| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 483918.4031 | 297349.4414 | 186568.9617 | 1236874.9413 | 1070658.8425 | 166216.0987 |
| Total P&L (%) | 483.9184 | 297.3494 | 186.569 | 1236.8749 | 1070.6588 | 166.2161 |
| Avg Daily Profit (%) | 0.2884 | 0.1772 | 0.1112 | 0.1546 | 0.1467 | 0.0584 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -108686 | -112693 | -71314 | -2808642 | -1041066 | -1787349 |
| Profit Factor | 1.6858 | 1.7912 | 1.5656 | 1.1691 | 1.2973 | 1.0448 |
| Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
| Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
| Losing Trades | 116 | 62 | 54 | 116 | 62 | 54 |
| Profitability (%) | 40.5128 | 36.0825 | 44.898 | 40.5128 | 36.0825 | 44.898 |
| Ratio Avg Win / Avg Loss | 2.4753 | 3.1731 | 1.9214 | 1.7166 | 2.2981 | 1.2822 |
| Largest Winning Trade | 92645 | 92645 | 55331 | 976972 | 976972 | 713532 |
| Largest Losing Trade | -26258 | -26258 | -20057 | -576272 | -438066 | -576272 |
| Avg Bars in Trades | 100 | 89 | 112 | 100 | 89 | 112 |
| Avg Bars in Winners | 161 | 155 | 166 | 161 | 155 | 166 |
| Avg Bars in Losers | 59 | 52 | 67 | 59 | 52 | 67 |
| Bars Traded | 19686 | 8699 | 10987 | 19686 | 8699 | 10987 |
| Profit Streak | 30.4014 | 0 | 49.5681 | 30.4014 | 0 | 49.5681 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339905 | 184168 | -43034 | -27904 | -1301 | -287573 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20137,
"evaluation_days": 1678.08,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615147200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758915483662,
"expiration_time": 1763941910400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 200,
"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": [
[
483918.4031220709,
297349.4413803707,
186568.9617417008,
1236874.941264325,
1070658.8425355682,
166216.0987287564
],
[
483.918403,
297.349441,
186.568962,
1236.874941,
1070.658843,
166.216099
],
[
0.288376,
0.177196,
0.11118,
0.154636,
0.146713,
0.058366
],
[
10,
10,
10,
10,
10,
10
],
[
-108686,
-112693,
-71314,
-2808642,
-1041066,
-1787349
],
[
1.685753,
1.791247,
1.565572,
1.169082,
1.297329,
1.04475
],
[
195,
97,
98,
195,
97,
98
],
[
79,
35,
44,
79,
35,
44
],
[
116,
62,
54,
116,
62,
54
],
[
40.512821,
36.082474,
44.897959,
40.512821,
36.082474,
44.897959
],
[
2.475282,
3.173067,
1.921384,
1.716626,
2.298126,
1.282193
],
[
92645,
92645,
55331,
976972,
976972,
713532
],
[
-26258,
-26258,
-20057,
-576272,
-438066,
-576272
],
[
100,
89,
112,
100,
89,
112
],
[
161,
155,
166,
161,
155,
166
],
[
59,
52,
67,
59,
52,
67
],
[
19686,
8699,
10987,
19686,
8699,
10987
],
[
30.401431,
0,
49.568098,
30.401431,
0,
49.568098
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339905,
184168,
-43034,
-27904,
-1301,
-287573
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20137,
"evaluation_days": 1678.08,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615147200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758915483662,
"expiration_time": 1763941910400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 200,
"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) |
|---|