Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605447.7138 | 371315.1849 | 234132.5289 | 4441324.8815 | 6050342.8385 | -1609017.957 |
Total P&L (%) | 605.4477 | 371.3152 | 234.1325 | 4441.3249 | 6050.3428 | -1609.018 |
Avg Daily Profit (%) | 0.3576 | 0.2193 | 0.1383 | 0.2256 | 0.2436 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115571 | -49284 | -93706 | -12757032 | -3652007 | -9838608 |
Profit Factor | 2.1348 | 2.4746 | 1.831 | 1.1923 | 1.6929 | 0.888 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 44.2177 | 39.726 | 48.6486 | 44.2177 | 39.726 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.6931 | 3.7546 | 1.9328 | 1.5042 | 2.5686 | 0.9373 |
Largest Winning Trade | 108498 | 108498 | 51869 | 3035230 | 3035230 | 2946366 |
Largest Losing Trade | -40132 | -15572 | -40132 | -3088982 | -1238812 | -3088982 |
Avg Bars in Trades | 136 | 124 | 148 | 136 | 124 | 148 |
Avg Bars in Winners | 211 | 196 | 222 | 211 | 196 | 222 |
Avg Bars in Losers | 77 | 77 | 78 | 77 | 77 | 78 |
Bars Traded | 20103 | 9095 | 11007 | 20103 | 9095 | 11007 |
Profit Streak | 0 | 53.5245 | 0 | 0 | 53.5245 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417071 | -62888 | -69931 | -1464 | -63772 | -645761 |
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20317, "evaluation_days": 1693.08, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614715200000, "last_datapoint_time": 1760018400000, "evaluation_time": 1760020515719, "expiration_time": 1765284566400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 37, "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": [ [ 605447.7137670488, 371315.184880197, 234132.5288868514, 4441324.881509395, 6050342.838487096, -1609017.9569777045 ], [ 605.447714, 371.315185, 234.132529, 4441.324882, 6050.342838, -1609.017957 ], [ 0.357601, 0.219313, 0.138288, 0.225631, 0.243586, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -115571, -49284, -93706, -12757032, -3652007, -9838608 ], [ 2.134763, 2.474596, 1.831031, 1.192322, 1.692921, 0.887964 ], [ 147, 73, 74, 147, 73, 74 ], [ 65, 29, 36, 65, 29, 36 ], [ 82, 44, 38, 82, 44, 38 ], [ 44.217687, 39.726027, 48.648649, 44.217687, 39.726027, 48.648649 ], [ 2.693086, 3.75456, 1.932755, 1.50416, 2.56857, 0.937295 ], [ 108498, 108498, 51869, 3035230, 3035230, 2946366 ], [ -40132, -15572, -40132, -3088982, -1238812, -3088982 ], [ 136, 124, 148, 136, 124, 148 ], [ 211, 196, 222, 211, 196, 222 ], [ 77, 77, 78, 77, 77, 78 ], [ 20103, 9095, 11007, 20103, 9095, 11007 ], [ 0, 53.524487, 0, 0, 53.524487, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 417071, -62888, -69931, -1464, -63772, -645761 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20317, "evaluation_days": 1693.08, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614715200000, "last_datapoint_time": 1760018400000, "evaluation_time": 1760020515719, "expiration_time": 1765284566400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 37, "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) |
---|