| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 404971.8623 | 256314.7678 | 148657.0945 | 1702527.6577 | 1579345.7893 | 123181.8684 |
| Total P&L (%) | 404.9719 | 256.3148 | 148.6571 | 1702.5277 | 1579.3458 | 123.1819 |
| Avg Daily Profit (%) | 0.3888 | 0.2461 | 0.1427 | 0.278 | 0.2712 | 0.0771 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73793 | -28191 | -60535 | -2242579 | -726002 | -1758612 |
| Profit Factor | 2.3179 | 2.7138 | 1.9425 | 1.3932 | 1.8716 | 1.0489 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
| Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
| Profitability (%) | 44.5545 | 40 | 49.0196 | 44.5545 | 40 | 49.0196 |
| Ratio Avg Win / Avg Loss | 2.8845 | 4.0707 | 2.0202 | 1.7338 | 2.8074 | 1.0909 |
| Largest Winning Trade | 86259 | 86259 | 54223 | 753982 | 753982 | 598371 |
| Largest Losing Trade | -15182 | -14583 | -15182 | -425889 | -379488 | -425889 |
| Avg Bars in Trades | 244 | 222 | 265 | 244 | 222 | 265 |
| Avg Bars in Winners | 392 | 382 | 400 | 392 | 382 | 400 |
| Avg Bars in Losers | 125 | 115 | 136 | 125 | 115 | 136 |
| Bars Traded | 24681 | 11127 | 13554 | 24681 | 11127 | 13554 |
| Profit Streak | 0 | 38.7318 | 0 | 0 | 38.7318 | 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 | 424776 | -170205 | -179273 | 310323 | -171199 | -437154 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669597200000,
"first_datapoint_time": 1670342400000,
"last_datapoint_time": 1759597200000,
"evaluation_time": 1759599229211,
"expiration_time": 1766077200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 203,
"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": [
[
404971.862310153,
256314.7677714002,
148657.0945387529,
1702527.6576655433,
1579345.7892652708,
123181.868400273
],
[
404.971862,
256.314768,
148.657095,
1702.527658,
1579.345789,
123.181868
],
[
0.388772,
0.246061,
0.14271,
0.277995,
0.271181,
0.0771
],
[
10,
10,
10,
10,
10,
10
],
[
-73793,
-28191,
-60535,
-2242579,
-726002,
-1758612
],
[
2.317881,
2.713801,
1.942473,
1.393207,
1.871611,
1.048923
],
[
101,
50,
51,
101,
50,
51
],
[
45,
20,
25,
45,
20,
25
],
[
56,
30,
26,
56,
30,
26
],
[
44.554455,
40,
49.019608,
44.554455,
40,
49.019608
],
[
2.884474,
4.070702,
2.020172,
1.733769,
2.807417,
1.09088
],
[
86259,
86259,
54223,
753982,
753982,
598371
],
[
-15182,
-14583,
-15182,
-425889,
-379488,
-425889
],
[
244,
222,
265,
244,
222,
265
],
[
392,
382,
400,
392,
382,
400
],
[
125,
115,
136,
125,
115,
136
],
[
24681,
11127,
13554,
24681,
11127,
13554
],
[
0,
38.731819,
0,
0,
38.73182,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
424776,
-170205,
-179273,
310323,
-171199,
-437154
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669597200000,
"first_datapoint_time": 1670342400000,
"last_datapoint_time": 1759597200000,
"evaluation_time": 1759599229211,
"expiration_time": 1766077200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 203,
"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) |
|---|