Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308934.5108 | 193402.268 | 115532.2429 | 168220.0031 | 231685.6597 | -63465.6566 |
Total P&L (%) | 308.9345 | 193.4023 | 115.5322 | 168.22 | 231.6857 | -63.4657 |
Avg Daily Profit (%) | 0.1841 | 0.1152 | 0.0688 | 0.0588 | 0.0715 | -0.06 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148940 | -85136 | -104827 | -1872645 | -947903 | -1027041 |
Profit Factor | 1.3981 | 1.4999 | 1.2969 | 1.0291 | 1.0832 | 0.9788 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Losing Trades | 110 | 59 | 51 | 110 | 59 | 51 |
Profitability (%) | 51.1111 | 47.3214 | 54.8673 | 51.1111 | 47.3214 | 54.8673 |
Ratio Avg Win / Avg Loss | 1.3373 | 1.6697 | 1.0668 | 0.9844 | 1.2058 | 0.8051 |
Largest Winning Trade | 99654 | 99654 | 52193 | 647441 | 647441 | 474837 |
Largest Losing Trade | -36103 | -28154 | -36103 | -403453 | -327210 | -403453 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 6646 | 3014 | 3631 | 6646 | 3014 | 3631 |
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 | 351637 | -37779 | -100589 | -302944 | -227542 | -580400 |
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6714, "evaluation_days": 1678.5, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1613714400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758903980967, "expiration_time": 1763065872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 168, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 308934.5108356067, 193402.2679593131, 115532.2428762939, 168220.0031229656, 231685.6597238312, -63465.6566008672 ], [ 308.934511, 193.402268, 115.532243, 168.220003, 231.68566, -63.465657 ], [ 0.184054, 0.115223, 0.068831, 0.058798, 0.071459, -0.059971 ], [ 10, 10, 10, 10, 10, 10 ], [ -148940, -85136, -104827, -1872645, -947903, -1027041 ], [ 1.398137, 1.499901, 1.296945, 1.029145, 1.083211, 0.978757 ], [ 225, 112, 113, 225, 112, 113 ], [ 115, 53, 62, 115, 53, 62 ], [ 110, 59, 51, 110, 59, 51 ], [ 51.111111, 47.321429, 54.867257, 51.111111, 47.321429, 54.867257 ], [ 1.337348, 1.669701, 1.066842, 0.984399, 1.205839, 0.805106 ], [ 99654, 99654, 52193, 647441, 647441, 474837 ], [ -36103, -28154, -36103, -403453, -327210, -403453 ], [ 29, 26, 32, 29, 26, 32 ], [ 36, 34, 38, 36, 34, 38 ], [ 21, 19, 23, 21, 19, 23 ], [ 6646, 3014, 3631, 6646, 3014, 3631 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351637, -37779, -100589, -302944, -227542, -580400 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6714, "evaluation_days": 1678.5, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1613714400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758903980967, "expiration_time": 1763065872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 168, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|