Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370446.9037 | 230150.0049 | 140296.8987 | 404905.4011 | 277114.4784 | 127790.9227 |
Total P&L (%) | 370.4469 | 230.15 | 140.2969 | 404.9054 | 277.1145 | 127.7909 |
Avg Daily Profit (%) | 0.2198 | 0.1366 | 0.0832 | 0.0961 | 0.0788 | 0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79232 | -86095 | -52377 | -655920 | -413935 | -472847 |
Profit Factor | 1.5889 | 1.7173 | 1.4553 | 1.1131 | 1.151 | 1.0732 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Profitability (%) | 40.6667 | 34.6667 | 46.6667 | 40.6667 | 34.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.3183 | 3.2364 | 1.6632 | 1.624 | 2.1691 | 1.2266 |
Largest Winning Trade | 99600 | 99600 | 54767 | 469927 | 469927 | 223384 |
Largest Losing Trade | -30419 | -25917 | -30419 | -226331 | -169669 | -226331 |
Avg Bars in Trades | 132 | 123 | 142 | 132 | 123 | 142 |
Avg Bars in Winners | 202 | 208 | 197 | 202 | 208 | 197 |
Avg Bars in Losers | 85 | 78 | 93 | 85 | 78 | 93 |
Bars Traded | 19919 | 9253 | 10666 | 19919 | 9253 | 10666 |
Profit Streak | 20.3283 | 32.8283 | 0 | 20.3283 | 32.8283 | 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 | 304627 | -69850 | -137921 | -161951 | -203491 | -325871 |
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20224, "evaluation_days": 1685.33, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615449600000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759355564479, "expiration_time": 1764590860800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 163, "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": [ [ 370446.9036856851, 230150.0049374268, 140296.8987482582, 404905.4011082591, 277114.4783762499, 127790.9227320093 ], [ 370.446904, 230.150005, 140.296899, 404.905401, 277.114478, 127.790923 ], [ 0.219807, 0.136561, 0.083246, 0.096122, 0.078792, 0.04886 ], [ 10, 10, 10, 10, 10, 10 ], [ -79232, -86095, -52377, -655920, -413935, -472847 ], [ 1.588947, 1.717274, 1.455315, 1.113089, 1.150959, 1.073245 ], [ 150, 75, 75, 150, 75, 75 ], [ 61, 26, 35, 61, 26, 35 ], [ 89, 49, 40, 89, 49, 40 ], [ 40.666667, 34.666667, 46.666667, 40.666667, 34.666667, 46.666667 ], [ 2.318299, 3.2364, 1.663218, 1.624016, 2.169114, 1.226566 ], [ 99600, 99600, 54767, 469927, 469927, 223384 ], [ -30419, -25917, -30419, -226331, -169669, -226331 ], [ 132, 123, 142, 132, 123, 142 ], [ 202, 208, 197, 202, 208, 197 ], [ 85, 78, 93, 85, 78, 93 ], [ 19919, 9253, 10666, 19919, 9253, 10666 ], [ 20.328292, 32.828293, 0, 20.328293, 32.828293, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304627, -69850, -137921, -161951, -203491, -325871 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20224, "evaluation_days": 1685.33, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615449600000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759355564479, "expiration_time": 1764590860800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 163, "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) |
---|