| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 174886.9189 | 137047.3241 | 37839.5948 | 224827.0996 | 296494.0812 | -71666.9816 |
| Total P&L (%) | 174.8869 | 137.0473 | 37.8396 | 224.8271 | 296.4941 | -71.667 |
| Avg Daily Profit (%) | 0.3358 | 0.2631 | 0.0727 | 0.2265 | 0.2648 | -0.2418 |
| Buy And Hold Return (%) | 49.0277 | 49.0277 | 49.0277 | 49.0277 | 49.0277 | 49.0277 |
| Max Trade Drawdown | -75164 | -29177 | -64474 | -381481 | -132532 | -324599 |
| Profit Factor | 1.4357 | 2.0972 | 1.1369 | 1.1791 | 1.7564 | 0.917 |
| Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
| Winning Trades | 69 | 39 | 30 | 69 | 39 | 30 |
| Losing Trades | 101 | 46 | 55 | 101 | 46 | 55 |
| Profitability (%) | 40.5882 | 45.8824 | 35.2941 | 40.5882 | 45.8824 | 35.2941 |
| Ratio Avg Win / Avg Loss | 2.1016 | 2.4737 | 2.0843 | 1.7259 | 2.0716 | 1.6812 |
| Largest Winning Trade | 38130 | 38130 | 28765 | 120566 | 120566 | 98753 |
| Largest Losing Trade | -16367 | -11186 | -16367 | -58381 | -37149 | -58381 |
| Avg Bars in Trades | 143 | 76 | 210 | 143 | 76 | 210 |
| Avg Bars in Winners | 243 | 107 | 421 | 243 | 107 | 421 |
| Avg Bars in Losers | 75 | 50 | 95 | 75 | 50 | 95 |
| Bars Traded | 24402 | 6522 | 17880 | 24402 | 6522 | 17880 |
| Profit Streak | 0 | 7.7917 | 0 | 0 | 7.7917 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 174978 | 253262 | -337193 | -19616 | 325793 | -584614 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714829400000,
"first_datapoint_time": 1715041800000,
"last_datapoint_time": 1759827600000,
"evaluation_time": 1759829405572,
"expiration_time": 1766307600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 119,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 99,
"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": [
[
174886.9189005168,
137047.3241051348,
37839.594795382,
224827.0996246662,
296494.0812329373,
-71666.9816082714
],
[
174.886919,
137.047324,
37.839595,
224.8271,
296.494081,
-71.666982
],
[
0.335785,
0.263133,
0.072652,
0.226457,
0.26483,
-0.241848
],
[
49.027674,
49.027674,
49.027674,
49.027674,
49.027674,
49.027674
],
[
-75164,
-29177,
-64474,
-381481,
-132532,
-324599
],
[
1.435717,
2.09723,
1.136865,
1.179084,
1.756361,
0.916997
],
[
170,
85,
85,
170,
85,
85
],
[
69,
39,
30,
69,
39,
30
],
[
101,
46,
55,
101,
46,
55
],
[
40.588235,
45.882353,
35.294118,
40.588235,
45.882353,
35.294118
],
[
2.101557,
2.473656,
2.084252,
1.725905,
2.071605,
1.681162
],
[
38130,
38130,
28765,
120566,
120566,
98753
],
[
-16367,
-11186,
-16367,
-58381,
-37149,
-58381
],
[
143,
76,
210,
143,
76,
210
],
[
243,
107,
421,
243,
107,
421
],
[
75,
50,
95,
75,
50,
95
],
[
24402,
6522,
17880,
24402,
6522,
17880
],
[
0,
7.791731,
0,
0,
7.791731,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
174978,
253262,
-337193,
-19616,
325793,
-584614
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714829400000,
"first_datapoint_time": 1715041800000,
"last_datapoint_time": 1759827600000,
"evaluation_time": 1759829405572,
"expiration_time": 1766307600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 119,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 99,
"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) |
|---|