Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420676.9644 | 274647.2387 | 146029.7257 | 447377.4035 | 428320.1186 | 19057.2849 |
Total P&L (%) | 420.677 | 274.6472 | 146.0297 | 447.3774 | 428.3201 | 19.0573 |
Avg Daily Profit (%) | 0.249 | 0.1626 | 0.0864 | 0.1007 | 0.0986 | 0.0103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117042 | -122393 | -90200 | -178863 | -187955 | -195233 |
Profit Factor | 1.1724 | 1.2302 | 1.1172 | 1.1081 | 1.2143 | 1.0089 |
Total Trades | 1243 | 621 | 622 | 1243 | 621 | 622 |
Winning Trades | 631 | 307 | 324 | 631 | 307 | 324 |
Losing Trades | 612 | 314 | 298 | 612 | 314 | 298 |
Profitability (%) | 50.7643 | 49.4364 | 52.09 | 50.7643 | 49.4364 | 52.09 |
Ratio Avg Win / Avg Loss | 1.1371 | 1.2582 | 1.0275 | 1.0747 | 1.242 | 0.9279 |
Largest Winning Trade | 56477 | 48547 | 56477 | 81926 | 81926 | 43578 |
Largest Losing Trade | -30687 | -20900 | -30687 | -49894 | -49894 | -44186 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Losers | 16 | 18 | 15 | 16 | 18 | 15 |
Bars Traded | 20232 | 10414 | 9818 | 20232 | 10414 | 9818 |
Profit Streak | 0.4615 | 0 | 2.6282 | 0.4615 | 0 | 2.6282 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19543 | 349403 | -166982 | -156986 | -59070 | -396739 |
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20274, "evaluation_days": 1689.5, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1613829600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759712673139, "expiration_time": 1764963820800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 3, "offset": 0, "multiplier": 3.10011 } }, "second_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.34947 } } }
{ "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": [ [ 420676.9644187266, 274647.2386970974, 146029.7257216302, 447377.4034965157, 428320.1186073462, 19057.2848891697 ], [ 420.676964, 274.647239, 146.029726, 447.377403, 428.320119, 19.057285 ], [ 0.248995, 0.162561, 0.086434, 0.10067, 0.098571, 0.010325 ], [ 10, 10, 10, 10, 10, 10 ], [ -117042, -122393, -90200, -178863, -187955, -195233 ], [ 1.172441, 1.230178, 1.117167, 1.108056, 1.214291, 1.008899 ], [ 1243, 621, 622, 1243, 621, 622 ], [ 631, 307, 324, 631, 307, 324 ], [ 612, 314, 298, 612, 314, 298 ], [ 50.76428, 49.436393, 52.090032, 50.76428, 49.436393, 52.090032 ], [ 1.137138, 1.258227, 1.027518, 1.074691, 1.241979, 0.927938 ], [ 56477, 48547, 56477, 81926, 81926, 43578 ], [ -30687, -20900, -30687, -49894, -49894, -44186 ], [ 16, 16, 15, 16, 16, 15 ], [ 15, 15, 16, 15, 15, 16 ], [ 16, 18, 15, 16, 18, 15 ], [ 20232, 10414, 9818, 20232, 10414, 9818 ], [ 0.461494, 0, 2.628161, 0.461495, 0, 2.628161 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -19543, 349403, -166982, -156986, -59070, -396739 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20274, "evaluation_days": 1689.5, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1613829600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759712673139, "expiration_time": 1764963820800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 3, "offset": 0, "multiplier": 3.10011 } }, "second_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.34947 } } }
# | 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) |
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