| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 218702.1548 | 150040.5323 | 68661.6225 | 209199.5977 | 236517.8784 | -27318.2808 |
| Total P&L (%) | 218.7022 | 150.0405 | 68.6616 | 209.1996 | 236.5179 | -27.3183 |
| Avg Daily Profit (%) | 0.21 | 0.144 | 0.0659 | 0.1084 | 0.1166 | -0.0306 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -65829 | -71687 | -81134 | -293961 | -107218 | -274479 |
| Profit Factor | 1.2351 | 1.3369 | 1.1416 | 1.1115 | 1.28 | 0.9735 |
| Total Trades | 708 | 354 | 354 | 708 | 354 | 354 |
| Winning Trades | 330 | 159 | 171 | 330 | 159 | 171 |
| Losing Trades | 378 | 195 | 183 | 378 | 195 | 183 |
| Profitability (%) | 46.6102 | 44.9153 | 48.3051 | 46.6102 | 44.9153 | 48.3051 |
| Ratio Avg Win / Avg Loss | 1.4147 | 1.6396 | 1.2217 | 1.2732 | 1.5698 | 1.0418 |
| Largest Winning Trade | 55693 | 55693 | 29407 | 177471 | 177471 | 125930 |
| Largest Losing Trade | -16819 | -14817 | -16819 | -53751 | -32422 | -53751 |
| Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
| Avg Bars in Winners | 49 | 44 | 55 | 49 | 44 | 55 |
| Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
| Bars Traded | 24735 | 11411 | 13325 | 24735 | 11411 | 13325 |
| Profit Streak | 2.9573 | 4.0406 | 2.9573 | 2.9573 | 4.0406 | 2.9573 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 340353 | 9757 | -170339 | -144041 | -36714 | -579663 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669266000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758905906956,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 150,
"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": [
[
218702.1547783318,
150040.5323000853,
68661.6224782461,
209199.5976515876,
236517.8784105077,
-27318.2807589201
],
[
218.702155,
150.040532,
68.661622,
209.199598,
236.517878,
-27.318281
],
[
0.209963,
0.144045,
0.065918,
0.10843,
0.116567,
-0.030628
],
[
10,
10,
10,
10,
10,
10
],
[
-65829,
-71687,
-81134,
-293961,
-107218,
-274479
],
[
1.235095,
1.336924,
1.141586,
1.111507,
1.279962,
0.973511
],
[
708,
354,
354,
708,
354,
354
],
[
330,
159,
171,
330,
159,
171
],
[
378,
195,
183,
378,
195,
183
],
[
46.610169,
44.915254,
48.305085,
46.610169,
44.915254,
48.305085
],
[
1.414745,
1.639624,
1.221698,
1.273181,
1.569765,
1.041827
],
[
55693,
55693,
29407,
177471,
177471,
125930
],
[
-16819,
-14817,
-16819,
-53751,
-32422,
-53751
],
[
34,
32,
37,
34,
32,
37
],
[
49,
44,
55,
49,
44,
55
],
[
21,
22,
21,
21,
22,
21
],
[
24735,
11411,
13325,
24735,
11411,
13325
],
[
2.957256,
4.04059,
2.957256,
2.957256,
4.04059,
2.957256
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
340353,
9757,
-170339,
-144041,
-36714,
-579663
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669266000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758905906956,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 150,
"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) |
|---|