Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303663.866 | 189357.5764 | 114306.2896 | 902910.1015 | 867159.5293 | 35750.5722 |
Total P&L (%) | 303.6639 | 189.3576 | 114.3063 | 902.9101 | 867.1595 | 35.7506 |
Avg Daily Profit (%) | 0.583 | 0.3636 | 0.2195 | 0.4436 | 0.4366 | 0.0587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62571 | -25069 | -54565 | -829304 | -243496 | -747258 |
Profit Factor | 1.8706 | 2.1788 | 1.6074 | 1.3281 | 1.7579 | 1.0222 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 37.1257 | 34.9398 | 39.2857 | 37.1257 | 34.9398 | 39.2857 |
Ratio Avg Win / Avg Loss | 3.1679 | 4.0571 | 2.4842 | 2.2492 | 3.2734 | 1.5798 |
Largest Winning Trade | 61875 | 61875 | 32075 | 500718 | 500718 | 397054 |
Largest Losing Trade | -9035 | -8322 | -9035 | -122408 | -89642 | -122408 |
Avg Bars in Trades | 148 | 139 | 158 | 148 | 139 | 158 |
Avg Bars in Winners | 290 | 275 | 303 | 290 | 275 | 303 |
Avg Bars in Losers | 65 | 66 | 63 | 65 | 66 | 63 |
Bars Traded | 24838 | 11553 | 13285 | 24838 | 11553 | 13285 |
Profit Streak | 0 | 32.3675 | 0 | 0 | 32.3675 | 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 | 350809 | 266537 | 207551 | 244305 | 274778 | -317157 |
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713902400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758871155990, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 98, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 59, "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": [ [ 303663.8659960427, 189357.5763617124, 114306.2896343302, 902910.1014610594, 867159.5292618126, 35750.5721992467 ], [ 303.663866, 189.357576, 114.30629, 902.910101, 867.159529, 35.750572 ], [ 0.583038, 0.363569, 0.219469, 0.443638, 0.436638, 0.058702 ], [ 10, 10, 10, 10, 10, 10 ], [ -62571, -25069, -54565, -829304, -243496, -747258 ], [ 1.870581, 2.178839, 1.607445, 1.328118, 1.757945, 1.022237 ], [ 167, 83, 84, 167, 83, 84 ], [ 62, 29, 33, 62, 29, 33 ], [ 105, 54, 51, 105, 54, 51 ], [ 37.125749, 34.939759, 39.285714, 37.125749, 34.939759, 39.285714 ], [ 3.167919, 4.057148, 2.484233, 2.249231, 3.273414, 1.579821 ], [ 61875, 61875, 32075, 500718, 500718, 397054 ], [ -9035, -8322, -9035, -122408, -89642, -122408 ], [ 148, 139, 158, 148, 139, 158 ], [ 290, 275, 303, 290, 275, 303 ], [ 65, 66, 63, 65, 66, 63 ], [ 24838, 11553, 13285, 24838, 11553, 13285 ], [ 0, 32.367546, 0, 0, 32.367546, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350809, 266537, 207551, 244305, 274778, -317157 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713902400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758871155990, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 98, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 59, "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) |
---|