Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554121.6711 | 324961.8851 | 229159.7861 | 2849024.5538 | 2143335.1963 | 705689.3575 |
Total P&L (%) | 554.1217 | 324.9619 | 229.1598 | 2849.0246 | 2143.3352 | 705.6894 |
Avg Daily Profit (%) | 0.3301 | 0.1936 | 0.1365 | 0.2018 | 0.1855 | 0.1244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62580 | -75781 | -45853 | -1954609 | -574889 | -1659128 |
Profit Factor | 1.909 | 2.0692 | 1.7498 | 1.4473 | 1.7438 | 1.2023 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 113 | 60 | 53 | 113 | 60 | 53 |
Profitability (%) | 36.8715 | 32.5843 | 41.1111 | 36.8715 | 32.5843 | 41.1111 |
Ratio Avg Win / Avg Loss | 3.2685 | 4.281 | 2.5065 | 2.4779 | 3.6078 | 1.7222 |
Largest Winning Trade | 112972 | 112972 | 51139 | 976044 | 976044 | 625912 |
Largest Losing Trade | -27381 | -14558 | -27381 | -655694 | -332446 | -655694 |
Avg Bars in Trades | 55 | 49 | 60 | 55 | 49 | 60 |
Avg Bars in Winners | 104 | 100 | 108 | 104 | 100 | 108 |
Avg Bars in Losers | 25 | 25 | 26 | 25 | 25 | 26 |
Bars Traded | 9859 | 4420 | 5439 | 9859 | 4420 | 5439 |
Profit Streak | 32.3868 | 0 | 32.7201 | 32.3868 | 0 | 32.7201 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329300 | 158796 | -10682 | 234750 | 148694 | -29173 |
{ "trading_pair": "CAKE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10071, "evaluation_days": 1678.5, "actual_first_datapoint_time": 1613707200000, "first_datapoint_time": 1615305600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758806215249, "expiration_time": 1763065872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 17, "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": [ [ 554121.671134366, 324961.8850505596, 229159.7860838059, 2849024.5538189136, 2143335.196270935, 705689.3575479806 ], [ 554.121671, 324.961885, 229.159786, 2849.024554, 2143.335196, 705.689358 ], [ 0.330129, 0.193603, 0.136527, 0.201816, 0.185489, 0.124386 ], [ 10, 10, 10, 10, 10, 10 ], [ -62580, -75781, -45853, -1954609, -574889, -1659128 ], [ 1.909039, 2.069159, 1.749802, 1.447278, 1.743773, 1.20232 ], [ 179, 89, 90, 179, 89, 90 ], [ 66, 29, 37, 66, 29, 37 ], [ 113, 60, 53, 113, 60, 53 ], [ 36.871508, 32.58427, 41.111111, 36.871508, 32.58427, 41.111111 ], [ 3.268506, 4.281018, 2.506473, 2.477916, 3.607806, 1.722243 ], [ 112972, 112972, 51139, 976044, 976044, 625912 ], [ -27381, -14558, -27381, -655694, -332446, -655694 ], [ 55, 49, 60, 55, 49, 60 ], [ 104, 100, 108, 104, 100, 108 ], [ 25, 25, 26, 25, 25, 26 ], [ 9859, 4420, 5439, 9859, 4420, 5439 ], [ 32.38675, 0, 32.720084, 32.386751, 0, 32.720084 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329300, 158796, -10682, 234750, 148694, -29173 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10071, "evaluation_days": 1678.5, "actual_first_datapoint_time": 1613707200000, "first_datapoint_time": 1615305600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758806215249, "expiration_time": 1763065872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 17, "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) |
---|