| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 624917.9758 | 370681.6396 | 254236.3362 | 4427995.4072 | 3616962.1615 | 811033.2457 |
| Total P&L (%) | 624.918 | 370.6816 | 254.2363 | 4427.9954 | 3616.9622 | 811.0332 |
| Avg Daily Profit (%) | 0.3704 | 0.2197 | 0.1507 | 0.2262 | 0.2145 | 0.131 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -144812 | -124975 | -78889 | -2062119 | -874274 | -2177438 |
| Profit Factor | 1.4407 | 1.5063 | 1.3706 | 1.3641 | 1.6217 | 1.1279 |
| Total Trades | 874 | 437 | 437 | 874 | 437 | 437 |
| Winning Trades | 285 | 140 | 145 | 285 | 140 | 145 |
| Losing Trades | 589 | 297 | 292 | 589 | 297 | 292 |
| Profitability (%) | 32.6087 | 32.0366 | 33.1808 | 32.6087 | 32.0366 | 33.1808 |
| Ratio Avg Win / Avg Loss | 2.9774 | 3.1955 | 2.7602 | 2.8192 | 3.4404 | 2.2713 |
| Largest Winning Trade | 82223 | 82223 | 50388 | 1765894 | 1765894 | 1244980 |
| Largest Losing Trade | -18895 | -13060 | -18895 | -672323 | -440359 | -672323 |
| Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
| Avg Bars in Winners | 23 | 24 | 22 | 23 | 24 | 22 |
| Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
| Bars Traded | 10050 | 5254 | 4796 | 10050 | 5254 | 4796 |
| Profit Streak | 4.0487 | 0 | 9.3821 | 4.0487 | 0 | 9.3821 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 340313 | 189559 | 210178 | 279126 | 225086 | -99428 |
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10124,
"evaluation_days": 1687.33,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1614470400000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759482609277,
"expiration_time": 1763851968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 54,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"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": [
[
624917.9757925635,
370681.6396283475,
254236.3361642158,
4427995.407184948,
3616962.161472767,
811033.2457121828
],
[
624.917976,
370.68164,
254.236336,
4427.995407,
3616.962161,
811.033246
],
[
0.370359,
0.219685,
0.150674,
0.226226,
0.214503,
0.131027
],
[
10,
10,
10,
10,
10,
10
],
[
-144812,
-124975,
-78889,
-2062119,
-874274,
-2177438
],
[
1.440675,
1.506306,
1.370627,
1.364143,
1.621724,
1.127875
],
[
874,
437,
437,
874,
437,
437
],
[
285,
140,
145,
285,
140,
145
],
[
589,
297,
292,
589,
297,
292
],
[
32.608696,
32.036613,
33.180778,
32.608696,
32.036613,
33.180778
],
[
2.977395,
3.19552,
2.76016,
2.81923,
3.440373,
2.271306
],
[
82223,
82223,
50388,
1765894,
1765894,
1244980
],
[
-18895,
-13060,
-18895,
-672323,
-440359,
-672323
],
[
11,
12,
10,
11,
12,
10
],
[
23,
24,
22,
23,
24,
22
],
[
5,
6,
5,
5,
6,
5
],
[
10050,
5254,
4796,
10050,
5254,
4796
],
[
4.048718,
0,
9.382052,
4.048718,
0,
9.382052
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
340313,
189559,
210178,
279126,
225086,
-99428
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10124,
"evaluation_days": 1687.33,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1614470400000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759482609277,
"expiration_time": 1763851968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 54,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"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) |
|---|