| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 97379.9125 | 60612.2285 | 36767.684 | 125069.9005 | 66972.6243 | 58097.2762 |
| Total P&L (%) | 97.3799 | 60.6122 | 36.7677 | 125.0699 | 66.9726 | 58.0973 |
| Avg Daily Profit (%) | 1.1218 | 0.6982 | 0.4235 | 0.9389 | 0.5923 | 0.529 |
| Buy And Hold Return (%) | 31.7943 | 31.7943 | 31.7943 | 31.7943 | 31.7943 | 31.7943 |
| Max Trade Drawdown | -27526 | -19160 | -13632 | -36125 | -22405 | -16009 |
| Profit Factor | 1.9456 | 2.2629 | 1.6687 | 1.8903 | 1.9767 | 1.8079 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Profitability (%) | 40.3361 | 40.678 | 40 | 40.3361 | 40.678 | 40 |
| Ratio Avg Win / Avg Loss | 2.8779 | 3.3001 | 2.503 | 2.7961 | 2.8828 | 2.7119 |
| Largest Winning Trade | 37637 | 37637 | 32607 | 64226 | 47764 | 64226 |
| Largest Losing Trade | -7345 | -7345 | -5771 | -19187 | -19187 | -13785 |
| Avg Bars in Trades | 201 | 199 | 203 | 201 | 199 | 203 |
| Avg Bars in Winners | 380 | 397 | 363 | 380 | 397 | 363 |
| Avg Bars in Losers | 80 | 63 | 97 | 80 | 63 | 97 |
| Bars Traded | 23983 | 11756 | 12227 | 23983 | 11756 | 12227 |
| 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 | 298066 | -173856 | -279713 | 316379 | -173979 | -169471 |
{
"trading_pair": "CAKE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752887400000,
"first_datapoint_time": 1752973800000,
"last_datapoint_time": 1760387100000,
"evaluation_time": 1760387245383,
"expiration_time": 1766867100000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 158,
"offset": 131
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 139,
"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": [
[
97379.9125408671,
60612.2285172172,
36767.6840236498,
125069.9005092583,
66972.6243037948,
58097.2762054635
],
[
97.379913,
60.612229,
36.767684,
125.069901,
66.972624,
58.097276
],
[
1.121759,
0.698217,
0.423542,
0.938882,
0.592301,
0.52903
],
[
31.794294,
31.794294,
31.794294,
31.794294,
31.794294,
31.794294
],
[
-27526,
-19160,
-13632,
-36125,
-22405,
-16009
],
[
1.945609,
2.262933,
1.66865,
1.890326,
1.976748,
1.807922
],
[
119,
59,
60,
119,
59,
60
],
[
48,
24,
24,
48,
24,
24
],
[
71,
35,
36,
71,
35,
36
],
[
40.336134,
40.677966,
40,
40.336134,
40.677966,
40
],
[
2.87788,
3.30011,
2.502975,
2.796108,
2.882758,
2.711882
],
[
37637,
37637,
32607,
64226,
47764,
64226
],
[
-7345,
-7345,
-5771,
-19187,
-19187,
-13785
],
[
201,
199,
203,
201,
199,
203
],
[
380,
397,
363,
380,
397,
363
],
[
80,
63,
97,
80,
63,
97
],
[
23983,
11756,
12227,
23983,
11756,
12227
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
298066,
-173856,
-279713,
316379,
-173979,
-169471
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752887400000,
"first_datapoint_time": 1752973800000,
"last_datapoint_time": 1760387100000,
"evaluation_time": 1760387245383,
"expiration_time": 1766867100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 158,
"offset": 131
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 139,
"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) |
|---|