| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 478932.4242 | 278209.4595 | 200722.9647 | 1362844.1579 | 982246.9462 | 380597.2117 |
| Total P&L (%) | 478.9324 | 278.2095 | 200.723 | 1362.8442 | 982.2469 | 380.5972 |
| Avg Daily Profit (%) | 0.2846 | 0.1653 | 0.1193 | 0.1595 | 0.1416 | 0.0933 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79121 | -110528 | -52374 | -1379090 | -684525 | -829099 |
| Profit Factor | 1.7395 | 1.8055 | 1.6641 | 1.3862 | 1.541 | 1.2222 |
| Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
| Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
| Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Profitability (%) | 40 | 40.8602 | 39.1304 | 40 | 40.8602 | 39.1304 |
| Ratio Avg Win / Avg Loss | 2.6093 | 2.6132 | 2.5887 | 2.0794 | 2.2304 | 1.9012 |
| Largest Winning Trade | 119378 | 119378 | 52626 | 693936 | 693936 | 347995 |
| Largest Losing Trade | -22523 | -22009 | -22523 | -414385 | -414385 | -261403 |
| Avg Bars in Trades | 107 | 89 | 126 | 107 | 89 | 126 |
| Avg Bars in Winners | 188 | 140 | 239 | 188 | 140 | 239 |
| Avg Bars in Losers | 53 | 53 | 53 | 53 | 53 | 53 |
| Bars Traded | 19891 | 8284 | 11607 | 19891 | 8284 | 11607 |
| Profit Streak | 12.145 | 13.895 | 0 | 12.145 | 13.895 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336324 | 269524 | -35177 | 256138 | -4178 | -72199 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20197,
"evaluation_days": 1683.08,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615096800000,
"last_datapoint_time": 1759154400000,
"evaluation_time": 1759159731097,
"expiration_time": 1764389462400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 49,
"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": [
[
478932.424174742,
278209.4594890377,
200722.9646857046,
1362844.1578820688,
982246.946214133,
380597.2116679352
],
[
478.932424,
278.209459,
200.722965,
1362.844158,
982.246946,
380.597212
],
[
0.284557,
0.165298,
0.119259,
0.159535,
0.141604,
0.093317
],
[
10,
10,
10,
10,
10,
10
],
[
-79121,
-110528,
-52374,
-1379090,
-684525,
-829099
],
[
1.739518,
1.805466,
1.664149,
1.386248,
1.54101,
1.222203
],
[
185,
93,
92,
185,
93,
92
],
[
74,
38,
36,
74,
38,
36
],
[
111,
55,
56,
111,
55,
56
],
[
40,
40.860215,
39.130435,
40,
40.860215,
39.130435
],
[
2.609277,
2.613174,
2.588677,
2.079372,
2.230409,
1.901205
],
[
119378,
119378,
52626,
693936,
693936,
347995
],
[
-22523,
-22009,
-22523,
-414385,
-414385,
-261403
],
[
107,
89,
126,
107,
89,
126
],
[
188,
140,
239,
188,
140,
239
],
[
53,
53,
53,
53,
53,
53
],
[
19891,
8284,
11607,
19891,
8284,
11607
],
[
12.145036,
13.895036,
0,
12.145036,
13.895036,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336324,
269524,
-35177,
256138,
-4178,
-72199
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20197,
"evaluation_days": 1683.08,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615096800000,
"last_datapoint_time": 1759154400000,
"evaluation_time": 1759159731097,
"expiration_time": 1764389462400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 49,
"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) |
|---|