| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 726979.8532 | 402452.8791 | 324526.9741 | 14883937.2718 | 13047112.7521 | 1836824.5197 |
| Total P&L (%) | 726.9799 | 402.4529 | 324.527 | 14883.9373 | 13047.1128 | 1836.8245 |
| Avg Daily Profit (%) | 0.4331 | 0.2398 | 0.1933 | 0.2989 | 0.2911 | 0.1767 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84112 | -133354 | -44946 | -7507059 | -2545810 | -5292679 |
| Profit Factor | 1.9524 | 2.1377 | 1.7923 | 1.6517 | 2.6242 | 1.1241 |
| Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
| Winning Trades | 104 | 53 | 51 | 104 | 53 | 51 |
| Losing Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Profitability (%) | 38.0952 | 38.6861 | 37.5 | 38.0952 | 38.6861 | 37.5 |
| Ratio Avg Win / Avg Loss | 3.1726 | 3.3881 | 2.9872 | 2.684 | 4.1591 | 1.8734 |
| Largest Winning Trade | 95761 | 95761 | 57272 | 5385652 | 5385652 | 3580742 |
| Largest Losing Trade | -16489 | -13068 | -16489 | -2590938 | -1218521 | -2590938 |
| Avg Bars in Trades | 23 | 24 | 23 | 23 | 24 | 23 |
| Avg Bars in Winners | 41 | 39 | 42 | 41 | 39 | 42 |
| Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
| Bars Traded | 6512 | 3289 | 3223 | 6512 | 3289 | 3223 |
| Profit Streak | 11.2732 | 33.7732 | 0 | 11.2732 | 33.7732 | 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 | 412231 | 313485 | 222719 | 350045 | 378071 | -79882 |
{
"trading_pair": "CAKE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6714,
"evaluation_days": 1678.5,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1617408000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759019603780,
"expiration_time": 1763065872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 172,
"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": [
[
726979.8532090649,
402452.8791043793,
324526.9741046857,
14883937.271846361,
13047112.75213014,
1836824.5197162204
],
[
726.979853,
402.452879,
324.526974,
14883.937272,
13047.112752,
1836.82452
],
[
0.433113,
0.239769,
0.193343,
0.298901,
0.291086,
0.17672
],
[
10,
10,
10,
10,
10,
10
],
[
-84112,
-133354,
-44946,
-7507059,
-2545810,
-5292679
],
[
1.952389,
2.137717,
1.792331,
1.651705,
2.624168,
1.124065
],
[
273,
137,
136,
273,
137,
136
],
[
104,
53,
51,
104,
53,
51
],
[
169,
84,
85,
169,
84,
85
],
[
38.095238,
38.686131,
37.5,
38.095238,
38.686131,
37.5
],
[
3.172632,
3.38808,
2.987218,
2.684021,
4.159058,
1.873442
],
[
95761,
95761,
57272,
5385652,
5385652,
3580742
],
[
-16489,
-13068,
-16489,
-2590938,
-1218521,
-2590938
],
[
23,
24,
23,
23,
24,
23
],
[
41,
39,
42,
41,
39,
42
],
[
13,
13,
12,
13,
13,
12
],
[
6512,
3289,
3223,
6512,
3289,
3223
],
[
11.273192,
33.773192,
0,
11.273192,
33.773192,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
412231,
313485,
222719,
350045,
378071,
-79882
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6714,
"evaluation_days": 1678.5,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1617408000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759019603780,
"expiration_time": 1763065872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 172,
"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) |
|---|