| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 691764.0186 | 406701.5205 | 285062.4981 | 10558147.6945 | 7754343.9467 | 2803803.7477 |
| Total P&L (%) | 691.764 | 406.7015 | 285.0625 | 10558.1477 | 7754.3439 | 2803.8037 |
| Avg Daily Profit (%) | 0.4103 | 0.2412 | 0.1691 | 0.2773 | 0.2592 | 0.2 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98554 | -98104 | -46751 | -3957708 | -1609940 | -4047121 |
| Profit Factor | 1.7956 | 1.9109 | 1.6738 | 1.7281 | 2.1908 | 1.3509 |
| Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
| Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Losing Trades | 193 | 97 | 96 | 193 | 97 | 96 |
| Profitability (%) | 39.3082 | 38.9937 | 39.6226 | 39.3082 | 38.9937 | 39.6226 |
| Ratio Avg Win / Avg Loss | 2.7724 | 2.9897 | 2.5506 | 2.6681 | 3.4275 | 2.0585 |
| Largest Winning Trade | 85725 | 85725 | 51825 | 4151678 | 4151678 | 2934855 |
| Largest Losing Trade | -19178 | -17711 | -19178 | -1160763 | -1160763 | -1084645 |
| Avg Bars in Trades | 31 | 32 | 29 | 31 | 32 | 29 |
| Avg Bars in Winners | 50 | 51 | 49 | 50 | 51 | 49 |
| Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
| Bars Traded | 9913 | 5215 | 4698 | 9913 | 5215 | 4698 |
| Profit Streak | 14.8051 | 37.8051 | 0 | 14.8051 | 37.8051 | 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 | 408028 | 309168 | 253700 | 362415 | 349127 | 218284 |
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10116,
"evaluation_days": 1686,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1615132800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759375159364,
"expiration_time": 1763733312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"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": [
[
691764.0186186769,
406701.5205121603,
285062.498106517,
10558147.694457512,
7754343.946734902,
2803803.747722615
],
[
691.764019,
406.701521,
285.062498,
10558.147694,
7754.343947,
2803.803748
],
[
0.410299,
0.241223,
0.169076,
0.277306,
0.259152,
0.199998
],
[
10,
10,
10,
10,
10,
10
],
[
-98554,
-98104,
-46751,
-3957708,
-1609940,
-4047121
],
[
1.795584,
1.910942,
1.67384,
1.728051,
2.190804,
1.350911
],
[
318,
159,
159,
318,
159,
159
],
[
125,
62,
63,
125,
62,
63
],
[
193,
97,
96,
193,
97,
96
],
[
39.308176,
38.993711,
39.622642,
39.308176,
38.993711,
39.622642
],
[
2.772382,
2.989699,
2.550613,
2.668111,
3.427548,
2.058531
],
[
85725,
85725,
51825,
4151678,
4151678,
2934855
],
[
-19178,
-17711,
-19178,
-1160763,
-1160763,
-1084645
],
[
31,
32,
29,
31,
32,
29
],
[
50,
51,
49,
50,
51,
49
],
[
18,
20,
16,
18,
20,
16
],
[
9913,
5215,
4698,
9913,
5215,
4698
],
[
14.805085,
37.805085,
0,
14.805085,
37.805085,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
408028,
309168,
253700,
362415,
349127,
218284
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10116,
"evaluation_days": 1686,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1615132800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759375159364,
"expiration_time": 1763733312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"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) |
|---|