Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292921.9602 | 198271.4946 | 94650.4656 | 584663.2394 | 678619.9594 | -93956.72 |
Total P&L (%) | 292.922 | 198.2715 | 94.6505 | 584.6632 | 678.62 | -93.9567 |
Avg Daily Profit (%) | 0.5624 | 0.3807 | 0.1817 | 0.37 | 0.3948 | -0.5373 |
Buy And Hold Return (%) | 54.2129 | 54.2129 | 54.2129 | 54.2129 | 54.2129 | 54.2129 |
Max Trade Drawdown | -92369 | -35944 | -58246 | -1247199 | -419115 | -840302 |
Profit Factor | 1.8879 | 2.1938 | 1.5778 | 1.2425 | 1.6219 | 0.9288 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 46.281 | 41.6667 | 50.8197 | 46.281 | 41.6667 | 50.8197 |
Ratio Avg Win / Avg Loss | 2.1913 | 3.0714 | 1.5269 | 1.4422 | 2.2706 | 0.8988 |
Largest Winning Trade | 105257 | 105257 | 25832 | 517161 | 517161 | 294392 |
Largest Losing Trade | -23899 | -18645 | -23899 | -461714 | -274113 | -461714 |
Avg Bars in Trades | 202 | 192 | 213 | 202 | 192 | 213 |
Avg Bars in Winners | 300 | 309 | 294 | 300 | 309 | 294 |
Avg Bars in Losers | 117 | 108 | 129 | 117 | 108 | 129 |
Bars Traded | 24520 | 11524 | 12996 | 24520 | 11524 | 12996 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415582 | -162454 | -160368 | 271067 | -160494 | -742920 |
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714858200000, "first_datapoint_time": 1715270400000, "last_datapoint_time": 1759856400000, "evaluation_time": 1759857316804, "expiration_time": 1766336400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 121, "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": [ [ 292921.9601836257, 198271.4945934911, 94650.4655901347, 584663.2394243797, 678619.959410371, -93956.7199859917 ], [ 292.92196, 198.271495, 94.650466, 584.663239, 678.619959, -93.95672 ], [ 0.562414, 0.380684, 0.18173, 0.370047, 0.394832, -0.537349 ], [ 54.21286, 54.21286, 54.21286, 54.21286, 54.21286, 54.21286 ], [ -92369, -35944, -58246, -1247199, -419115, -840302 ], [ 1.8879, 2.193837, 1.577754, 1.24251, 1.62187, 0.9288 ], [ 121, 60, 61, 121, 60, 61 ], [ 56, 25, 31, 56, 25, 31 ], [ 65, 35, 30, 65, 35, 30 ], [ 46.280992, 41.666667, 50.819672, 46.280992, 41.666667, 50.819672 ], [ 2.191313, 3.071371, 1.526859, 1.442199, 2.270617, 0.898839 ], [ 105257, 105257, 25832, 517161, 517161, 294392 ], [ -23899, -18645, -23899, -461714, -274113, -461714 ], [ 202, 192, 213, 202, 192, 213 ], [ 300, 309, 294, 300, 309, 294 ], [ 117, 108, 129, 117, 108, 129 ], [ 24520, 11524, 12996, 24520, 11524, 12996 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 415582, -162454, -160368, 271067, -160494, -742920 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714858200000, "first_datapoint_time": 1715270400000, "last_datapoint_time": 1759856400000, "evaluation_time": 1759857316804, "expiration_time": 1766336400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 121, "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) |
---|