Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80344.7792 | 52105.2976 | 28239.4816 | 91694.0104 | 53069.2523 | 38624.7581 |
Total P&L (%) | 80.3448 | 52.1053 | 28.2395 | 91.694 | 53.0693 | 38.6248 |
Avg Daily Profit (%) | 0.9255 | 0.6002 | 0.3253 | 0.7524 | 0.4916 | 0.3769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35850 | -21303 | -18311 | -36522 | -21658 | -23703 |
Profit Factor | 1.5221 | 1.6869 | 1.3618 | 1.5253 | 1.6193 | 1.4347 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 37.8698 | 35.2941 | 40.4762 | 37.8698 | 35.2941 | 40.4762 |
Ratio Avg Win / Avg Loss | 2.4971 | 3.0927 | 2.0027 | 2.5025 | 2.9686 | 2.1099 |
Largest Winning Trade | 41545 | 41545 | 20820 | 45516 | 45516 | 33741 |
Largest Losing Trade | -7363 | -4776 | -7363 | -12674 | -7616 | -12674 |
Avg Bars in Trades | 145 | 147 | 143 | 145 | 147 | 143 |
Avg Bars in Winners | 264 | 290 | 242 | 264 | 290 | 242 |
Avg Bars in Losers | 73 | 69 | 77 | 73 | 69 | 77 |
Bars Traded | 24625 | 12538 | 12087 | 24625 | 12538 | 12087 |
Profit Streak | 0 | 0 | 1.6096 | 0 | 0 | 1.6096 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346736 | 191891 | -1402 | 328893 | 146083 | 14672 |
{ "trading_pair": "CAKE_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752736500000, "first_datapoint_time": 1752790800000, "last_datapoint_time": 1760236200000, "evaluation_time": 1760236370769, "expiration_time": 1766716200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 60, "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": [ [ 80344.7791671067, 52105.2976028366, 28239.4815642701, 91694.0104235747, 53069.252313355, 38624.7581102197 ], [ 80.344779, 52.105298, 28.239482, 91.69401, 53.069252, 38.624758 ], [ 0.925524, 0.600222, 0.325302, 0.752419, 0.491609, 0.376933 ], [ 10, 10, 10, 10, 10, 10 ], [ -35850, -21303, -18311, -36522, -21658, -23703 ], [ 1.522055, 1.686928, 1.36182, 1.525328, 1.619263, 1.434725 ], [ 169, 85, 84, 169, 85, 84 ], [ 64, 30, 34, 64, 30, 34 ], [ 105, 55, 50, 105, 55, 50 ], [ 37.869822, 35.294118, 40.47619, 37.869822, 35.294118, 40.47619 ], [ 2.497121, 3.092701, 2.002677, 2.502492, 2.968648, 2.10989 ], [ 41545, 41545, 20820, 45516, 45516, 33741 ], [ -7363, -4776, -7363, -12674, -7616, -12674 ], [ 145, 147, 143, 145, 147, 143 ], [ 264, 290, 242, 264, 290, 242 ], [ 73, 69, 77, 73, 69, 77 ], [ 24625, 12538, 12087, 24625, 12538, 12087 ], [ 0, 0, 1.609615, 0, 0, 1.609615 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346736, 191891, -1402, 328893, 146083, 14672 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752736500000, "first_datapoint_time": 1752790800000, "last_datapoint_time": 1760236200000, "evaluation_time": 1760236370769, "expiration_time": 1766716200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 60, "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) |
---|