Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486933.1794 | 301540.4163 | 185392.7632 | 1022937.3819 | 828471.9607 | 194465.4212 |
Total P&L (%) | 486.9332 | 301.5404 | 185.3928 | 1022.9374 | 828.472 | 194.4654 |
Avg Daily Profit (%) | 0.2891 | 0.179 | 0.1101 | 0.1437 | 0.1324 | 0.0641 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185338 | -142172 | -106645 | -612707 | -293577 | -508644 |
Profit Factor | 1.3695 | 1.4665 | 1.2762 | 1.3101 | 1.4849 | 1.1222 |
Total Trades | 470 | 235 | 235 | 470 | 235 | 235 |
Winning Trades | 187 | 90 | 97 | 187 | 90 | 97 |
Losing Trades | 283 | 145 | 138 | 283 | 145 | 138 |
Profitability (%) | 39.7872 | 38.2979 | 41.2766 | 39.7872 | 38.2979 | 41.2766 |
Ratio Avg Win / Avg Loss | 2.0726 | 2.3626 | 1.8156 | 1.9826 | 2.3924 | 1.5966 |
Largest Winning Trade | 77895 | 77895 | 39477 | 483971 | 483971 | 289323 |
Largest Losing Trade | -23519 | -21835 | -23519 | -272940 | -272940 | -168460 |
Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Winners | 23 | 23 | 22 | 23 | 23 | 22 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 6672 | 3400 | 3272 | 6672 | 3400 | 3272 |
Profit Streak | 0 | 0 | 13.466 | 0 | 0 | 13.466 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315542 | 217988 | -46829 | -770 | -17138 | -194060 |
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6737, "evaluation_days": 1684.25, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614729600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759230660645, "expiration_time": 1763577576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "vwap", "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": [ [ 486933.1794433841, 301540.4162700023, 185392.7631733816, 1022937.3818630083, 828471.9606855945, 194465.4211774129 ], [ 486.933179, 301.540416, 185.392763, 1022.937382, 828.471961, 194.465421 ], [ 0.28911, 0.179035, 0.110074, 0.1437, 0.132394, 0.064144 ], [ 10, 10, 10, 10, 10, 10 ], [ -185338, -142172, -106645, -612707, -293577, -508644 ], [ 1.369547, 1.466458, 1.27621, 1.310053, 1.48491, 1.122249 ], [ 470, 235, 235, 470, 235, 235 ], [ 187, 90, 97, 187, 90, 97 ], [ 283, 145, 138, 283, 145, 138 ], [ 39.787234, 38.297872, 41.276596, 39.787234, 38.297872, 41.276596 ], [ 2.07263, 2.362627, 1.815639, 1.982594, 2.392355, 1.596602 ], [ 77895, 77895, 39477, 483971, 483971, 289323 ], [ -23519, -21835, -23519, -272940, -272940, -168460 ], [ 14, 14, 13, 14, 14, 13 ], [ 23, 23, 22, 23, 23, 22 ], [ 8, 8, 7, 8, 8, 7 ], [ 6672, 3400, 3272, 6672, 3400, 3272 ], [ 0, 0, 13.46598, 0, 0, 13.46598 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315542, 217988, -46829, -770, -17138, -194060 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6737, "evaluation_days": 1684.25, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614729600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759230660645, "expiration_time": 1763577576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "vwap", "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) |
---|