| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 96211.5323 | 58043.7724 | 38167.7598 | 125200.5119 | 62745.7845 | 62454.7273 |
| Total P&L (%) | 96.2115 | 58.0438 | 38.1678 | 125.2005 | 62.7458 | 62.4547 |
| Avg Daily Profit (%) | 1.1083 | 0.6686 | 0.4397 | 0.9396 | 0.5626 | 0.5605 |
| Buy And Hold Return (%) | 10.8011 | 10.8011 | 10.8011 | 10.8011 | 10.8011 | 10.8011 |
| Max Trade Drawdown | -16192 | -14773 | -13359 | -18890 | -18890 | -13440 |
| Profit Factor | 1.9556 | 2.2514 | 1.7029 | 2.0841 | 2.0574 | 2.1123 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Profitability (%) | 47.1264 | 46.5116 | 47.7273 | 47.1264 | 46.5116 | 47.7273 |
| Ratio Avg Win / Avg Loss | 2.1941 | 2.5891 | 1.8651 | 2.3383 | 2.3661 | 2.3135 |
| Largest Winning Trade | 40340 | 40340 | 17919 | 46723 | 46723 | 34221 |
| Largest Losing Trade | -9000 | -9000 | -8437 | -18890 | -18890 | -8309 |
| Avg Bars in Trades | 282 | 284 | 280 | 282 | 284 | 280 |
| Avg Bars in Winners | 445 | 455 | 437 | 445 | 455 | 437 |
| Avg Bars in Losers | 136 | 135 | 137 | 136 | 135 | 137 |
| Bars Traded | 24571 | 12226 | 12345 | 24571 | 12226 | 12345 |
| Profit Streak | 1.9359 | 0 | 6.3352 | 1.9359 | 0 | 6.3352 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 423640 | 416712 | 311527 | 427296 | 381060 | 442850 |
{
"trading_pair": "CAKE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752777300000,
"first_datapoint_time": 1752844500000,
"last_datapoint_time": 1760277000000,
"evaluation_time": 1760277157744,
"expiration_time": 1766757000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 225,
"offset": 0,
"a": 0.61833
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 103,
"offset": 0,
"std": 4.78675
}
}
} {
"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": [
[
96211.5322536932,
58043.7724157416,
38167.7598379515,
125200.5118678779,
62745.7845332028,
62454.7273346751
],
[
96.211532,
58.043772,
38.16776,
125.200512,
62.745785,
62.454727
],
[
1.1083,
0.66863,
0.43967,
0.939556,
0.562594,
0.56052
],
[
10.801144,
10.801144,
10.801144,
10.801144,
10.801144,
10.801144
],
[
-16192,
-14773,
-13359,
-18890,
-18890,
-13440
],
[
1.955583,
2.251382,
1.702907,
2.08411,
2.057445,
2.112288
],
[
87,
43,
44,
87,
43,
44
],
[
41,
20,
21,
41,
20,
21
],
[
46,
23,
23,
46,
23,
23
],
[
47.126437,
46.511628,
47.727273,
47.126437,
46.511628,
47.727273
],
[
2.194068,
2.589089,
1.865088,
2.338269,
2.366061,
2.313459
],
[
40340,
40340,
17919,
46723,
46723,
34221
],
[
-9000,
-9000,
-8437,
-18890,
-18890,
-8309
],
[
282,
284,
280,
282,
284,
280
],
[
445,
455,
437,
445,
455,
437
],
[
136,
135,
137,
136,
135,
137
],
[
24571,
12226,
12345,
24571,
12226,
12345
],
[
1.935853,
0,
6.335159,
1.935853,
0,
6.335159
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
423640,
416712,
311527,
427296,
381060,
442850
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752777300000,
"first_datapoint_time": 1752844500000,
"last_datapoint_time": 1760277000000,
"evaluation_time": 1760277157744,
"expiration_time": 1766757000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 225,
"offset": 0,
"a": 0.61833
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 103,
"offset": 0,
"std": 4.78675
}
}
}
| # | 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) |
|---|