Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366434.4998 | 252459.4595 | 113975.0403 | 158164.4104 | 155853.1098 | 2311.3006 |
Total P&L (%) | 366.4345 | 252.4595 | 113.975 | 158.1644 | 155.8531 | 2.3113 |
Avg Daily Profit (%) | 0.2179 | 0.1501 | 0.0678 | 0.0564 | 0.0559 | 0.0014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74637 | -153080 | -53325 | -121426 | -95485 | -122872 |
Profit Factor | 1.5776 | 1.7346 | 1.3921 | 1.2435 | 1.4864 | 1.007 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 43.4343 | 38 | 48.9796 | 43.4343 | 38 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.0546 | 2.8301 | 1.4501 | 1.6194 | 2.4252 | 1.049 |
Largest Winning Trade | 116187 | 116187 | 59762 | 83218 | 83218 | 56947 |
Largest Losing Trade | -53325 | -42472 | -53325 | -71201 | -71201 | -63119 |
Avg Bars in Trades | 49 | 59 | 40 | 49 | 59 | 40 |
Avg Bars in Winners | 60 | 62 | 58 | 60 | 62 | 58 |
Avg Bars in Losers | 41 | 56 | 22 | 41 | 56 | 22 |
Bars Traded | 4947 | 2960 | 1987 | 4947 | 2960 | 1987 |
Profit Streak | 60.2789 | 60.2789 | 62.2789 | 60.2789 | 60.2789 | 62.2789 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336672 | -173679 | -101551 | -118065 | -300143 | -569316 |
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5046, "evaluation_days": 1682, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1615449600000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759012900692, "expiration_time": 1763348544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 18, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 366434.4998397547, 252459.4595296472, 113975.0403101074, 158164.4104086442, 155853.1097797196, 2311.3006289246 ], [ 366.4345, 252.45946, 113.97504, 158.16441, 155.85311, 2.311301 ], [ 0.217856, 0.150095, 0.067762, 0.056403, 0.055868, 0.001359 ], [ 10, 10, 10, 10, 10, 10 ], [ -74637, -153080, -53325, -121426, -95485, -122872 ], [ 1.577602, 1.734551, 1.392052, 1.243487, 1.486394, 1.007022 ], [ 99, 50, 49, 99, 50, 49 ], [ 43, 19, 24, 43, 19, 24 ], [ 56, 31, 25, 56, 31, 25 ], [ 43.434343, 38, 48.979592, 43.434343, 38, 48.979592 ], [ 2.054551, 2.830057, 1.450054, 1.619425, 2.42517, 1.048981 ], [ 116187, 116187, 59762, 83218, 83218, 56947 ], [ -53325, -42472, -53325, -71201, -71201, -63119 ], [ 49, 59, 40, 49, 59, 40 ], [ 60, 62, 58, 60, 62, 58 ], [ 41, 56, 22, 41, 56, 22 ], [ 4947, 2960, 1987, 4947, 2960, 1987 ], [ 60.278943, 60.278943, 62.278943, 60.278943, 60.278943, 62.278943 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336672, -173679, -101551, -118065, -300143, -569316 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5046, "evaluation_days": 1682, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1615449600000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759012900692, "expiration_time": 1763348544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 18, "offset": 0, "scalar": 2 } } }
# | 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) |
---|