| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 610903.6441 | 349271.587 | 261632.0571 | 4903017.5193 | 3796811.0558 | 1106206.4636 |
| Total P&L (%) | 610.9036 | 349.2716 | 261.6321 | 4903.0175 | 3796.8111 | 1106.2065 |
| Avg Daily Profit (%) | 0.3627 | 0.2073 | 0.1553 | 0.2325 | 0.2177 | 0.1479 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -70034 | -82507 | -64486 | -2461347 | -827699 | -1725149 |
| Profit Factor | 1.5774 | 1.6896 | 1.4744 | 1.5141 | 1.923 | 1.2039 |
| Total Trades | 387 | 194 | 193 | 387 | 194 | 193 |
| Winning Trades | 146 | 69 | 77 | 146 | 69 | 77 |
| Losing Trades | 241 | 125 | 116 | 241 | 125 | 116 |
| Profitability (%) | 37.7261 | 35.567 | 39.8964 | 37.7261 | 35.567 | 39.8964 |
| Ratio Avg Win / Avg Loss | 2.6038 | 3.0609 | 2.2212 | 2.4993 | 3.4837 | 1.8137 |
| Largest Winning Trade | 62090 | 62090 | 48566 | 1485167 | 1485167 | 1269844 |
| Largest Losing Trade | -18434 | -18434 | -18066 | -611123 | -542371 | -611123 |
| Avg Bars in Trades | 51 | 48 | 55 | 51 | 48 | 55 |
| Avg Bars in Winners | 89 | 84 | 94 | 89 | 84 | 94 |
| Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
| Bars Traded | 20070 | 9430 | 10640 | 20070 | 9430 | 10640 |
| Profit Streak | 0 | 0 | 13.521 | 0 | 0 | 13.521 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 344454 | 206365 | 238601 | 290483 | 240762 | 93201 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20214,
"evaluation_days": 1684.5,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614182400000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759278612987,
"expiration_time": 1764516268800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 14,
"offset": 0,
"a": 0.22851
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 60,
"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": [
[
610903.6440819931,
349271.5870196332,
261632.0570623602,
4903017.519340235,
3796811.055768534,
1106206.4635717005
],
[
610.903644,
349.271587,
261.632057,
4903.017519,
3796.811056,
1106.206464
],
[
0.362662,
0.207344,
0.155317,
0.232542,
0.217675,
0.147932
],
[
10,
10,
10,
10,
10,
10
],
[
-70034,
-82507,
-64486,
-2461347,
-827699,
-1725149
],
[
1.57742,
1.689594,
1.474401,
1.514079,
1.923025,
1.203946
],
[
387,
194,
193,
387,
194,
193
],
[
146,
69,
77,
146,
69,
77
],
[
241,
125,
116,
241,
125,
116
],
[
37.726098,
35.56701,
39.896373,
37.726098,
35.56701,
39.896373
],
[
2.603824,
3.06086,
2.221176,
2.499268,
3.48374,
1.813736
],
[
62090,
62090,
48566,
1485167,
1485167,
1269844
],
[
-18434,
-18434,
-18066,
-611123,
-542371,
-611123
],
[
51,
48,
55,
51,
48,
55
],
[
89,
84,
94,
89,
84,
94
],
[
28,
28,
28,
28,
28,
28
],
[
20070,
9430,
10640,
20070,
9430,
10640
],
[
0,
0,
13.520983,
0,
0,
13.520984
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344454,
206365,
238601,
290483,
240762,
93201
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20214,
"evaluation_days": 1684.5,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614182400000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759278612987,
"expiration_time": 1764516268800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 14,
"offset": 0,
"a": 0.22851
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 60,
"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) |
|---|