Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220508.1883 | 154353.9496 | 66154.2387 | 195480.3363 | 235527.7692 | -40047.433 |
Total P&L (%) | 220.5082 | 154.354 | 66.1542 | 195.4803 | 235.5278 | -40.0474 |
Avg Daily Profit (%) | 0.2117 | 0.1482 | 0.0635 | 0.1041 | 0.1163 | -0.0491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93013 | -49295 | -69926 | -496896 | -174251 | -400393 |
Profit Factor | 1.3508 | 1.546 | 1.1912 | 1.0942 | 1.2653 | 0.9663 |
Total Trades | 465 | 233 | 232 | 465 | 233 | 232 |
Winning Trades | 209 | 100 | 109 | 209 | 100 | 109 |
Losing Trades | 256 | 133 | 123 | 256 | 133 | 123 |
Profitability (%) | 44.9462 | 42.9185 | 46.9828 | 44.9462 | 42.9185 | 46.9828 |
Ratio Avg Win / Avg Loss | 1.6545 | 2.0562 | 1.3442 | 1.3402 | 1.6828 | 1.0904 |
Largest Winning Trade | 106628 | 106628 | 51532 | 208376 | 208376 | 121721 |
Largest Losing Trade | -16122 | -10463 | -16122 | -118445 | -73788 | -118445 |
Avg Bars in Trades | 53 | 43 | 62 | 53 | 43 | 62 |
Avg Bars in Winners | 86 | 68 | 102 | 86 | 68 | 102 |
Avg Bars in Losers | 26 | 25 | 26 | 26 | 25 | 26 |
Bars Traded | 24715 | 10228 | 14487 | 24715 | 10228 | 14487 |
Profit Streak | 3.1955 | 3.1955 | 5.2372 | 3.1955 | 3.1955 | 5.2372 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330640 | 158766 | -118386 | -171032 | -39840 | -578914 |
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669082400000, "first_datapoint_time": 1669874400000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759084890117, "expiration_time": 1765562400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 221, "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": [ [ 220508.1883317541, 154353.9496241806, 66154.2387075732, 195480.3362500721, 235527.7692229231, -40047.4329728519 ], [ 220.508188, 154.35395, 66.154239, 195.480336, 235.527769, -40.047433 ], [ 0.211687, 0.148179, 0.063508, 0.104063, 0.116278, -0.049103 ], [ 10, 10, 10, 10, 10, 10 ], [ -93013, -49295, -69926, -496896, -174251, -400393 ], [ 1.350754, 1.546021, 1.191208, 1.094175, 1.265289, 0.966287 ], [ 465, 233, 232, 465, 233, 232 ], [ 209, 100, 109, 209, 100, 109 ], [ 256, 133, 123, 256, 133, 123 ], [ 44.946237, 42.918455, 46.982759, 44.946237, 42.918455, 46.982759 ], [ 1.654513, 2.056208, 1.344208, 1.340234, 1.682834, 1.090397 ], [ 106628, 106628, 51532, 208376, 208376, 121721 ], [ -16122, -10463, -16122, -118445, -73788, -118445 ], [ 53, 43, 62, 53, 43, 62 ], [ 86, 68, 102, 86, 68, 102 ], [ 26, 25, 26, 26, 25, 26 ], [ 24715, 10228, 14487, 24715, 10228, 14487 ], [ 3.195487, 3.195487, 5.237154, 3.195487, 3.195487, 5.237154 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330640, 158766, -118386, -171032, -39840, -578914 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669082400000, "first_datapoint_time": 1669874400000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759084890117, "expiration_time": 1765562400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 221, "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) |
---|