| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 391377.8524 | 265135.0879 | 126242.7645 | 444563.7872 | 472338.7991 | -27775.012 |
| Total P&L (%) | 391.3779 | 265.1351 | 126.2428 | 444.5638 | 472.3388 | -27.775 |
| Avg Daily Profit (%) | 0.231 | 0.1565 | 0.0745 | 0.1001 | 0.103 | -0.0192 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130346 | -129902 | -103196 | -178517 | -107070 | -142684 |
| Profit Factor | 1.2739 | 1.3978 | 1.1656 | 1.244 | 1.583 | 0.9725 |
| Total Trades | 847 | 424 | 423 | 847 | 424 | 423 |
| Winning Trades | 279 | 129 | 150 | 279 | 129 | 150 |
| Losing Trades | 568 | 295 | 273 | 568 | 295 | 273 |
| Profitability (%) | 32.9398 | 30.4245 | 35.461 | 32.9398 | 30.4245 | 35.461 |
| Ratio Avg Win / Avg Loss | 2.5934 | 3.1965 | 2.1213 | 2.5326 | 3.62 | 1.77 |
| Largest Winning Trade | 66614 | 66614 | 49469 | 152263 | 152263 | 102486 |
| Largest Losing Trade | -20430 | -16845 | -20430 | -55740 | -35094 | -55740 |
| Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
| Avg Bars in Winners | 47 | 48 | 46 | 47 | 48 | 46 |
| Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
| Bars Traded | 20122 | 9671 | 10451 | 20122 | 9671 | 10451 |
| Profit Streak | 8.1982 | 10.7816 | 8.1982 | 8.1982 | 10.7816 | 8.1982 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 307605 | 176333 | -133802 | -58879 | -56656 | -581047 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20330,
"evaluation_days": 1694.17,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615154400000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760114727574,
"expiration_time": 1765381536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 39,
"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": [
[
391377.8523534506,
265135.0878948125,
126242.764458638,
444563.7871598965,
472338.7991378403,
-27775.0119779441
],
[
391.377852,
265.135088,
126.242764,
444.563787,
472.338799,
-27.775012
],
[
0.231015,
0.156499,
0.074516,
0.100088,
0.103027,
-0.019204
],
[
10,
10,
10,
10,
10,
10
],
[
-130346,
-129902,
-103196,
-178517,
-107070,
-142684
],
[
1.273877,
1.397806,
1.165557,
1.244011,
1.582981,
0.972546
],
[
847,
424,
423,
847,
424,
423
],
[
279,
129,
150,
279,
129,
150
],
[
568,
295,
273,
568,
295,
273
],
[
32.939787,
30.424528,
35.460993,
32.939787,
30.424528,
35.460993
],
[
2.593412,
3.196533,
2.121313,
2.532611,
3.619995,
1.770033
],
[
66614,
66614,
49469,
152263,
152263,
102486
],
[
-20430,
-16845,
-20430,
-55740,
-35094,
-55740
],
[
23,
22,
24,
23,
22,
24
],
[
47,
48,
46,
47,
48,
46
],
[
12,
11,
12,
12,
11,
12
],
[
20122,
9671,
10451,
20122,
9671,
10451
],
[
8.198236,
10.781569,
8.198236,
8.198236,
10.781569,
8.198236
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307605,
176333,
-133802,
-58879,
-56656,
-581047
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20330,
"evaluation_days": 1694.17,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615154400000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760114727574,
"expiration_time": 1765381536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 39,
"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) |
|---|