| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 426840.8994 | 243310.7974 | 183530.102 | 941293.3914 | 798179.201 | 143114.1904 |
| Total P&L (%) | 426.8409 | 243.3108 | 183.5301 | 941.2934 | 798.1792 | 143.1142 |
| Avg Daily Profit (%) | 0.2531 | 0.1443 | 0.1088 | 0.139 | 0.1302 | 0.0527 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -75200 | -91689 | -53758 | -1403381 | -471853 | -1041994 |
| Profit Factor | 1.8472 | 1.8788 | 1.8086 | 1.2234 | 1.4166 | 1.0623 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
| Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
| Profitability (%) | 41.1215 | 35.1852 | 47.1698 | 41.1215 | 35.1852 | 47.1698 |
| Ratio Avg Win / Avg Loss | 2.6448 | 3.4609 | 2.0256 | 1.7516 | 2.6094 | 1.1897 |
| Largest Winning Trade | 138205 | 138205 | 52418 | 736905 | 736905 | 327312 |
| Largest Losing Trade | -26417 | -23284 | -26417 | -641252 | -368873 | -641252 |
| Avg Bars in Trades | 184 | 152 | 217 | 184 | 152 | 217 |
| Avg Bars in Winners | 319 | 288 | 342 | 319 | 288 | 342 |
| Avg Bars in Losers | 90 | 78 | 105 | 90 | 78 | 105 |
| Bars Traded | 19755 | 8225 | 11530 | 19755 | 8225 | 11530 |
| Profit Streak | 0 | 0 | 46.4402 | 0 | 0 | 46.4402 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 302825 | -182983 | -224882 | -9471 | -202920 | -455180 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20239,
"evaluation_days": 1686.58,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615428000000,
"last_datapoint_time": 1759456800000,
"evaluation_time": 1759458829717,
"expiration_time": 1764702748800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 64,
"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": [
[
426840.8994040432,
243310.7974480026,
183530.1019560404,
941293.3913902523,
798179.2009834575,
143114.1904067957
],
[
426.840899,
243.310797,
183.530102,
941.293391,
798.179201,
143.11419
],
[
0.253081,
0.144263,
0.108818,
0.13902,
0.130242,
0.052686
],
[
10,
10,
10,
10,
10,
10
],
[
-75200,
-91689,
-53758,
-1403381,
-471853,
-1041994
],
[
1.847157,
1.8788,
1.80856,
1.223361,
1.416558,
1.062275
],
[
107,
54,
53,
107,
54,
53
],
[
44,
19,
25,
44,
19,
25
],
[
63,
35,
28,
63,
35,
28
],
[
41.121495,
35.185185,
47.169811,
41.121495,
35.185185,
47.169811
],
[
2.644793,
3.460948,
2.025588,
1.751631,
2.609449,
1.189748
],
[
138205,
138205,
52418,
736905,
736905,
327312
],
[
-26417,
-23284,
-26417,
-641252,
-368873,
-641252
],
[
184,
152,
217,
184,
152,
217
],
[
319,
288,
342,
319,
288,
342
],
[
90,
78,
105,
90,
78,
105
],
[
19755,
8225,
11530,
19755,
8225,
11530
],
[
0,
0,
46.440159,
0,
0,
46.440159
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302825,
-182983,
-224882,
-9471,
-202920,
-455180
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20239,
"evaluation_days": 1686.58,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615428000000,
"last_datapoint_time": 1759456800000,
"evaluation_time": 1759458829717,
"expiration_time": 1764702748800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 64,
"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) |
|---|