Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226531.9308 | 146962.338 | 79569.5928 | 405065.7123 | 456108.0532 | -51042.3409 |
Total P&L (%) | 226.5319 | 146.9623 | 79.5696 | 405.0657 | 456.1081 | -51.0423 |
Avg Daily Profit (%) | 0.4349 | 0.2822 | 0.1528 | 0.3114 | 0.33 | -0.137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86205 | -34430 | -61648 | -739403 | -292557 | -565270 |
Profit Factor | 1.6137 | 1.8692 | 1.3978 | 1.2005 | 1.5055 | 0.9543 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 40.5714 | 36.7816 | 44.3182 | 40.5714 | 36.7816 | 44.3182 |
Ratio Avg Win / Avg Loss | 2.3637 | 3.2126 | 1.7562 | 1.7585 | 2.5876 | 1.199 |
Largest Winning Trade | 52605 | 52605 | 30358 | 308246 | 308246 | 245176 |
Largest Losing Trade | -10334 | -8601 | -10334 | -110764 | -80177 | -110764 |
Avg Bars in Trades | 141 | 134 | 149 | 141 | 134 | 149 |
Avg Bars in Winners | 234 | 225 | 241 | 234 | 225 | 241 |
Avg Bars in Losers | 78 | 80 | 76 | 78 | 80 | 76 |
Bars Traded | 24832 | 11666 | 13166 | 24832 | 11666 | 13166 |
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 | 337140 | 210252 | 212853 | 210298 | 185476 | -582208 |
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713947400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758829068236, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 123, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 2 } } }
{ "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": [ [ 226531.9308432307, 146962.3380284156, 79569.5928148151, 405065.7123034206, 456108.0531614476, -51042.3408580258 ], [ 226.531931, 146.962338, 79.569593, 405.065712, 456.108053, -51.042341 ], [ 0.434944, 0.282169, 0.152775, 0.311433, 0.329977, -0.137036 ], [ 10, 10, 10, 10, 10, 10 ], [ -86205, -34430, -61648, -739403, -292557, -565270 ], [ 1.613703, 1.869176, 1.397767, 1.200515, 1.505517, 0.95434 ], [ 175, 87, 88, 175, 87, 88 ], [ 71, 32, 39, 71, 32, 39 ], [ 104, 55, 49, 104, 55, 49 ], [ 40.571429, 36.781609, 44.318182, 40.571429, 36.781609, 44.318182 ], [ 2.363734, 3.212647, 1.756169, 1.7585, 2.587607, 1.199042 ], [ 52605, 52605, 30358, 308246, 308246, 245176 ], [ -10334, -8601, -10334, -110764, -80177, -110764 ], [ 141, 134, 149, 141, 134, 149 ], [ 234, 225, 241, 234, 225, 241 ], [ 78, 80, 76, 78, 80, 76 ], [ 24832, 11666, 13166, 24832, 11666, 13166 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337140, 210252, 212853, 210298, 185476, -582208 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713947400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758829068236, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 123, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 2 } } }
# | 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) |
---|