Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383262.602 | 274429.4295 | 108833.1725 | 220792.9616 | 178757.6059 | 42035.3557 |
Total P&L (%) | 383.2626 | 274.4294 | 108.8332 | 220.793 | 178.7576 | 42.0354 |
Avg Daily Profit (%) | 0.2277 | 0.163 | 0.0647 | 0.0693 | 0.0609 | 0.0208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119419 | -65898 | -71684 | -949094 | -649848 | -437258 |
Profit Factor | 1.5602 | 1.8207 | 1.3112 | 1.0629 | 1.0961 | 1.0254 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 47.1429 | 47.1429 | 47.1429 | 47.1429 | 47.1429 | 47.1429 |
Ratio Avg Win / Avg Loss | 1.7494 | 2.0413 | 1.4702 | 1.1917 | 1.229 | 1.1497 |
Largest Winning Trade | 206950 | 206950 | 57300 | 416336 | 416336 | 216433 |
Largest Losing Trade | -42760 | -28702 | -42760 | -256642 | -256642 | -159494 |
Avg Bars in Trades | 141 | 139 | 143 | 141 | 139 | 143 |
Avg Bars in Winners | 198 | 196 | 200 | 198 | 196 | 200 |
Avg Bars in Losers | 89 | 87 | 91 | 89 | 87 | 91 |
Bars Traded | 19748 | 9732 | 10016 | 19748 | 9732 | 10016 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356494 | -84809 | -202013 | -252554 | -321939 | -455159 |
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20199, "evaluation_days": 1683.25, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615356000000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759170516211, "expiration_time": 1764404380800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 134, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 229, "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": [ [ 383262.6020141843, 274429.4295441744, 108833.1724700097, 220792.9615748366, 178757.6059238532, 42035.3556509832 ], [ 383.262602, 274.42943, 108.833172, 220.792962, 178.757606, 42.035356 ], [ 0.227692, 0.163035, 0.064657, 0.069273, 0.060923, 0.020849 ], [ 10, 10, 10, 10, 10, 10 ], [ -119419, -65898, -71684, -949094, -649848, -437258 ], [ 1.560241, 1.820663, 1.311215, 1.062869, 1.096121, 1.025442 ], [ 140, 70, 70, 140, 70, 70 ], [ 66, 33, 33, 66, 33, 33 ], [ 74, 37, 37, 74, 37, 37 ], [ 47.142857, 47.142857, 47.142857, 47.142857, 47.142857, 47.142857 ], [ 1.749361, 2.041349, 1.470151, 1.191702, 1.228985, 1.149737 ], [ 206950, 206950, 57300, 416336, 416336, 216433 ], [ -42760, -28702, -42760, -256642, -256642, -159494 ], [ 141, 139, 143, 141, 139, 143 ], [ 198, 196, 200, 198, 196, 200 ], [ 89, 87, 91, 89, 87, 91 ], [ 19748, 9732, 10016, 19748, 9732, 10016 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356494, -84809, -202013, -252554, -321939, -455159 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20199, "evaluation_days": 1683.25, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615356000000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759170516211, "expiration_time": 1764404380800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 134, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 229, "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) |
---|