| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 627084.7199 | 375603.1546 | 251481.5653 | 4714307.361 | 4237351.6718 | 476955.6892 |
| Total P&L (%) | 627.0847 | 375.6032 | 251.4816 | 4714.3074 | 4237.3517 | 476.9557 |
| Avg Daily Profit (%) | 0.3736 | 0.2238 | 0.1498 | 0.2311 | 0.2248 | 0.1045 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138426 | -97988 | -70774 | -2255619 | -1710479 | -2235839 |
| Profit Factor | 1.4641 | 1.5558 | 1.3723 | 1.2587 | 1.4945 | 1.0494 |
| Total Trades | 738 | 369 | 369 | 738 | 369 | 369 |
| Winning Trades | 237 | 114 | 123 | 237 | 114 | 123 |
| Losing Trades | 501 | 255 | 246 | 501 | 255 | 246 |
| Profitability (%) | 32.1138 | 30.8943 | 33.3333 | 32.1138 | 30.8943 | 33.3333 |
| Ratio Avg Win / Avg Loss | 3.0949 | 3.48 | 2.7447 | 2.6607 | 3.343 | 2.0988 |
| Largest Winning Trade | 77360 | 77360 | 44073 | 2525000 | 2525000 | 1405805 |
| Largest Losing Trade | -18895 | -14855 | -18895 | -923418 | -535065 | -923418 |
| Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
| Avg Bars in Winners | 27 | 29 | 26 | 27 | 29 | 26 |
| Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
| Bars Traded | 9928 | 5185 | 4743 | 9928 | 5185 | 4743 |
| Profit Streak | 9.5584 | 22.3918 | 0 | 9.5584 | 22.3918 | 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 | 344213 | 210457 | 135620 | 255174 | 212318 | -223428 |
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10071,
"evaluation_days": 1678.5,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1614787200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758893049409,
"expiration_time": 1763065872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 76,
"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": [
[
627084.7199086865,
375603.1546178812,
251481.5652908046,
4714307.361010201,
4237351.671827652,
476955.6891825467
],
[
627.08472,
375.603155,
251.481565,
4714.307361,
4237.351672,
476.955689
],
[
0.373598,
0.223773,
0.149825,
0.231078,
0.224849,
0.104469
],
[
10,
10,
10,
10,
10,
10
],
[
-138426,
-97988,
-70774,
-2255619,
-1710479,
-2235839
],
[
1.464067,
1.555754,
1.372326,
1.258674,
1.494528,
1.049393
],
[
738,
369,
369,
738,
369,
369
],
[
237,
114,
123,
237,
114,
123
],
[
501,
255,
246,
501,
255,
246
],
[
32.113821,
30.894309,
33.333333,
32.113821,
30.894309,
33.333333
],
[
3.094927,
3.479975,
2.744651,
2.660741,
3.343024,
2.098785
],
[
77360,
77360,
44073,
2525000,
2525000,
1405805
],
[
-18895,
-14855,
-18895,
-923418,
-535065,
-923418
],
[
13,
14,
12,
13,
14,
12
],
[
27,
29,
26,
27,
29,
26
],
[
6,
7,
5,
6,
7,
5
],
[
9928,
5185,
4743,
9928,
5185,
4743
],
[
9.558442,
22.391775,
0,
9.558442,
22.391776,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344213,
210457,
135620,
255174,
212318,
-223428
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10071,
"evaluation_days": 1678.5,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1614787200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758893049409,
"expiration_time": 1763065872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 76,
"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) |
|---|