Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626678.8831 | 398609.7187 | 228069.1644 | 2798192.3088 | 2187888.5002 | 610303.8086 |
Total P&L (%) | 626.6789 | 398.6097 | 228.0692 | 2798.1923 | 2187.8885 | 610.3038 |
Avg Daily Profit (%) | 0.3719 | 0.2366 | 0.1354 | 0.2 | 0.1859 | 0.1164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82792 | -83645 | -59284 | -3885699 | -1260882 | -2759091 |
Profit Factor | 2.081 | 2.2242 | 1.8976 | 1.2813 | 1.4504 | 1.1199 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 40.7692 | 35.3846 | 46.1538 | 40.7692 | 35.3846 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.0234 | 4.0615 | 2.2139 | 1.8614 | 2.6485 | 1.3065 |
Largest Winning Trade | 222540 | 222540 | 50519 | 1779922 | 1779922 | 972391 |
Largest Losing Trade | -23458 | -18635 | -23458 | -841769 | -560178 | -841769 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3334 | 1543 | 1791 | 3334 | 1543 | 1791 |
Profit Streak | 43.8969 | 43.8969 | 44.8969 | 43.8969 | 43.8969 | 44.8969 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413413 | -124644 | -141353 | 256972 | -126778 | -258447 |
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3370, "evaluation_days": 1685, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614470400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759267889119, "expiration_time": 1763601120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 19, "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": [ [ 626678.8831271788, 398609.7186836415, 228069.1644435375, 2798192.308783184, 2187888.5002148044, 610303.8085683787 ], [ 626.678883, 398.609719, 228.069164, 2798.192309, 2187.8885, 610.303809 ], [ 0.371916, 0.236564, 0.135353, 0.200002, 0.185942, 0.116419 ], [ 10, 10, 10, 10, 10, 10 ], [ -82792, -83645, -59284, -3885699, -1260882, -2759091 ], [ 2.081044, 2.224151, 1.897641, 1.281255, 1.450381, 1.119877 ], [ 130, 65, 65, 130, 65, 65 ], [ 53, 23, 30, 53, 23, 30 ], [ 77, 42, 35, 77, 42, 35 ], [ 40.769231, 35.384615, 46.153846, 40.769231, 35.384615, 46.153846 ], [ 3.023404, 4.061493, 2.213914, 1.861446, 2.648521, 1.306523 ], [ 222540, 222540, 50519, 1779922, 1779922, 972391 ], [ -23458, -18635, -23458, -841769, -560178, -841769 ], [ 25, 23, 27, 25, 23, 27 ], [ 44, 44, 44, 44, 44, 44 ], [ 12, 12, 12, 12, 12, 12 ], [ 3334, 1543, 1791, 3334, 1543, 1791 ], [ 43.896865, 43.896865, 44.896865, 43.896865, 43.896865, 44.896865 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 413413, -124644, -141353, 256972, -126778, -258447 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3370, "evaluation_days": 1685, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614470400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759267889119, "expiration_time": 1763601120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 19, "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) |
---|