Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351531.3237 | 212285.0672 | 139246.2565 | -343648.7115 | -159781.4059 | -183867.3056 |
Total P&L (%) | 351.5313 | 212.2851 | 139.2463 | -343.6487 | -159.7814 | -183.8673 |
Avg Daily Profit (%) | 0.2089 | 0.1262 | 0.0828 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146668 | -29469 | -154903 | -442371 | -202375 | -312508 |
Profit Factor | 1.6265 | 2.7458 | 1.3168 | 0.6077 | 0.4305 | 0.6911 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 69 | 33 | 36 | 54 | 22 | 32 |
Losing Trades | 52 | 28 | 24 | 67 | 39 | 28 |
Profitability (%) | 57.0248 | 54.0984 | 60 | 44.6281 | 36.0656 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2258 | 2.3298 | 0.8779 | 0.7539 | 0.7632 | 0.6047 |
Largest Winning Trade | 115463 | 115463 | 49119 | 34938 | 19353 | 34938 |
Largest Losing Trade | -115906 | -19415 | -115906 | -201957 | -73094 | -201957 |
Avg Bars in Trades | 25 | 8 | 43 | 25 | 8 | 43 |
Avg Bars in Winners | 23 | 9 | 36 | 28 | 9 | 42 |
Avg Bars in Losers | 28 | 7 | 53 | 23 | 8 | 44 |
Bars Traded | 3139 | 529 | 2610 | 3139 | 529 | 2610 |
Profit Streak | 21.8557 | 175.3557 | 0 | 0 | 0 | 176.3557 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422089 | -178853 | -251821 | -582268 | -747877 | -748170 |
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3365, "evaluation_days": 1682.5, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1615204800000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759048335713, "expiration_time": 1763378640000, "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": "kcl", "factors": { "length": 36, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 351531.323670195, 212285.0671604447, 139246.2565097503, -343648.7115006447, -159781.4059437434, -183867.3055569013 ], [ 351.531324, 212.285067, 139.246257, -343.648712, -159.781406, -183.867306 ], [ 0.208934, 0.126172, 0.082762, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -146668, -29469, -154903, -442371, -202375, -312508 ], [ 1.626493, 2.745807, 1.31682, 0.607651, 0.430536, 0.691131 ], [ 121, 61, 60, 121, 61, 60 ], [ 69, 33, 36, 54, 22, 32 ], [ 52, 28, 24, 67, 39, 28 ], [ 57.024793, 54.098361, 60, 44.628099, 36.065574, 53.333333 ], [ 1.225763, 2.329776, 0.87788, 0.753937, 0.763223, 0.60474 ], [ 115463, 115463, 49119, 34938, 19353, 34938 ], [ -115906, -19415, -115906, -201957, -73094, -201957 ], [ 25, 8, 43, 25, 8, 43 ], [ 23, 9, 36, 28, 9, 42 ], [ 28, 7, 53, 23, 8, 44 ], [ 3139, 529, 2610, 3139, 529, 2610 ], [ 21.855737, 175.355737, 0, 0, 0, 176.355737 ], [ 1, 3, 0, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 422089, -178853, -251821, -582268, -747877, -748170 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3365, "evaluation_days": 1682.5, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1615204800000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759048335713, "expiration_time": 1763378640000, "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": "kcl", "factors": { "length": 36, "offset": 0, "scalar": 2 } } }
# | 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) |
---|