Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821124.8373 | 488556.3014 | 332568.5359 | 30819477.2856 | 25157037.4765 | 5662439.8091 |
Total P&L (%) | 821.1248 | 488.5563 | 332.5685 | 30819.4773 | 25157.0375 | 5662.4398 |
Avg Daily Profit (%) | 0.4844 | 0.2882 | 0.1962 | 0.3388 | 0.3269 | 0.2394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88514 | -62419 | -57744 | -9914388 | -3444915 | -8522521 |
Profit Factor | 1.8213 | 1.9813 | 1.6626 | 1.9427 | 2.6475 | 1.325 |
Total Trades | 427 | 214 | 213 | 427 | 214 | 213 |
Winning Trades | 153 | 74 | 79 | 153 | 74 | 79 |
Losing Trades | 274 | 140 | 134 | 274 | 140 | 134 |
Profitability (%) | 35.8314 | 34.5794 | 37.0892 | 35.8314 | 34.5794 | 37.0892 |
Ratio Avg Win / Avg Loss | 3.2617 | 3.7485 | 2.8201 | 3.4791 | 5.0088 | 2.2475 |
Largest Winning Trade | 81984 | 81984 | 50332 | 9124634 | 9124634 | 5444665 |
Largest Losing Trade | -20706 | -20706 | -19025 | -2284217 | -2284217 | -2094759 |
Avg Bars in Trades | 47 | 46 | 47 | 47 | 46 | 47 |
Avg Bars in Winners | 91 | 90 | 92 | 91 | 90 | 92 |
Avg Bars in Losers | 22 | 24 | 21 | 22 | 24 | 21 |
Bars Traded | 20192 | 10057 | 10135 | 20192 | 10057 | 10135 |
Profit Streak | 24.5431 | 47.3764 | 24.5431 | 24.5431 | 47.3764 | 24.5431 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435969 | 292487 | 245515 | 399612 | 365659 | 208973 |
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20342, "evaluation_days": 1695.17, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614124800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760202120231, "expiration_time": 1765471046400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 58, "offset": 0, "a": 0.73398 } }, "second_band": { "type": "tema", "factors": { "length": 20, "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": [ [ 821124.8373480203, 488556.3014399036, 332568.535908117, 30819477.285604954, 25157037.476459317, 5662439.809145639 ], [ 821.124837, 488.556301, 332.568536, 30819.477286, 25157.037476, 5662.439809 ], [ 0.484391, 0.288205, 0.196186, 0.338826, 0.326854, 0.239433 ], [ 10, 10, 10, 10, 10, 10 ], [ -88514, -62419, -57744, -9914388, -3444915, -8522521 ], [ 1.821314, 1.981339, 1.662589, 1.942691, 2.64749, 1.324995 ], [ 427, 214, 213, 427, 214, 213 ], [ 153, 74, 79, 153, 74, 79 ], [ 274, 140, 134, 274, 140, 134 ], [ 35.831382, 34.579439, 37.089202, 35.831382, 34.579439, 37.089202 ], [ 3.2617, 3.74848, 2.820087, 3.479068, 5.008766, 2.24746 ], [ 81984, 81984, 50332, 9124634, 9124634, 5444665 ], [ -20706, -20706, -19025, -2284217, -2284217, -2094759 ], [ 47, 46, 47, 47, 46, 47 ], [ 91, 90, 92, 91, 90, 92 ], [ 22, 24, 21, 22, 24, 21 ], [ 20192, 10057, 10135, 20192, 10057, 10135 ], [ 24.543058, 47.376391, 24.543058, 24.543058, 47.376392, 24.543058 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 435969, 292487, 245515, 399612, 365659, 208973 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20342, "evaluation_days": 1695.17, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614124800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760202120231, "expiration_time": 1765471046400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 58, "offset": 0, "a": 0.73398 } }, "second_band": { "type": "tema", "factors": { "length": 20, "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) |
---|