ 1.55116, 1.663766, 1.436233, 1.45115, 1.680091, 1.209432 ], [ 345, 173, 172, 345, 173, 172 ], [ 162, 75, 87, 162, 75, 87 ], [ 183, 98, 85, 183, 98, 85 ], [ 46.956522, 43.352601, 50.581395, 46.956522, 43.352601, 50.581395 ], [ 1.752237, 2.173988, 1.403216, 1.639261, 2.195319, 1.181629 ], [ 51578, 51578, 48222, 295292, 295292, 251352 ], [ -24106, -15564, -24106, -101364, -101364, -93847 ], [ 71, 65, 77, 71, 65, 77 ], [ 102, 94, 109, 102, 94, 109 ], [ 44, 43, 44, 44, 43, 44 ], [ 24735, 11402, 13333, 24735, 11402, 13333 ], [ 8.575895, 31.992561, 0, 8.575895, 31.992562, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 459619, 360279, -18250, 421522, 378489, -41441 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669453200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758858557317, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 202, "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) |
---|