Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384169.9363 | 262068.4995 | 122101.4368 | 263964.246 | 271435.9258 | -7471.6797 |
Total P&L (%) | 384.1699 | 262.0685 | 122.1014 | 263.9642 | 271.4359 | -7.4717 |
Avg Daily Profit (%) | 0.2267 | 0.1547 | 0.0721 | 0.0763 | 0.0775 | -0.0046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223555 | -194112 | -152205 | -83417 | -48335 | -92671 |
Profit Factor | 1.245 | 1.3395 | 1.1533 | 1.3204 | 1.6864 | 0.9826 |
Total Trades | 547 | 274 | 273 | 547 | 274 | 273 |
Winning Trades | 227 | 112 | 115 | 227 | 112 | 115 |
Losing Trades | 320 | 162 | 158 | 320 | 162 | 158 |
Profitability (%) | 41.4991 | 40.8759 | 42.1245 | 41.4991 | 40.8759 | 42.1245 |
Ratio Avg Win / Avg Loss | 1.755 | 1.9375 | 1.5846 | 1.8613 | 2.4392 | 1.35 |
Largest Winning Trade | 91641 | 91641 | 39561 | 80560 | 80560 | 39402 |
Largest Losing Trade | -23519 | -21936 | -23519 | -32487 | -21936 | -32487 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6751 | 3251 | 3500 | 6751 | 3251 | 3500 |
Profit Streak | 4.1737 | 10.9237 | 0 | 4.1737 | 10.9237 | 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 | 305283 | 265381 | -149364 | -90008 | -87601 | -581023 |
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6777, "evaluation_days": 1694.25, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614016800000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760091009599, "expiration_time": 1764467496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 15, "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": [ [ 384169.9363042327, 262068.4995367109, 122101.4367675217, 263964.2460406192, 271435.9257538771, -7471.6797132578 ], [ 384.169936, 262.0685, 122.101437, 263.964246, 271.435926, -7.47168 ], [ 0.226749, 0.154681, 0.072068, 0.07628, 0.077481, -0.004583 ], [ 10, 10, 10, 10, 10, 10 ], [ -223555, -194112, -152205, -83417, -48335, -92671 ], [ 1.24497, 1.339476, 1.153345, 1.320376, 1.68635, 0.982561 ], [ 547, 274, 273, 547, 274, 273 ], [ 227, 112, 115, 227, 112, 115 ], [ 320, 162, 158, 320, 162, 158 ], [ 41.499086, 40.875912, 42.124542, 41.499086, 40.875912, 42.124542 ], [ 1.755024, 1.937457, 1.584595, 1.861322, 2.439184, 1.349953 ], [ 91641, 91641, 39561, 80560, 80560, 39402 ], [ -23519, -21936, -23519, -32487, -21936, -32487 ], [ 12, 11, 12, 12, 11, 12 ], [ 17, 16, 18, 17, 16, 18 ], [ 8, 8, 8, 8, 8, 8 ], [ 6751, 3251, 3500, 6751, 3251, 3500 ], [ 4.173722, 10.923722, 0, 4.173722, 10.923722, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305283, 265381, -149364, -90008, -87601, -581023 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6777, "evaluation_days": 1694.25, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614016800000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760091009599, "expiration_time": 1764467496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 15, "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) |
---|