Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412086.0939 | 246696.1915 | 165389.9024 | 591164.414 | 495721.6612 | 95442.7528 |
Total P&L (%) | 412.0861 | 246.6962 | 165.3899 | 591.1644 | 495.7217 | 95.4428 |
Avg Daily Profit (%) | 0.2451 | 0.1468 | 0.0984 | 0.1151 | 0.1062 | 0.0399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84550 | -95329 | -77810 | -601207 | -248550 | -541640 |
Profit Factor | 1.4545 | 1.6061 | 1.331 | 1.2041 | 1.4422 | 1.0537 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Losing Trades | 169 | 88 | 81 | 169 | 88 | 81 |
Profitability (%) | 39.4265 | 37.1429 | 41.7266 | 39.4265 | 37.1429 | 41.7266 |
Ratio Avg Win / Avg Loss | 2.2347 | 2.7179 | 1.8589 | 1.8499 | 2.4407 | 1.4716 |
Largest Winning Trade | 84480 | 84480 | 51746 | 316726 | 316726 | 172476 |
Largest Losing Trade | -45498 | -17739 | -45498 | -427850 | -99402 | -427850 |
Avg Bars in Trades | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Winners | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 4998 | 2396 | 2602 | 4998 | 2396 | 2602 |
Profit Streak | 9.8097 | 32.1431 | 0 | 9.8097 | 32.1431 | 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 | 303685 | 72010 | -63363 | -40064 | -53023 | -304181 |
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5043, "evaluation_days": 1681, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614297600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758914762180, "expiration_time": 1763259552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 16, "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": [ [ 412086.0938805225, 246696.1914597063, 165389.9024208161, 591164.4140451708, 495721.6612285459, 95442.7528166247 ], [ 412.086094, 246.696191, 165.389902, 591.164414, 495.721661, 95.442753 ], [ 0.245143, 0.146756, 0.098388, 0.11507, 0.10622, 0.039871 ], [ 10, 10, 10, 10, 10, 10 ], [ -84550, -95329, -77810, -601207, -248550, -541640 ], [ 1.454516, 1.60605, 1.331049, 1.204065, 1.442209, 1.053742 ], [ 279, 140, 139, 279, 140, 139 ], [ 110, 52, 58, 110, 52, 58 ], [ 169, 88, 81, 169, 88, 81 ], [ 39.426523, 37.142857, 41.726619, 39.426523, 37.142857, 41.726619 ], [ 2.234665, 2.717931, 1.858879, 1.849881, 2.440662, 1.471606 ], [ 84480, 84480, 51746, 316726, 316726, 172476 ], [ -45498, -17739, -45498, -427850, -99402, -427850 ], [ 17, 17, 18, 17, 17, 18 ], [ 29, 29, 29, 29, 29, 29 ], [ 10, 9, 10, 10, 9, 10 ], [ 4998, 2396, 2602, 4998, 2396, 2602 ], [ 9.809747, 32.143081, 0, 9.809747, 32.143081, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303685, 72010, -63363, -40064, -53023, -304181 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5043, "evaluation_days": 1681, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614297600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758914762180, "expiration_time": 1763259552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 16, "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) |
---|