| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 760384.2542 | 469016.9673 | 291367.2869 | 16313875.2937 | 13451512.6854 | 2862362.6083 |
| Total P&L (%) | 760.3843 | 469.017 | 291.3673 | 16313.8753 | 13451.5127 | 2862.3626 |
| Avg Daily Profit (%) | 0.4483 | 0.2765 | 0.1718 | 0.3012 | 0.2899 | 0.2 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121822 | -88944 | -54820 | -5468687 | -1948958 | -4823229 |
| Profit Factor | 1.8513 | 2.031 | 1.6648 | 1.9042 | 2.5756 | 1.3011 |
| Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
| Winning Trades | 137 | 64 | 73 | 137 | 64 | 73 |
| Losing Trades | 179 | 94 | 85 | 179 | 94 | 85 |
| Profitability (%) | 43.3544 | 40.5063 | 46.2025 | 43.3544 | 40.5063 | 46.2025 |
| Ratio Avg Win / Avg Loss | 2.4189 | 2.9831 | 1.9385 | 2.4879 | 3.7829 | 1.515 |
| Largest Winning Trade | 88859 | 88859 | 56251 | 4682824 | 4682824 | 3158015 |
| Largest Losing Trade | -27153 | -19145 | -27153 | -1319232 | -1098241 | -1319232 |
| Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
| Avg Bars in Winners | 24 | 26 | 23 | 24 | 26 | 23 |
| Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
| Bars Traded | 5008 | 2630 | 2378 | 5008 | 2630 | 2378 |
| Profit Streak | 24.8426 | 47.5093 | 24.8426 | 24.8426 | 47.5093 | 24.8426 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 521427 | 374804 | 365404 | 479823 | 431737 | 318823 |
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5088,
"evaluation_days": 1696,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614988800000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760213603633,
"expiration_time": 1764594432000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 6,
"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": [
[
760384.2542376998,
469016.9672989782,
291367.286938722,
16313875.293726802,
13451512.685417097,
2862362.608309706
],
[
760.384254,
469.016967,
291.367287,
16313.875294,
13451.512685,
2862.362608
],
[
0.44834,
0.276543,
0.171797,
0.301202,
0.28987,
0.199998
],
[
10,
10,
10,
10,
10,
10
],
[
-121822,
-88944,
-54820,
-5468687,
-1948958,
-4823229
],
[
1.851349,
2.031048,
1.664829,
1.904154,
2.575594,
1.301116
],
[
316,
158,
158,
316,
158,
158
],
[
137,
64,
73,
137,
64,
73
],
[
179,
94,
85,
179,
94,
85
],
[
43.35443,
40.506329,
46.202532,
43.35443,
40.506329,
46.202532
],
[
2.418916,
2.983102,
1.9385,
2.487909,
3.782904,
1.514998
],
[
88859,
88859,
56251,
4682824,
4682824,
3158015
],
[
-27153,
-19145,
-27153,
-1319232,
-1098241,
-1319232
],
[
15,
16,
15,
15,
16,
15
],
[
24,
26,
23,
24,
26,
23
],
[
9,
9,
8,
9,
9,
8
],
[
5008,
2630,
2378,
5008,
2630,
2378
],
[
24.842635,
47.509301,
24.842635,
24.842635,
47.509301,
24.842635
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
521427,
374804,
365404,
479823,
431737,
318823
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5088,
"evaluation_days": 1696,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614988800000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760213603633,
"expiration_time": 1764594432000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 6,
"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) |
|---|