Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563170.363 | 328965.2263 | 234205.1367 | 2670006.2784 | 2369107.1237 | 300899.1547 |
Total P&L (%) | 563.1704 | 328.9652 | 234.2051 | 2670.0063 | 2369.1071 | 300.8992 |
Avg Daily Profit (%) | 0.3355 | 0.196 | 0.1395 | 0.1981 | 0.1912 | 0.0828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91688 | -93569 | -68772 | -931191 | -662665 | -995059 |
Profit Factor | 1.4025 | 1.4867 | 1.3239 | 1.2889 | 1.5837 | 1.0581 |
Total Trades | 730 | 365 | 365 | 730 | 365 | 365 |
Winning Trades | 227 | 109 | 118 | 227 | 109 | 118 |
Losing Trades | 503 | 256 | 247 | 503 | 256 | 247 |
Profitability (%) | 31.0959 | 29.863 | 32.3288 | 31.0959 | 29.863 | 32.3288 |
Ratio Avg Win / Avg Loss | 3.1078 | 3.4917 | 2.7712 | 2.8561 | 3.7195 | 2.2148 |
Largest Winning Trade | 72545 | 72545 | 43162 | 1076231 | 1076231 | 692764 |
Largest Losing Trade | -14544 | -9652 | -14544 | -415619 | -211830 | -415619 |
Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Winners | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 10037 | 4765 | 5272 | 10037 | 4765 | 5272 |
Profit Streak | 8.873 | 31.873 | 0 | 8.873 | 31.873 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303334 | 150106 | -10664 | 236053 | 184973 | -243241 |
{ "trading_pair": "CAKE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10071, "evaluation_days": 1678.5, "actual_first_datapoint_time": 1613707200000, "first_datapoint_time": 1613707200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758833831050, "expiration_time": 1763065872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 44, "offset": 0, "poles": 3 } }, "second_band": { "type": "hlc3", "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": [ [ 563170.3629978879, 328965.2262761631, 234205.1367217246, 2670006.2783609447, 2369107.1236875276, 300899.1546734165 ], [ 563.170363, 328.965226, 234.205137, 2670.006278, 2369.107124, 300.899155 ], [ 0.33552, 0.195988, 0.139532, 0.198077, 0.191213, 0.082759 ], [ 10, 10, 10, 10, 10, 10 ], [ -91688, -93569, -68772, -931191, -662665, -995059 ], [ 1.402542, 1.486698, 1.323881, 1.288944, 1.583683, 1.05807 ], [ 730, 365, 365, 730, 365, 365 ], [ 227, 109, 118, 227, 109, 118 ], [ 503, 256, 247, 503, 256, 247 ], [ 31.09589, 29.863014, 32.328767, 31.09589, 29.863014, 32.328767 ], [ 3.107836, 3.491694, 2.771175, 2.856119, 3.719477, 2.214774 ], [ 72545, 72545, 43162, 1076231, 1076231, 692764 ], [ -14544, -9652, -14544, -415619, -211830, -415619 ], [ 13, 13, 14, 13, 13, 14 ], [ 30, 29, 31, 30, 29, 31 ], [ 6, 6, 6, 6, 6, 6 ], [ 10037, 4765, 5272, 10037, 4765, 5272 ], [ 8.873044, 31.873044, 0, 8.873045, 31.873045, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303334, 150106, -10664, 236053, 184973, -243241 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10071, "evaluation_days": 1678.5, "actual_first_datapoint_time": 1613707200000, "first_datapoint_time": 1613707200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758833831050, "expiration_time": 1763065872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 44, "offset": 0, "poles": 3 } }, "second_band": { "type": "hlc3", "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) |
---|