| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 767176.8047 | 434837.2437 | 332339.561 | 22957853.506 | 16654495.9741 | 6303357.5319 |
| Total P&L (%) | 767.1768 | 434.8372 | 332.3396 | 22957.8535 | 16654.496 | 6303.3575 |
| Avg Daily Profit (%) | 0.4543 | 0.2575 | 0.1968 | 0.3227 | 0.3037 | 0.2466 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -56602 | -89376 | -45024 | -7296626 | -2588103 | -7448119 |
| Profit Factor | 1.845 | 2.0087 | 1.6969 | 1.8693 | 2.4498 | 1.4224 |
| Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
| Winning Trades | 138 | 64 | 74 | 138 | 64 | 74 |
| Losing Trades | 224 | 117 | 107 | 224 | 117 | 107 |
| Profitability (%) | 38.1215 | 35.3591 | 40.884 | 38.1215 | 35.3591 | 40.884 |
| Ratio Avg Win / Avg Loss | 2.9947 | 3.6722 | 2.4536 | 3.0342 | 4.4786 | 2.0567 |
| Largest Winning Trade | 68173 | 68173 | 48781 | 6813341 | 6813341 | 5828100 |
| Largest Losing Trade | -17620 | -14719 | -17620 | -1864198 | -1864198 | -1556209 |
| Avg Bars in Trades | 55 | 53 | 57 | 55 | 53 | 57 |
| Avg Bars in Winners | 97 | 93 | 100 | 97 | 93 | 100 |
| Avg Bars in Losers | 29 | 31 | 27 | 29 | 31 | 27 |
| Bars Traded | 20099 | 9743 | 10356 | 20099 | 9743 | 10356 |
| Profit Streak | 17.8823 | 40.8823 | 17.8823 | 17.8823 | 40.8823 | 17.8823 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 433866 | 274162 | 295980 | 395064 | 334030 | 280504 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20265,
"evaluation_days": 1688.75,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614045600000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759648228615,
"expiration_time": 1764896688000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 47,
"offset": 0,
"a": 0.61128
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 24,
"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": [
[
767176.8046976102,
434837.2437359482,
332339.5609616613,
22957853.506000094,
16654495.974145249,
6303357.5318548465
],
[
767.176805,
434.837244,
332.339561,
22957.853506,
16654.495974,
6303.357532
],
[
0.454287,
0.257491,
0.196796,
0.322686,
0.303717,
0.246605
],
[
10,
10,
10,
10,
10,
10
],
[
-56602,
-89376,
-45024,
-7296626,
-2588103,
-7448119
],
[
1.844955,
2.008745,
1.6969,
1.869302,
2.449832,
1.422411
],
[
362,
181,
181,
362,
181,
181
],
[
138,
64,
74,
138,
64,
74
],
[
224,
117,
107,
224,
117,
107
],
[
38.121547,
35.359116,
40.883978,
38.121547,
35.359116,
40.883978
],
[
2.994709,
3.672237,
2.453626,
3.034229,
4.478599,
2.056729
],
[
68173,
68173,
48781,
6813341,
6813341,
5828100
],
[
-17620,
-14719,
-17620,
-1864198,
-1864198,
-1556209
],
[
55,
53,
57,
55,
53,
57
],
[
97,
93,
100,
97,
93,
100
],
[
29,
31,
27,
29,
31,
27
],
[
20099,
9743,
10356,
20099,
9743,
10356
],
[
17.882275,
40.882275,
17.882275,
17.882276,
40.882276,
17.882276
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
433866,
274162,
295980,
395064,
334030,
280504
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20265,
"evaluation_days": 1688.75,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614045600000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759648228615,
"expiration_time": 1764896688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 47,
"offset": 0,
"a": 0.61128
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 24,
"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) |
|---|