| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 421023.8926 | 244834.8526 | 176189.04 | 1046729.1111 | 1158065.6814 | -111336.5703 |
| Total P&L (%) | 421.0239 | 244.8349 | 176.189 | 1046.7291 | 1158.0657 | -111.3366 |
| Avg Daily Profit (%) | 0.2502 | 0.1455 | 0.1047 | 0.1451 | 0.1506 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87572 | -46787 | -61340 | -1852637 | -1013829 | -1300883 |
| Profit Factor | 1.9963 | 2.2815 | 1.761 | 1.1847 | 1.4986 | 0.9667 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
| Profitability (%) | 43.299 | 40.8163 | 45.8333 | 43.299 | 40.8163 | 45.8333 |
| Ratio Avg Win / Avg Loss | 2.6142 | 3.3081 | 2.0811 | 1.5515 | 2.173 | 1.1425 |
| Largest Winning Trade | 150087 | 150087 | 58146 | 697085 | 697085 | 654011 |
| Largest Losing Trade | -23327 | -20331 | -23327 | -649984 | -444905 | -649984 |
| Avg Bars in Trades | 67 | 49 | 85 | 67 | 49 | 85 |
| Avg Bars in Winners | 114 | 85 | 140 | 114 | 85 | 140 |
| Avg Bars in Losers | 31 | 25 | 39 | 31 | 25 | 39 |
| Bars Traded | 6573 | 2447 | 4127 | 6573 | 2447 | 4127 |
| 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 | 341845 | 74087 | -51395 | -17499 | 235759 | -580642 |
{
"trading_pair": "CAKE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6731,
"evaluation_days": 1682.75,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1616133600000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759090564619,
"expiration_time": 1763444088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 32,
"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": [
[
421023.8925697396,
244834.8525877438,
176189.0399819958,
1046729.1111076083,
1158065.6814437003,
-111336.5703360929
],
[
421.023893,
244.834853,
176.18904,
1046.729111,
1158.065681,
-111.33657
],
[
0.2502,
0.145497,
0.104703,
0.145076,
0.150591,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-87572,
-46787,
-61340,
-1852637,
-1013829,
-1300883
],
[
1.996294,
2.281472,
1.760969,
1.184745,
1.498591,
0.966697
],
[
97,
49,
48,
97,
49,
48
],
[
42,
20,
22,
42,
20,
22
],
[
55,
29,
26,
55,
29,
26
],
[
43.298969,
40.816327,
45.833333,
43.298969,
40.816327,
45.833333
],
[
2.614195,
3.308134,
2.081146,
1.551452,
2.172957,
1.14246
],
[
150087,
150087,
58146,
697085,
697085,
654011
],
[
-23327,
-20331,
-23327,
-649984,
-444905,
-649984
],
[
67,
49,
85,
67,
49,
85
],
[
114,
85,
140,
114,
85,
140
],
[
31,
25,
39,
31,
25,
39
],
[
6573,
2447,
4127,
6573,
2447,
4127
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341845,
74087,
-51395,
-17499,
235759,
-580642
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6731,
"evaluation_days": 1682.75,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1616133600000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759090564619,
"expiration_time": 1763444088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 32,
"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) |
|---|