| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 293738.3866 | 183442.6807 | 110295.7059 | 918787.9722 | 800201.3607 | 118586.6115 |
| Total P&L (%) | 293.7384 | 183.4427 | 110.2957 | 918.788 | 800.2014 | 118.5866 |
| Avg Daily Profit (%) | 0.564 | 0.3522 | 0.2118 | 0.4467 | 0.4228 | 0.1503 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -55763 | -18620 | -53170 | -804207 | -216067 | -765693 |
| Profit Factor | 2.105 | 2.4225 | 1.8058 | 1.3908 | 1.8047 | 1.0874 |
| Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
| Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Profitability (%) | 40.411 | 39.726 | 41.0959 | 40.411 | 39.726 | 41.0959 |
| Ratio Avg Win / Avg Loss | 3.1039 | 3.6755 | 2.5884 | 2.0508 | 2.7381 | 1.5586 |
| Largest Winning Trade | 55474 | 55474 | 29866 | 474684 | 474684 | 397329 |
| Largest Losing Trade | -14058 | -8824 | -14058 | -226309 | -117870 | -226309 |
| Avg Bars in Trades | 167 | 155 | 179 | 167 | 155 | 179 |
| Avg Bars in Winners | 302 | 277 | 326 | 302 | 277 | 326 |
| Avg Bars in Losers | 75 | 75 | 76 | 75 | 75 | 76 |
| Bars Traded | 24417 | 11342 | 13075 | 24417 | 11342 | 13075 |
| Profit Streak | 0 | 16.66 | 0 | 0 | 16.66 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 389637 | -61916 | -64842 | 287430 | -62088 | -192062 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714143600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758894620156,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 81,
"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": [
[
293738.3866030358,
183442.6807345165,
110295.7058685193,
918787.9722132378,
800201.3607497243,
118586.6114635132
],
[
293.738387,
183.442681,
110.295706,
918.787972,
800.201361,
118.586611
],
[
0.563981,
0.352212,
0.211769,
0.446668,
0.422804,
0.15026
],
[
10,
10,
10,
10,
10,
10
],
[
-55763,
-18620,
-53170,
-804207,
-216067,
-765693
],
[
2.104975,
2.422476,
1.805829,
1.390782,
1.804678,
1.087407
],
[
146,
73,
73,
146,
73,
73
],
[
59,
29,
30,
59,
29,
30
],
[
87,
44,
43,
87,
44,
43
],
[
40.410959,
39.726027,
41.09589,
40.410959,
39.726027,
41.09589
],
[
3.103946,
3.67548,
2.588354,
2.050814,
2.738132,
1.558617
],
[
55474,
55474,
29866,
474684,
474684,
397329
],
[
-14058,
-8824,
-14058,
-226309,
-117870,
-226309
],
[
167,
155,
179,
167,
155,
179
],
[
302,
277,
326,
302,
277,
326
],
[
75,
75,
76,
75,
75,
76
],
[
24417,
11342,
13075,
24417,
11342,
13075
],
[
0,
16.659955,
0,
0,
16.659955,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
389637,
-61916,
-64842,
287430,
-62088,
-192062
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714143600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758894620156,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 81,
"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) |
|---|