| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 432636.2371 | 290247.6361 | 142388.601 | 313679.0697 | -109572.1426 | 423251.2123 |
| Total P&L (%) | 432.6362 | 290.2476 | 142.3886 | 313.6791 | -109.5721 | 423.2512 |
| Avg Daily Profit (%) | 0.2577 | 0.1729 | 0.0848 | 0.0846 | 0 | 0.0986 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -228977 | -211249 | -22275 | -705892 | -682935 | -76427 |
| Profit Factor | 1.902 | 1.7153 | 2.9273 | 1.2492 | 0.9004 | 3.6669 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
| Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
| Profitability (%) | 58.3333 | 52.381 | 64.2857 | 58.3333 | 52.381 | 64.2857 |
| Ratio Avg Win / Avg Loss | 1.3586 | 1.5594 | 1.6263 | 0.8923 | 0.8185 | 2.0372 |
| Largest Winning Trade | 135696 | 135696 | 33473 | 234097 | 234097 | 132545 |
| Largest Losing Trade | -57489 | -57489 | -13181 | -252871 | -252871 | -55646 |
| Avg Bars in Trades | 36 | 65 | 8 | 36 | 65 | 8 |
| Avg Bars in Winners | 31 | 59 | 8 | 31 | 59 | 8 |
| Avg Bars in Losers | 43 | 70 | 7 | 43 | 70 | 7 |
| Bars Traded | 3069 | 2732 | 337 | 3069 | 2732 | 337 |
| Profit Streak | 157.8271 | 209.3271 | 157.8271 | 157.8271 | 209.3271 | 157.8271 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 478835 | 444642 | -71004 | -79205 | -579066 | -51367 |
{
"trading_pair": "CAKE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3358,
"evaluation_days": 1679,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1615982400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758873064083,
"expiration_time": 1763067168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 166,
"offset": 0,
"std": 3.28397
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 189,
"offset": 0,
"std": 2.26442
}
}
}
{
"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": [
[
432636.2371338031,
290247.6361078819,
142388.6010259214,
313679.0697355809,
-109572.1426079911,
423251.2123435718
],
[
432.636237,
290.247636,
142.388601,
313.67907,
-109.572143,
423.251212
],
[
0.257675,
0.172869,
0.084806,
0.084605,
0,
0.098613
],
[
10,
10,
10,
10,
10,
10
],
[
-228977,
-211249,
-22275,
-705892,
-682935,
-76427
],
[
1.901982,
1.715296,
2.927342,
1.24922,
0.900383,
3.666889
],
[
84,
42,
42,
84,
42,
42
],
[
49,
22,
27,
49,
22,
27
],
[
35,
20,
15,
35,
20,
15
],
[
58.333333,
52.380952,
64.285714,
58.333333,
52.380952,
64.285714
],
[
1.358558,
1.55936,
1.626301,
0.8923,
0.81853,
2.037161
],
[
135696,
135696,
33473,
234097,
234097,
132545
],
[
-57489,
-57489,
-13181,
-252871,
-252871,
-55646
],
[
36,
65,
8,
36,
65,
8
],
[
31,
59,
8,
31,
59,
8
],
[
43,
70,
7,
43,
70,
7
],
[
3069,
2732,
337,
3069,
2732,
337
],
[
157.82713,
209.32713,
157.82713,
157.827131,
209.327131,
157.827131
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
478835,
444642,
-71004,
-79205,
-579066,
-51367
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3358,
"evaluation_days": 1679,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1615982400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758873064083,
"expiration_time": 1763067168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 166,
"offset": 0,
"std": 3.28397
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 189,
"offset": 0,
"std": 2.26442
}
}
}
| # | 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) |
|---|