Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408000.2898 | 251633.3983 | 156366.8915 | 1730487.2011 | 1279907.0088 | 450580.1923 |
Total P&L (%) | 408.0003 | 251.6334 | 156.3669 | 1730.4872 | 1279.907 | 450.5802 |
Avg Daily Profit (%) | 0.3917 | 0.2416 | 0.1501 | 0.2795 | 0.2523 | 0.1639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41637 | -34812 | -38860 | -1072638 | -269743 | -987670 |
Profit Factor | 2.4678 | 2.7302 | 2.1798 | 1.5597 | 1.9245 | 1.2639 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 41.9048 | 44.2308 | 39.6226 | 41.9048 | 44.2308 | 39.6226 |
Ratio Avg Win / Avg Loss | 3.4213 | 3.4424 | 3.3217 | 2.1623 | 2.4266 | 1.9259 |
Largest Winning Trade | 107598 | 107598 | 51938 | 499225 | 499225 | 487475 |
Largest Losing Trade | -13823 | -12918 | -13823 | -329917 | -164577 | -329917 |
Avg Bars in Trades | 233 | 204 | 262 | 233 | 204 | 262 |
Avg Bars in Winners | 409 | 342 | 482 | 409 | 342 | 482 |
Avg Bars in Losers | 106 | 94 | 117 | 106 | 94 | 117 |
Bars Traded | 24516 | 10611 | 13905 | 24516 | 10611 | 13905 |
Profit Streak | 0 | 31.4657 | 0 | 0 | 31.4657 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399373 | -168572 | -172748 | 310683 | -169619 | -175804 |
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669500000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758877834095, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 166, "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": [ [ 408000.2897844054, 251633.3982521903, 156366.891532215, 1730487.201127945, 1279907.0088159554, 450580.192311989 ], [ 408.00029, 251.633398, 156.366892, 1730.487201, 1279.907009, 450.580192 ], [ 0.391698, 0.241579, 0.150119, 0.27949, 0.252291, 0.163899 ], [ 10, 10, 10, 10, 10, 10 ], [ -41637, -34812, -38860, -1072638, -269743, -987670 ], [ 2.467801, 2.730206, 2.179847, 1.559659, 1.924543, 1.263857 ], [ 105, 52, 53, 105, 52, 53 ], [ 44, 23, 21, 44, 23, 21 ], [ 61, 29, 32, 61, 29, 32 ], [ 41.904762, 44.230769, 39.622642, 41.904762, 44.230769, 39.622642 ], [ 3.42127, 3.442434, 3.321672, 2.162255, 2.426597, 1.925877 ], [ 107598, 107598, 51938, 499225, 499225, 487475 ], [ -13823, -12918, -13823, -329917, -164577, -329917 ], [ 233, 204, 262, 233, 204, 262 ], [ 409, 342, 482, 409, 342, 482 ], [ 106, 94, 117, 106, 94, 117 ], [ 24516, 10611, 13905, 24516, 10611, 13905 ], [ 0, 31.465672, 0, 0, 31.465672, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 399373, -168572, -172748, 310683, -169619, -175804 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669500000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758877834095, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 166, "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) |
---|