Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485937.9717 | 285840.0445 | 200097.9271 | 1503911.5033 | 1787413.5997 | -283502.0963 |
Total P&L (%) | 485.938 | 285.84 | 200.0979 | 1503.9115 | 1787.4136 | -283.5021 |
Avg Daily Profit (%) | 0.2885 | 0.1697 | 0.1188 | 0.1649 | 0.1746 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120956 | -88726 | -82108 | -3916820 | -1375180 | -2990050 |
Profit Factor | 1.5292 | 1.6515 | 1.4172 | 1.1859 | 1.4829 | 0.9354 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Profitability (%) | 45.5253 | 44.186 | 46.875 | 45.5253 | 44.186 | 46.875 |
Ratio Avg Win / Avg Loss | 1.8298 | 2.0861 | 1.6062 | 1.419 | 1.8731 | 1.0601 |
Largest Winning Trade | 58788 | 58788 | 57120 | 1545155 | 1545155 | 1143738 |
Largest Losing Trade | -33484 | -18672 | -33484 | -1001521 | -762686 | -1001521 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3330 | 1569 | 1761 | 3330 | 1569 | 1761 |
Profit Streak | 13.1642 | 35.6642 | 0 | 13.1642 | 35.6642 | 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 | 412612 | 334287 | -33662 | -7815 | 321439 | -580263 |
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3369, "evaluation_days": 1684.5, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1613865600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759204589983, "expiration_time": 1763556624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hma", "factors": { "length": 4, "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": [ [ 485937.9716730354, 285840.0445277805, 200097.9271452547, 1503911.503346408, 1787413.5996847101, -283502.0963383039 ], [ 485.937972, 285.840045, 200.097927, 1503.911503, 1787.4136, -283.502096 ], [ 0.288476, 0.169688, 0.118788, 0.164875, 0.174554, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -120956, -88726, -82108, -3916820, -1375180, -2990050 ], [ 1.529166, 1.651499, 1.417247, 1.185896, 1.482879, 0.935399 ], [ 257, 129, 128, 257, 129, 128 ], [ 117, 57, 60, 117, 57, 60 ], [ 140, 72, 68, 140, 72, 68 ], [ 45.525292, 44.186047, 46.875, 45.525292, 44.186047, 46.875 ], [ 1.829772, 2.086104, 1.606214, 1.419021, 1.87311, 1.060118 ], [ 58788, 58788, 57120, 1545155, 1545155, 1143738 ], [ -33484, -18672, -33484, -1001521, -762686, -1001521 ], [ 12, 12, 13, 12, 12, 13 ], [ 18, 16, 20, 18, 16, 20 ], [ 8, 8, 8, 8, 8, 8 ], [ 3330, 1569, 1761, 3330, 1569, 1761 ], [ 13.164236, 35.664236, 0, 13.164236, 35.664236, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 412612, 334287, -33662, -7815, 321439, -580263 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3369, "evaluation_days": 1684.5, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1613865600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759204589983, "expiration_time": 1763556624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hma", "factors": { "length": 4, "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) |
---|