| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 277127.8104 | 179891.4088 | 97236.4016 | 695794.6198 | 692801.6099 | 2993.0099 |
| Total P&L (%) | 277.1278 | 179.8914 | 97.2364 | 695.7946 | 692.8016 | 2.993 |
| Avg Daily Profit (%) | 0.5321 | 0.3454 | 0.1867 | 0.399 | 0.3983 | 0.0057 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -81366 | -26238 | -63621 | -1001603 | -283501 | -821497 |
| Profit Factor | 1.8822 | 2.1819 | 1.6005 | 1.282 | 1.6311 | 1.0022 |
| Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
| Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Profitability (%) | 35.5263 | 35.5263 | 35.5263 | 35.5263 | 35.5263 | 35.5263 |
| Ratio Avg Win / Avg Loss | 3.4159 | 3.9597 | 2.9047 | 2.3267 | 2.9602 | 1.8188 |
| Largest Winning Trade | 60972 | 60972 | 28065 | 560115 | 560115 | 364789 |
| Largest Losing Trade | -8562 | -8070 | -8562 | -130078 | -99063 | -130078 |
| Avg Bars in Trades | 160 | 150 | 170 | 160 | 150 | 170 |
| Avg Bars in Winners | 325 | 300 | 350 | 325 | 300 | 350 |
| Avg Bars in Losers | 69 | 68 | 71 | 69 | 68 | 71 |
| Bars Traded | 24405 | 11453 | 12952 | 24405 | 11453 | 12952 |
| Profit Streak | 0 | 32.7959 | 0 | 0 | 32.7959 | 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 | 310732 | -41644 | -45118 | 195235 | -41838 | -623701 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714084200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758911761827,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 199,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 56,
"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": [
[
277127.8103939174,
179891.4087724463,
97236.401621471,
695794.6198005475,
692801.6099498733,
2993.0098506746
],
[
277.12781,
179.891409,
97.236402,
695.79462,
692.80161,
2.99301
],
[
0.532089,
0.345394,
0.186695,
0.399037,
0.398311,
0.005662
],
[
10,
10,
10,
10,
10,
10
],
[
-81366,
-26238,
-63621,
-1001603,
-283501,
-821497
],
[
1.882217,
2.181863,
1.600534,
1.282042,
1.631129,
1.002186
],
[
152,
76,
76,
152,
76,
76
],
[
54,
27,
27,
54,
27,
27
],
[
98,
49,
49,
98,
49,
49
],
[
35.526316,
35.526316,
35.526316,
35.526316,
35.526316,
35.526316
],
[
3.415875,
3.959677,
2.904672,
2.326669,
2.960197,
1.818782
],
[
60972,
60972,
28065,
560115,
560115,
364789
],
[
-8562,
-8070,
-8562,
-130078,
-99063,
-130078
],
[
160,
150,
170,
160,
150,
170
],
[
325,
300,
350,
325,
300,
350
],
[
69,
68,
71,
69,
68,
71
],
[
24405,
11453,
12952,
24405,
11453,
12952
],
[
0,
32.795854,
0,
0,
32.795854,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310732,
-41644,
-45118,
195235,
-41838,
-623701
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714084200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758911761827,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 199,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 56,
"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) |
|---|