| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 359146.0592 | 207174.3237 | 151971.7355 | 462545.7162 | 366835.5942 | 95710.122 |
| Total P&L (%) | 359.1461 | 207.1743 | 151.9717 | 462.5457 | 366.8356 | 95.7101 |
| Avg Daily Profit (%) | 0.214 | 0.1234 | 0.0905 | 0.103 | 0.0918 | 0.04 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110925 | -67023 | -66648 | -1409274 | -872483 | -737623 |
| Profit Factor | 1.6128 | 1.7568 | 1.4866 | 1.0909 | 1.1593 | 1.0344 |
| Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
| Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
| Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Profitability (%) | 41.2903 | 42.3077 | 40.2597 | 41.2903 | 42.3077 | 40.2597 |
| Ratio Avg Win / Avg Loss | 2.2932 | 2.3957 | 2.2059 | 1.5511 | 1.5809 | 1.5349 |
| Largest Winning Trade | 106086 | 106086 | 55987 | 698234 | 698234 | 484384 |
| Largest Losing Trade | -38056 | -22651 | -38056 | -471655 | -280858 | -471655 |
| Avg Bars in Trades | 63 | 53 | 73 | 63 | 53 | 73 |
| Avg Bars in Winners | 97 | 72 | 124 | 97 | 72 | 124 |
| Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
| Bars Traded | 9857 | 4166 | 5691 | 9857 | 4166 | 5691 |
| Profit Streak | 8.5131 | 28.1798 | 0 | 8.5131 | 28.1798 | 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 | 320029 | -61344 | -115497 | -176843 | -150980 | -366816 |
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10071,
"evaluation_days": 1678.5,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1616083200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758889134926,
"expiration_time": 1763065872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 235,
"offset": 0,
"multiplier": 2.7765
}
}
}
{
"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": [
[
359146.059219513,
207174.3237399603,
151971.7354795525,
462545.7161602937,
366835.5941528151,
95710.1220074781
],
[
359.146059,
207.174324,
151.971735,
462.545716,
366.835594,
95.710122
],
[
0.213968,
0.123428,
0.09054,
0.10296,
0.091839,
0.040012
],
[
10,
10,
10,
10,
10,
10
],
[
-110925,
-67023,
-66648,
-1409274,
-872483,
-737623
],
[
1.612808,
1.756827,
1.486581,
1.090912,
1.1593,
1.034366
],
[
155,
78,
77,
155,
78,
77
],
[
64,
33,
31,
64,
33,
31
],
[
91,
45,
46,
91,
45,
46
],
[
41.290323,
42.307692,
40.25974,
41.290323,
42.307692,
40.25974
],
[
2.293211,
2.395674,
2.205894,
1.551141,
1.580863,
1.534866
],
[
106086,
106086,
55987,
698234,
698234,
484384
],
[
-38056,
-22651,
-38056,
-471655,
-280858,
-471655
],
[
63,
53,
73,
63,
53,
73
],
[
97,
72,
124,
97,
72,
124
],
[
39,
39,
39,
39,
39,
39
],
[
9857,
4166,
5691,
9857,
4166,
5691
],
[
8.513136,
28.179802,
0,
8.513136,
28.179802,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
320029,
-61344,
-115497,
-176843,
-150980,
-366816
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10071,
"evaluation_days": 1678.5,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1616083200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758889134926,
"expiration_time": 1763065872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 235,
"offset": 0,
"multiplier": 2.7765
}
}
}
| # | 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) |
|---|