| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 634259.6256 | 368179.8649 | 266079.7607 | 6043624.6812 | 4835682.6164 | 1207942.0648 |
| Total P&L (%) | 634.2596 | 368.1799 | 266.0798 | 6043.6247 | 4835.6826 | 1207.9421 |
| Avg Daily Profit (%) | 0.3779 | 0.2194 | 0.1585 | 0.2456 | 0.2326 | 0.1533 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -51099 | -62144 | -45859 | -3929326 | -1268970 | -3532923 |
| Profit Factor | 1.6601 | 1.8083 | 1.5265 | 1.3896 | 1.698 | 1.1407 |
| Total Trades | 381 | 191 | 190 | 381 | 191 | 190 |
| Winning Trades | 145 | 65 | 80 | 145 | 65 | 80 |
| Losing Trades | 236 | 126 | 110 | 236 | 126 | 110 |
| Profitability (%) | 38.0577 | 34.0314 | 42.1053 | 38.0577 | 34.0314 | 42.1053 |
| Ratio Avg Win / Avg Loss | 2.7019 | 3.5054 | 2.0989 | 2.2617 | 3.2915 | 1.5685 |
| Largest Winning Trade | 93199 | 93199 | 54293 | 2569227 | 2569227 | 1911934 |
| Largest Losing Trade | -23519 | -15101 | -23519 | -647692 | -644396 | -647692 |
| Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
| Avg Bars in Winners | 31 | 34 | 29 | 31 | 34 | 29 |
| Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
| Bars Traded | 6663 | 3411 | 3253 | 6663 | 3411 | 3253 |
| Profit Streak | 9.263 | 32.013 | 0 | 9.263 | 32.013 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395798 | 242164 | 269728 | 304652 | 253563 | -59328 |
{
"trading_pair": "CAKE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6714,
"evaluation_days": 1678.5,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614254400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758867523107,
"expiration_time": 1763065872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"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": [
[
634259.6255760911,
368179.8648902397,
266079.7606858515,
6043624.681152951,
4835682.616381826,
1207942.0647711237
],
[
634.259626,
368.179865,
266.079761,
6043.624681,
4835.682616,
1207.942065
],
[
0.377873,
0.219351,
0.158522,
0.245639,
0.232565,
0.153292
],
[
10,
10,
10,
10,
10,
10
],
[
-51099,
-62144,
-45859,
-3929326,
-1268970,
-3532923
],
[
1.660081,
1.808333,
1.526473,
1.389619,
1.697975,
1.140729
],
[
381,
191,
190,
381,
191,
190
],
[
145,
65,
80,
145,
65,
80
],
[
236,
126,
110,
236,
126,
110
],
[
38.057743,
34.031414,
42.105263,
38.057743,
34.031414,
42.105263
],
[
2.701925,
3.505383,
2.0989,
2.261724,
3.29146,
1.568502
],
[
93199,
93199,
54293,
2569227,
2569227,
1911934
],
[
-23519,
-15101,
-23519,
-647692,
-644396,
-647692
],
[
17,
17,
17,
17,
17,
17
],
[
31,
34,
29,
31,
34,
29
],
[
8,
9,
8,
8,
9,
8
],
[
6663,
3411,
3253,
6663,
3411,
3253
],
[
9.262999,
32.012999,
0,
9.262999,
32.012999,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395798,
242164,
269728,
304652,
253563,
-59328
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6714,
"evaluation_days": 1678.5,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614254400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758867523107,
"expiration_time": 1763065872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"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) |
|---|