| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 94045.9562 | 75135.413 | 18910.5433 | 132091.0033 | 112528.5207 | 19562.4826 |
| Total P&L (%) | 94.046 | 75.1354 | 18.9105 | 132.091 | 112.5285 | 19.5625 |
| Avg Daily Profit (%) | 1.0834 | 0.8655 | 0.2178 | 0.9746 | 0.8722 | 0.206 |
| Buy And Hold Return (%) | 13.778 | 13.778 | 13.778 | 13.778 | 13.778 | 13.778 |
| Max Trade Drawdown | -9995 | -7484 | -8271 | -20348 | -10498 | -15914 |
| Profit Factor | 2.667 | 4.4564 | 1.5453 | 2.5839 | 4.4402 | 1.386 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 44.1176 | 47.0588 | 41.1765 | 44.1176 | 47.0588 | 41.1765 |
| Ratio Avg Win / Avg Loss | 3.3782 | 5.0135 | 2.2076 | 3.2729 | 4.9952 | 1.9799 |
| Largest Winning Trade | 31299 | 31299 | 8382 | 50155 | 50155 | 9858 |
| Largest Losing Trade | -4700 | -4083 | -4700 | -8315 | -8315 | -6752 |
| Avg Bars in Trades | 346 | 340 | 352 | 346 | 340 | 352 |
| Avg Bars in Winners | 557 | 542 | 573 | 557 | 542 | 573 |
| Avg Bars in Losers | 180 | 161 | 198 | 180 | 161 | 198 |
| Bars Traded | 23572 | 11586 | 11986 | 23572 | 11586 | 11986 |
| Profit Streak | 5.13 | 5.9009 | 0 | 5.13 | 5.9009 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -99053 | 613463 | -44531 | -99469 | 640364 | -31163 |
{
"trading_pair": "CAKE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752671100000,
"first_datapoint_time": 1752711000000,
"last_datapoint_time": 1760170800000,
"evaluation_time": 1760171235713,
"expiration_time": 1766650800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 119,
"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": [
[
94045.9562295214,
75135.4129629479,
18910.5432665735,
132091.0033379502,
112528.5206929458,
19562.4826450045
],
[
94.045956,
75.135413,
18.910543,
132.091003,
112.528521,
19.562483
],
[
1.083354,
0.865516,
0.217838,
0.974606,
0.872237,
0.206028
],
[
13.777955,
13.777955,
13.777955,
13.777955,
13.777955,
13.777955
],
[
-9995,
-7484,
-8271,
-20348,
-10498,
-15914
],
[
2.667002,
4.456442,
1.545312,
2.5839,
4.440156,
1.385956
],
[
68,
34,
34,
68,
34,
34
],
[
30,
16,
14,
30,
16,
14
],
[
38,
18,
20,
38,
18,
20
],
[
44.117647,
47.058824,
41.176471,
44.117647,
47.058824,
41.176471
],
[
3.378203,
5.013498,
2.207588,
3.27294,
4.995176,
1.979937
],
[
31299,
31299,
8382,
50155,
50155,
9858
],
[
-4700,
-4083,
-4700,
-8315,
-8315,
-6752
],
[
346,
340,
352,
346,
340,
352
],
[
557,
542,
573,
557,
542,
573
],
[
180,
161,
198,
180,
161,
198
],
[
23572,
11586,
11986,
23572,
11586,
11986
],
[
5.130043,
5.900876,
0,
5.130043,
5.900876,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-99053,
613463,
-44531,
-99469,
640364,
-31163
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752671100000,
"first_datapoint_time": 1752711000000,
"last_datapoint_time": 1760170800000,
"evaluation_time": 1760171235713,
"expiration_time": 1766650800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 119,
"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) |
|---|