| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 245970.7056 | 167215.125 | 78755.5806 | 608754.6262 | 419698.2269 | 189056.3993 |
| Total P&L (%) | 245.9707 | 167.2151 | 78.7556 | 608.7546 | 419.6982 | 189.0564 |
| Avg Daily Profit (%) | 0.9445 | 0.6421 | 0.3024 | 0.7548 | 0.6349 | 0.4084 |
| Buy And Hold Return (%) | 34.5609 | 34.5609 | 34.5609 | 34.5609 | 34.5609 | 34.5609 |
| Max Trade Drawdown | -28325 | -24010 | -34340 | -89576 | -63665 | -87875 |
| Profit Factor | 1.8601 | 2.1855 | 1.5434 | 1.9614 | 2.3489 | 1.587 |
| Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
| Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
| Profitability (%) | 45.6647 | 44.8276 | 46.5116 | 45.6647 | 44.8276 | 46.5116 |
| Ratio Avg Win / Avg Loss | 2.2133 | 2.6899 | 1.7749 | 2.3338 | 2.891 | 1.825 |
| Largest Winning Trade | 49725 | 34279 | 49725 | 185996 | 148708 | 185996 |
| Largest Losing Trade | -14896 | -9152 | -14896 | -24613 | -15736 | -24613 |
| Avg Bars in Trades | 141 | 136 | 146 | 141 | 136 | 146 |
| Avg Bars in Winners | 220 | 210 | 231 | 220 | 210 | 231 |
| Avg Bars in Losers | 74 | 76 | 72 | 74 | 76 | 72 |
| Bars Traded | 24448 | 11875 | 12573 | 24448 | 11875 | 12573 |
| Profit Streak | 5.1101 | 11.8496 | 5.1101 | 5.1101 | 11.8496 | 5.1101 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 570151 | 427273 | 136333 | 573770 | 489574 | 322919 |
{
"trading_pair": "CAKE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737678600000,
"first_datapoint_time": 1737870300000,
"last_datapoint_time": 1760177700000,
"evaluation_time": 1760178208381,
"expiration_time": 1766657700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 92,
"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": [
[
245970.7055930775,
167215.1249719488,
78755.5806211288,
608754.6261822521,
419698.2268518579,
189056.3993303943
],
[
245.970706,
167.215125,
78.755581,
608.754626,
419.698227,
189.056399
],
[
0.944515,
0.642098,
0.302418,
0.754827,
0.634861,
0.408424
],
[
34.560907,
34.560907,
34.560907,
34.560907,
34.560907,
34.560907
],
[
-28325,
-24010,
-34340,
-89576,
-63665,
-87875
],
[
1.860102,
2.185509,
1.543407,
1.961351,
2.348919,
1.586965
],
[
173,
87,
86,
173,
87,
86
],
[
79,
39,
40,
79,
39,
40
],
[
94,
48,
46,
94,
48,
46
],
[
45.66474,
44.827586,
46.511628,
45.66474,
44.827586,
46.511628
],
[
2.213286,
2.689858,
1.774918,
2.333759,
2.890977,
1.825009
],
[
49725,
34279,
49725,
185996,
148708,
185996
],
[
-14896,
-9152,
-14896,
-24613,
-15736,
-24613
],
[
141,
136,
146,
141,
136,
146
],
[
220,
210,
231,
220,
210,
231
],
[
74,
76,
72,
74,
76,
72
],
[
24448,
11875,
12573,
24448,
11875,
12573
],
[
5.110051,
11.849634,
5.110051,
5.110051,
11.849634,
5.110051
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
570151,
427273,
136333,
573770,
489574,
322919
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737678600000,
"first_datapoint_time": 1737870300000,
"last_datapoint_time": 1760177700000,
"evaluation_time": 1760178208381,
"expiration_time": 1766657700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 92,
"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) |
|---|