Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252781.7917 | 162680.7461 | 90101.0457 | 62224.8214 | 128459.6937 | -66234.8722 |
Total P&L (%) | 252.7818 | 162.6807 | 90.101 | 62.2248 | 128.4597 | -66.2349 |
Avg Daily Profit (%) | 0.1506 | 0.0969 | 0.0537 | 0.0288 | 0.0492 | -0.0647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157971 | -75307 | -85228 | -807501 | -435639 | -375897 |
Profit Factor | 1.3993 | 1.5036 | 1.2906 | 1.0303 | 1.1246 | 0.9353 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 46.4567 | 41.2698 | 51.5625 | 46.4567 | 41.2698 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.6127 | 2.1398 | 1.2124 | 1.1874 | 1.6004 | 0.8787 |
Largest Winning Trade | 98614 | 98614 | 56615 | 329251 | 329251 | 129327 |
Largest Losing Trade | -41238 | -25461 | -41238 | -176449 | -176449 | -145332 |
Avg Bars in Trades | 51 | 44 | 59 | 51 | 44 | 59 |
Avg Bars in Winners | 72 | 66 | 77 | 72 | 66 | 77 |
Avg Bars in Losers | 34 | 28 | 41 | 34 | 28 | 41 |
Bars Traded | 6599 | 2780 | 3819 | 6599 | 2780 | 3819 |
Profit Streak | 36.7629 | 0 | 43.2629 | 36.7629 | 0 | 43.2629 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306117 | -211493 | -259631 | -342607 | -359836 | -719203 |
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6714, "evaluation_days": 1678.5, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615183200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758867516398, "expiration_time": 1763065872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 252781.791739409, 162680.7460635755, 90101.0456758334, 62224.8214448281, 128459.6936637709, -66234.8722189431 ], [ 252.781792, 162.680746, 90.101046, 62.224821, 128.459694, -66.234872 ], [ 0.1506, 0.09692, 0.05368, 0.028828, 0.049234, -0.064664 ], [ 10, 10, 10, 10, 10, 10 ], [ -157971, -75307, -85228, -807501, -435639, -375897 ], [ 1.399278, 1.503618, 1.290581, 1.030277, 1.124631, 0.935349 ], [ 127, 63, 64, 127, 63, 64 ], [ 59, 26, 33, 59, 26, 33 ], [ 68, 37, 31, 68, 37, 31 ], [ 46.456693, 41.269841, 51.5625, 46.456693, 41.269841, 51.5625 ], [ 1.612728, 2.139763, 1.212364, 1.187437, 1.600436, 0.878661 ], [ 98614, 98614, 56615, 329251, 329251, 129327 ], [ -41238, -25461, -41238, -176449, -176449, -145332 ], [ 51, 44, 59, 51, 44, 59 ], [ 72, 66, 77, 72, 66, 77 ], [ 34, 28, 41, 34, 28, 41 ], [ 6599, 2780, 3819, 6599, 2780, 3819 ], [ 36.762921, 0, 43.262921, 36.762921, 0, 43.262921 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306117, -211493, -259631, -342607, -359836, -719203 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6714, "evaluation_days": 1678.5, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615183200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758867516398, "expiration_time": 1763065872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|