Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298963.1474 | 190074.6336 | 108888.5139 | 609635.0916 | 528471.1051 | 81163.9864 |
Total P&L (%) | 298.9631 | 190.0746 | 108.8885 | 609.6351 | 528.4711 | 81.164 |
Avg Daily Profit (%) | 0.287 | 0.1825 | 0.1045 | 0.1883 | 0.1766 | 0.0571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64326 | -58644 | -63061 | -643203 | -232894 | -503270 |
Profit Factor | 1.5539 | 1.7538 | 1.3786 | 1.3477 | 1.6918 | 1.082 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 118 | 55 | 63 | 118 | 55 | 63 |
Losing Trades | 180 | 94 | 86 | 180 | 94 | 86 |
Profitability (%) | 39.5973 | 36.9128 | 42.2819 | 39.5973 | 36.9128 | 42.2819 |
Ratio Avg Win / Avg Loss | 2.3704 | 2.9975 | 1.8819 | 2.0558 | 2.8915 | 1.477 |
Largest Winning Trade | 53244 | 53244 | 48171 | 363690 | 363690 | 220629 |
Largest Losing Trade | -14182 | -14182 | -13725 | -129337 | -90806 | -129337 |
Avg Bars in Trades | 82 | 73 | 91 | 82 | 73 | 91 |
Avg Bars in Winners | 137 | 117 | 153 | 137 | 117 | 153 |
Avg Bars in Losers | 47 | 48 | 46 | 47 | 48 | 46 |
Bars Traded | 24703 | 11002 | 13701 | 24703 | 11002 | 13701 |
Profit Streak | 8.7713 | 31.7296 | 0 | 8.7713 | 31.7296 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334583 | 235644 | -54908 | 273836 | 244535 | -250193 |
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669384800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758875438139, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 298963.1474388555, 190074.6335789102, 108888.5138599456, 609635.091569671, 528471.1051454265, 81163.986424244 ], [ 298.963147, 190.074634, 108.888514, 609.635092, 528.471105, 81.163986 ], [ 0.287017, 0.18248, 0.104538, 0.188305, 0.176623, 0.057065 ], [ 10, 10, 10, 10, 10, 10 ], [ -64326, -58644, -63061, -643203, -232894, -503270 ], [ 1.55391, 1.753848, 1.37862, 1.347665, 1.691845, 1.082013 ], [ 298, 149, 149, 298, 149, 149 ], [ 118, 55, 63, 118, 55, 63 ], [ 180, 94, 86, 180, 94, 86 ], [ 39.597315, 36.912752, 42.281879, 39.597315, 36.912752, 42.281879 ], [ 2.370371, 2.997486, 1.881925, 2.055761, 2.891517, 1.477033 ], [ 53244, 53244, 48171, 363690, 363690, 220629 ], [ -14182, -14182, -13725, -129337, -90806, -129337 ], [ 82, 73, 91, 82, 73, 91 ], [ 137, 117, 153, 137, 117, 153 ], [ 47, 48, 46, 47, 48, 46 ], [ 24703, 11002, 13701, 24703, 11002, 13701 ], [ 8.771275, 31.729608, 0, 8.771275, 31.729608, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334583, 235644, -54908, 273836, 244535, -250193 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669384800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758875438139, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|