| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 69183.3837 | 43794.132 | 25389.2518 | 75622.8547 | 40894.4122 | 34728.4425 |
| Total P&L (%) | 69.1834 | 43.7941 | 25.3893 | 75.6229 | 40.8944 | 34.7284 |
| Avg Daily Profit (%) | 0.797 | 0.5045 | 0.2925 | 0.6508 | 0.3957 | 0.344 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -42843 | -28068 | -19882 | -42289 | -27509 | -19289 |
| Profit Factor | 1.4389 | 1.5547 | 1.3227 | 1.4508 | 1.4779 | 1.4227 |
| Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
| Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
| Losing Trades | 151 | 80 | 71 | 151 | 80 | 71 |
| Profitability (%) | 37.0833 | 33.3333 | 40.8333 | 37.0833 | 33.3333 | 40.8333 |
| Ratio Avg Win / Avg Loss | 2.4413 | 3.1094 | 1.9165 | 2.4615 | 2.9558 | 2.0614 |
| Largest Winning Trade | 35247 | 35247 | 21560 | 35705 | 35705 | 31505 |
| Largest Losing Trade | -5383 | -5383 | -4647 | -7991 | -7991 | -6944 |
| Avg Bars in Trades | 101 | 103 | 100 | 101 | 103 | 100 |
| Avg Bars in Winners | 177 | 192 | 164 | 177 | 192 | 164 |
| Avg Bars in Losers | 57 | 58 | 56 | 57 | 58 | 56 |
| Bars Traded | 24450 | 12401 | 12049 | 24450 | 12401 | 12049 |
| Profit Streak | 0 | 0 | 1.6237 | 0 | 0 | 1.6237 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 323949 | 87357 | -860 | 283582 | 27708 | 26737 |
{
"trading_pair": "CAKE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752744000000,
"first_datapoint_time": 1752784200000,
"last_datapoint_time": 1760243700000,
"evaluation_time": 1760243884301,
"expiration_time": 1766723700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 123,
"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": [
[
69183.3837459701,
43794.1319955302,
25389.25175044,
75622.8547080093,
40894.4122402522,
34728.4424677571
],
[
69.183384,
43.794132,
25.389252,
75.622855,
40.894412,
34.728442
],
[
0.796952,
0.504483,
0.292469,
0.650846,
0.395713,
0.343974
],
[
10,
10,
10,
10,
10,
10
],
[
-42843,
-28068,
-19882,
-42289,
-27509,
-19289
],
[
1.438889,
1.554717,
1.322671,
1.450843,
1.477892,
1.422671
],
[
240,
120,
120,
240,
120,
120
],
[
89,
40,
49,
89,
40,
49
],
[
151,
80,
71,
151,
80,
71
],
[
37.083333,
33.333333,
40.833333,
37.083333,
33.333333,
40.833333
],
[
2.441261,
3.109435,
1.916524,
2.461542,
2.955784,
2.061421
],
[
35247,
35247,
21560,
35705,
35705,
31505
],
[
-5383,
-5383,
-4647,
-7991,
-7991,
-6944
],
[
101,
103,
100,
101,
103,
100
],
[
177,
192,
164,
177,
192,
164
],
[
57,
58,
56,
57,
58,
56
],
[
24450,
12401,
12049,
24450,
12401,
12049
],
[
0,
0,
1.623661,
0,
0,
1.623661
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323949,
87357,
-860,
283582,
27708,
26737
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752744000000,
"first_datapoint_time": 1752784200000,
"last_datapoint_time": 1760243700000,
"evaluation_time": 1760243884301,
"expiration_time": 1766723700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 123,
"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) |
|---|