Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134070.8391 | 93891.3178 | 40179.5213 | 167389.5553 | 117341.0684 | 50048.4868 |
Total P&L (%) | 134.0708 | 93.8913 | 40.1795 | 167.3896 | 117.3411 | 50.0485 |
Avg Daily Profit (%) | 0.5148 | 0.3605 | 0.1543 | 0.3784 | 0.2985 | 0.1559 |
Buy And Hold Return (%) | 22.7114 | 22.7114 | 22.7114 | 22.7114 | 22.7114 | 22.7114 |
Max Trade Drawdown | -36268 | -33997 | -26218 | -37995 | -42772 | -35729 |
Profit Factor | 1.42 | 1.6163 | 1.2408 | 1.3629 | 1.5453 | 1.2034 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 40.2913 | 39.8058 | 40.7767 | 40.2913 | 39.8058 | 40.7767 |
Ratio Avg Win / Avg Loss | 2.1043 | 2.4441 | 1.8021 | 2.0198 | 2.3367 | 1.7478 |
Largest Winning Trade | 52635 | 52635 | 22497 | 48292 | 48292 | 22264 |
Largest Losing Trade | -12525 | -9377 | -12525 | -17339 | -11367 | -17339 |
Avg Bars in Trades | 119 | 117 | 121 | 119 | 117 | 121 |
Avg Bars in Winners | 210 | 207 | 213 | 210 | 207 | 213 |
Avg Bars in Losers | 57 | 58 | 57 | 57 | 58 | 57 |
Bars Traded | 24601 | 12128 | 12473 | 24601 | 12128 | 12473 |
Profit Streak | 6.6342 | 17.155 | 6.6342 | 6.6342 | 17.155 | 6.6342 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308845 | 210277 | -4938 | 280634 | 209733 | -2255 |
{ "trading_pair": "CAKE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736373600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758915794225, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 52, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 134070.83908417, 93891.3178023098, 40179.5212818601, 167389.5552831287, 117341.0684383167, 50048.4868448121 ], [ 134.070839, 93.891318, 40.179521, 167.389555, 117.341068, 50.048487 ], [ 0.514825, 0.360538, 0.154287, 0.378387, 0.298539, 0.155942 ], [ 22.711421, 22.711421, 22.711421, 22.711421, 22.711421, 22.711421 ], [ -36268, -33997, -26218, -37995, -42772, -35729 ], [ 1.419978, 1.616278, 1.240767, 1.362923, 1.545253, 1.203431 ], [ 206, 103, 103, 206, 103, 103 ], [ 83, 41, 42, 83, 41, 42 ], [ 123, 62, 61, 123, 62, 61 ], [ 40.291262, 39.805825, 40.776699, 40.291262, 39.805825, 40.776699 ], [ 2.104304, 2.444128, 1.802067, 2.019753, 2.336724, 1.74784 ], [ 52635, 52635, 22497, 48292, 48292, 22264 ], [ -12525, -9377, -12525, -17339, -11367, -17339 ], [ 119, 117, 121, 119, 117, 121 ], [ 210, 207, 213, 210, 207, 213 ], [ 57, 58, 57, 57, 58, 57 ], [ 24601, 12128, 12473, 24601, 12128, 12473 ], [ 6.634192, 17.155026, 6.634192, 6.634192, 17.155026, 6.634192 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308845, 210277, -4938, 280634, 209733, -2255 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736373600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758915794225, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 52, "offset": 0, "scalar": 5 } } }
# | 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) |
---|