| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 148462.5405 | 101911.221 | 46551.3195 | 203466.7155 | 187246.2543 | 16220.4612 |
| Total P&L (%) | 148.4625 | 101.9112 | 46.5513 | 203.4667 | 187.2463 | 16.2205 |
| Avg Daily Profit (%) | 0.5701 | 0.3913 | 0.1788 | 0.4272 | 0.406 | 0.0577 |
| Buy And Hold Return (%) | 18.9269 | 18.9269 | 18.9269 | 18.9269 | 18.9269 | 18.9269 |
| Max Trade Drawdown | -44125 | -27499 | -31769 | -140465 | -48949 | -98497 |
| Profit Factor | 1.605 | 1.8703 | 1.3629 | 1.3203 | 1.6378 | 1.0475 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
| Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
| Profitability (%) | 36.5672 | 34.3284 | 38.806 | 36.5672 | 34.3284 | 38.806 |
| Ratio Avg Win / Avg Loss | 2.7842 | 3.578 | 2.1492 | 2.2903 | 3.1331 | 1.6518 |
| Largest Winning Trade | 52983 | 52983 | 24112 | 96924 | 96924 | 47549 |
| Largest Losing Trade | -9236 | -7919 | -9236 | -20160 | -17145 | -20160 |
| Avg Bars in Trades | 183 | 172 | 194 | 183 | 172 | 194 |
| Avg Bars in Winners | 362 | 352 | 371 | 362 | 352 | 371 |
| Avg Bars in Losers | 80 | 78 | 81 | 80 | 78 | 81 |
| Bars Traded | 24560 | 11553 | 13007 | 24560 | 11553 | 13007 |
| Profit Streak | 16.2301 | 30.0635 | 16.2301 | 16.2301 | 30.0635 | 16.2301 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 327419 | -111253 | -116444 | 221567 | -110499 | -570425 |
{
"trading_pair": "CAKE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736348400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758883584046,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 97,
"offset": 38
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
148462.5404769578,
101911.2209625822,
46551.3195143756,
203466.7155465822,
187246.2543200783,
16220.4612265039
],
[
148.46254,
101.911221,
46.55132,
203.466716,
187.246254,
16.220461
],
[
0.570089,
0.391334,
0.178755,
0.427183,
0.406002,
0.057738
],
[
18.926912,
18.926912,
18.926912,
18.926912,
18.926912,
18.926912
],
[
-44125,
-27499,
-31769,
-140465,
-48949,
-98497
],
[
1.605027,
1.870308,
1.362877,
1.320307,
1.637769,
1.04748
],
[
134,
67,
67,
134,
67,
67
],
[
49,
23,
26,
49,
23,
26
],
[
85,
44,
41,
85,
44,
41
],
[
36.567164,
34.328358,
38.80597,
36.567164,
34.328358,
38.80597
],
[
2.78423,
3.577981,
2.149153,
2.290329,
3.133123,
1.651795
],
[
52983,
52983,
24112,
96924,
96924,
47549
],
[
-9236,
-7919,
-9236,
-20160,
-17145,
-20160
],
[
183,
172,
194,
183,
172,
194
],
[
362,
352,
371,
362,
352,
371
],
[
80,
78,
81,
80,
78,
81
],
[
24560,
11553,
13007,
24560,
11553,
13007
],
[
16.230139,
30.063473,
16.230139,
16.230139,
30.063473,
16.230139
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327419,
-111253,
-116444,
221567,
-110499,
-570425
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736348400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758883584046,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 97,
"offset": 38
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|