| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 80488.3275 | 69866.1648 | 10622.1627 | 98394.5002 | 87122.0869 | 11272.4133 |
| Total P&L (%) | 80.4883 | 69.8662 | 10.6222 | 98.3945 | 87.1221 | 11.2724 |
| Avg Daily Profit (%) | 0.9272 | 0.8048 | 0.1224 | 0.7923 | 0.7244 | 0.1231 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36565 | -22969 | -18006 | -40013 | -25268 | -19338 |
| Profit Factor | 1.8295 | 2.4663 | 1.2151 | 1.9262 | 2.6376 | 1.2125 |
| Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
| Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
| Losing Trades | 99 | 48 | 51 | 99 | 48 | 51 |
| Profitability (%) | 33.1081 | 35.1351 | 31.0811 | 33.1081 | 35.1351 | 31.0811 |
| Ratio Avg Win / Avg Loss | 3.6963 | 4.5531 | 2.6943 | 3.8917 | 4.8695 | 2.6887 |
| Largest Winning Trade | 37274 | 37274 | 8222 | 44414 | 44414 | 8460 |
| Largest Losing Trade | -3475 | -3475 | -3351 | -5597 | -5597 | -4323 |
| Avg Bars in Trades | 159 | 161 | 156 | 159 | 161 | 156 |
| Avg Bars in Winners | 349 | 346 | 352 | 349 | 346 | 352 |
| Avg Bars in Losers | 65 | 61 | 68 | 65 | 61 | 68 |
| Bars Traded | 23552 | 11951 | 11601 | 23552 | 11951 | 11601 |
| Profit Streak | 5.5713 | 5.5713 | 5.8769 | 5.5713 | 5.5713 | 5.8769 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 347759 | -53758 | -248188 | 338135 | -54346 | -226967 |
{
"trading_pair": "CAKE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752637800000,
"first_datapoint_time": 1752719400000,
"last_datapoint_time": 1760137500000,
"evaluation_time": 1760137963990,
"expiration_time": 1766617500000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 127,
"offset": 146
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 20,
"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": [
[
80488.327499566,
69866.1648182915,
10622.1626812744,
98394.5002248367,
87122.0869322079,
11272.4132926288
],
[
80.488327,
69.866165,
10.622163,
98.3945,
87.122087,
11.272413
],
[
0.927178,
0.804817,
0.122361,
0.792302,
0.724407,
0.123116
],
[
10,
10,
10,
10,
10,
10
],
[
-36565,
-22969,
-18006,
-40013,
-25268,
-19338
],
[
1.829467,
2.466254,
1.215081,
1.926185,
2.637648,
1.212539
],
[
148,
74,
74,
148,
74,
74
],
[
49,
26,
23,
49,
26,
23
],
[
99,
48,
51,
99,
48,
51
],
[
33.108108,
35.135135,
31.081081,
33.108108,
35.135135,
31.081081
],
[
3.69627,
4.553085,
2.69431,
3.89168,
4.869504,
2.688674
],
[
37274,
37274,
8222,
44414,
44414,
8460
],
[
-3475,
-3475,
-3351,
-5597,
-5597,
-4323
],
[
159,
161,
156,
159,
161,
156
],
[
349,
346,
352,
349,
346,
352
],
[
65,
61,
68,
65,
61,
68
],
[
23552,
11951,
11601,
23552,
11951,
11601
],
[
5.571342,
5.571342,
5.876898,
5.571342,
5.571342,
5.876898
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347759,
-53758,
-248188,
338135,
-54346,
-226967
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752637800000,
"first_datapoint_time": 1752719400000,
"last_datapoint_time": 1760137500000,
"evaluation_time": 1760137963990,
"expiration_time": 1766617500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 127,
"offset": 146
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 20,
"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) |
|---|