Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437865.5368 | 195897.4268 | 241968.11 | 1347891.2562 | 881157.189 | 466734.0672 |
Total P&L (%) | 437.8655 | 195.8974 | 241.9681 | 1347.8913 | 881.1572 | 466.7341 |
Avg Daily Profit (%) | 0.2608 | 0.1167 | 0.1441 | 0.1593 | 0.1361 | 0.1034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67187 | -104255 | -38301 | -1124498 | -499661 | -676691 |
Profit Factor | 1.9805 | 1.7065 | 2.429 | 1.683 | 1.8507 | 1.4977 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 40.6593 | 33.3333 | 47.8261 | 40.6593 | 33.3333 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.8904 | 3.4131 | 2.6498 | 2.4562 | 3.7015 | 1.6338 |
Largest Winning Trade | 91073 | 91073 | 53102 | 403493 | 403493 | 309026 |
Largest Losing Trade | -24371 | -24371 | -14356 | -305337 | -305337 | -281802 |
Avg Bars in Trades | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Winners | 54 | 58 | 52 | 54 | 58 | 52 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 3163 | 1496 | 1667 | 3163 | 1496 | 1667 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306484 | -40421 | 115271 | 269593 | -13826 | -53345 |
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3358, "evaluation_days": 1679, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1613779200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758895067728, "expiration_time": 1763067168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 2, "offset": 143, "multiplier": 2.77975 } }, "second_band": { "type": "vwap", "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": [ [ 437865.5368312377, 195897.4268499718, 241968.1099812657, 1347891.2562374212, 881157.1890379654, 466734.0671994559 ], [ 437.865537, 195.897427, 241.96811, 1347.891256, 881.157189, 466.734067 ], [ 0.260789, 0.116675, 0.144114, 0.15931, 0.1361, 0.103372 ], [ 10, 10, 10, 10, 10, 10 ], [ -67187, -104255, -38301, -1124498, -499661, -676691 ], [ 1.980451, 1.706528, 2.428986, 1.682961, 1.850728, 1.497674 ], [ 91, 45, 46, 91, 45, 46 ], [ 37, 15, 22, 37, 15, 22 ], [ 54, 30, 24, 54, 30, 24 ], [ 40.659341, 33.333333, 47.826087, 40.659341, 33.333333, 47.826087 ], [ 2.890387, 3.413056, 2.649803, 2.456213, 3.701456, 1.633826 ], [ 91073, 91073, 53102, 403493, 403493, 309026 ], [ -24371, -24371, -14356, -305337, -305337, -281802 ], [ 34, 33, 36, 34, 33, 36 ], [ 54, 58, 52, 54, 58, 52 ], [ 21, 20, 21, 21, 20, 21 ], [ 3163, 1496, 1667, 3163, 1496, 1667 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306484, -40421, 115271, 269593, -13826, -53345 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3358, "evaluation_days": 1679, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1613779200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758895067728, "expiration_time": 1763067168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 2, "offset": 143, "multiplier": 2.77975 } }, "second_band": { "type": "vwap", "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) |
---|