Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548052.7299 | 316978.1286 | 231074.6013 | 3227965.9073 | 2297016.6093 | 930949.2979 |
Total P&L (%) | 548.0527 | 316.9781 | 231.0746 | 3227.9659 | 2297.0166 | 930.9493 |
Avg Daily Profit (%) | 0.3253 | 0.1881 | 0.1371 | 0.2082 | 0.1887 | 0.1386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56296 | -67963 | -54293 | -2049233 | -729153 | -1510984 |
Profit Factor | 1.8929 | 2.0719 | 1.7265 | 1.5795 | 1.9163 | 1.3039 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Profitability (%) | 36.5 | 35 | 38 | 36.5 | 35 | 38 |
Ratio Avg Win / Avg Loss | 3.2932 | 3.8479 | 2.8169 | 2.748 | 3.5588 | 2.1275 |
Largest Winning Trade | 112972 | 112972 | 52362 | 796589 | 796589 | 620336 |
Largest Losing Trade | -24903 | -14558 | -24903 | -740535 | -275685 | -740535 |
Avg Bars in Trades | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Winners | 98 | 91 | 105 | 98 | 91 | 105 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 10013 | 4571 | 5442 | 10013 | 4571 | 5442 |
Profit Streak | 44.2659 | 44.2659 | 45.0993 | 44.2659 | 44.2659 | 45.0993 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341510 | 212110 | -11084 | 280649 | 216479 | -10826 |
{ "trading_pair": "CAKE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10110, "evaluation_days": 1685, "actual_first_datapoint_time": 1613707200000, "first_datapoint_time": 1614672000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759285375630, "expiration_time": 1763644320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 68, "offset": 0 } }, "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": [ [ 548052.7299156354, 316978.1285866612, 231074.6013289736, 3227965.907251751, 2297016.6093090503, 930949.2979427021 ], [ 548.05273, 316.978129, 231.074601, 3227.965907, 2297.016609, 930.949298 ], [ 0.325254, 0.188118, 0.137136, 0.208225, 0.188713, 0.138557 ], [ 10, 10, 10, 10, 10, 10 ], [ -56296, -67963, -54293, -2049233, -729153, -1510984 ], [ 1.892927, 2.071935, 1.726503, 1.579541, 1.916279, 1.303937 ], [ 200, 100, 100, 200, 100, 100 ], [ 73, 35, 38, 73, 35, 38 ], [ 127, 65, 62, 127, 65, 62 ], [ 36.5, 35, 38, 36.5, 35, 38 ], [ 3.293175, 3.847879, 2.816926, 2.747968, 3.558803, 2.127476 ], [ 112972, 112972, 52362, 796589, 796589, 620336 ], [ -24903, -14558, -24903, -740535, -275685, -740535 ], [ 50, 45, 54, 50, 45, 54 ], [ 98, 91, 105, 98, 91, 105 ], [ 22, 21, 23, 22, 21, 23 ], [ 10013, 4571, 5442, 10013, 4571, 5442 ], [ 44.265922, 44.265922, 45.099255, 44.265922, 44.265922, 45.099255 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341510, 212110, -11084, 280649, 216479, -10826 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10110, "evaluation_days": 1685, "actual_first_datapoint_time": 1613707200000, "first_datapoint_time": 1614672000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759285375630, "expiration_time": 1763644320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 68, "offset": 0 } }, "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) |
---|