Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150898.4778 | 108374.0078 | 42524.4699 | 178452.3314 | 165661.9681 | 12790.3632 |
Total P&L (%) | 150.8985 | 108.374 | 42.5245 | 178.4523 | 165.662 | 12.7904 |
Avg Daily Profit (%) | 0.5794 | 0.4162 | 0.1633 | 0.394 | 0.3759 | 0.0462 |
Buy And Hold Return (%) | 20.6601 | 20.6601 | 20.6601 | 20.6601 | 20.6601 | 20.6601 |
Max Trade Drawdown | -36403 | -19200 | -28155 | -110624 | -49959 | -82437 |
Profit Factor | 1.6892 | 2.1515 | 1.3406 | 1.3631 | 1.7962 | 1.0451 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 46.729 | 48.1481 | 45.283 | 46.729 | 48.1481 | 45.283 |
Ratio Avg Win / Avg Loss | 1.9257 | 2.317 | 1.6199 | 1.5539 | 1.9344 | 1.2629 |
Largest Winning Trade | 57592 | 57592 | 34925 | 91892 | 91892 | 64102 |
Largest Losing Trade | -21685 | -11025 | -21685 | -34051 | -33440 | -34051 |
Avg Bars in Trades | 227 | 201 | 253 | 227 | 201 | 253 |
Avg Bars in Winners | 348 | 305 | 395 | 348 | 305 | 395 |
Avg Bars in Losers | 121 | 105 | 135 | 121 | 105 | 135 |
Bars Traded | 24331 | 10903 | 13428 | 24331 | 10903 | 13428 |
Profit Streak | 8.959 | 27.9694 | 0 | 8.959 | 27.9694 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444598 | -168314 | -181034 | 329234 | -168174 | -651109 |
{ "trading_pair": "CAKE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736588700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758891656301, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 174, "offset": 228 } }, "second_band": { "type": "pwma", "factors": { "length": 105, "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": [ [ 150898.4777607142, 108374.0078233304, 42524.4699373838, 178452.3313591651, 165661.968136767, 12790.3632223981 ], [ 150.898478, 108.374008, 42.52447, 178.452331, 165.661968, 12.790363 ], [ 0.579443, 0.416151, 0.163292, 0.394015, 0.375889, 0.046229 ], [ 20.660094, 20.660094, 20.660094, 20.660094, 20.660094, 20.660094 ], [ -36403, -19200, -28155, -110624, -49959, -82437 ], [ 1.689168, 2.151496, 1.340628, 1.363113, 1.796187, 1.045135 ], [ 107, 54, 53, 107, 54, 53 ], [ 50, 26, 24, 50, 26, 24 ], [ 57, 28, 29, 57, 28, 29 ], [ 46.728972, 48.148148, 45.283019, 46.728972, 48.148148, 45.283019 ], [ 1.925652, 2.316996, 1.619925, 1.553948, 1.934355, 1.262871 ], [ 57592, 57592, 34925, 91892, 91892, 64102 ], [ -21685, -11025, -21685, -34051, -33440, -34051 ], [ 227, 201, 253, 227, 201, 253 ], [ 348, 305, 395, 348, 305, 395 ], [ 121, 105, 135, 121, 105, 135 ], [ 24331, 10903, 13428, 24331, 10903, 13428 ], [ 8.958985, 27.969402, 0, 8.958985, 27.969402, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 444598, -168314, -181034, 329234, -168174, -651109 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736588700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758891656301, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 174, "offset": 228 } }, "second_band": { "type": "pwma", "factors": { "length": 105, "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) |
---|