| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 258052.4875 | 162588.442 | 95464.0455 | 551301.9142 | 421182.2443 | 130119.6699 |
| Total P&L (%) | 258.0525 | 162.5884 | 95.464 | 551.3019 | 421.1822 | 130.1197 |
| Avg Daily Profit (%) | 0.4955 | 0.3122 | 0.1833 | 0.3604 | 0.3175 | 0.1601 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -37297 | -44334 | -33656 | -318995 | -196886 | -271750 |
| Profit Factor | 1.575 | 1.6684 | 1.4645 | 1.3111 | 1.4265 | 1.1658 |
| Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
| Winning Trades | 118 | 55 | 63 | 118 | 55 | 63 |
| Losing Trades | 132 | 70 | 62 | 132 | 70 | 62 |
| Profitability (%) | 47.2 | 44 | 50.4 | 47.2 | 44 | 50.4 |
| Ratio Avg Win / Avg Loss | 1.7619 | 2.1235 | 1.4412 | 1.4666 | 1.8156 | 1.1473 |
| Largest Winning Trade | 63790 | 63790 | 26950 | 199880 | 199880 | 165299 |
| Largest Losing Trade | -20320 | -13422 | -20320 | -126338 | -126338 | -57066 |
| Avg Bars in Trades | 98 | 93 | 104 | 98 | 93 | 104 |
| Avg Bars in Winners | 119 | 117 | 121 | 119 | 117 | 121 |
| Avg Bars in Losers | 80 | 74 | 87 | 80 | 74 | 87 |
| Bars Traded | 24739 | 11668 | 13071 | 24739 | 11668 | 13071 |
| 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 | 456206 | 310165 | 281807 | 331588 | 268876 | -31576 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713963600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758930635772,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 132,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 74,
"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": [
[
258052.487508473,
162588.4420238068,
95464.0454846663,
551301.914221066,
421182.2443303534,
130119.6698907128
],
[
258.052488,
162.588442,
95.464045,
551.301914,
421.182244,
130.11967
],
[
0.495464,
0.312172,
0.183292,
0.36042,
0.317483,
0.160148
],
[
10,
10,
10,
10,
10,
10
],
[
-37297,
-44334,
-33656,
-318995,
-196886,
-271750
],
[
1.575024,
1.668437,
1.464475,
1.311087,
1.426511,
1.165827
],
[
250,
125,
125,
250,
125,
125
],
[
118,
55,
63,
118,
55,
63
],
[
132,
70,
62,
132,
70,
62
],
[
47.2,
44,
50.4,
47.2,
44,
50.4
],
[
1.761892,
2.123465,
1.44123,
1.46664,
1.81556,
1.147322
],
[
63790,
63790,
26950,
199880,
199880,
165299
],
[
-20320,
-13422,
-20320,
-126338,
-126338,
-57066
],
[
98,
93,
104,
98,
93,
104
],
[
119,
117,
121,
119,
117,
121
],
[
80,
74,
87,
80,
74,
87
],
[
24739,
11668,
13071,
24739,
11668,
13071
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
456206,
310165,
281807,
331588,
268876,
-31576
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713963600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758930635772,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 132,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 74,
"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) |
|---|