Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511134.4079 | 312941.3474 | 198193.0606 | 4197742.5857 | 3396807.3299 | 800935.2558 |
Total P&L (%) | 511.1344 | 312.9413 | 198.1931 | 4197.7426 | 3396.8073 | 800.9353 |
Avg Daily Profit (%) | 0.4907 | 0.3004 | 0.1903 | 0.3617 | 0.3418 | 0.2113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50866 | -76523 | -57293 | -2381459 | -799361 | -1594585 |
Profit Factor | 1.771 | 2.0081 | 1.5623 | 1.4986 | 1.9473 | 1.1657 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 125 | 57 | 68 | 125 | 57 | 68 |
Losing Trades | 231 | 121 | 110 | 231 | 121 | 110 |
Profitability (%) | 35.1124 | 32.0225 | 38.2022 | 35.1124 | 32.0225 | 38.2022 |
Ratio Avg Win / Avg Loss | 3.2729 | 4.2628 | 2.5272 | 2.7694 | 4.1337 | 1.8857 |
Largest Winning Trade | 60702 | 60702 | 31604 | 1400019 | 1400019 | 1002223 |
Largest Losing Trade | -14533 | -14533 | -11146 | -422525 | -314435 | -422525 |
Avg Bars in Trades | 69 | 65 | 73 | 69 | 65 | 73 |
Avg Bars in Winners | 131 | 124 | 137 | 131 | 124 | 137 |
Avg Bars in Losers | 36 | 38 | 34 | 36 | 38 | 34 |
Bars Traded | 24869 | 11710 | 13160 | 24869 | 11710 | 13160 |
Profit Streak | 8.9592 | 28.0009 | 0 | 8.9592 | 28.0009 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382351 | 240873 | 220478 | 308465 | 264383 | -33198 |
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669003200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758852077471, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 12, "offset": 0, "std": 4.80945 } } }
{ "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": [ [ 511134.4079454028, 312941.3473806717, 198193.0605647318, 4197742.585699879, 3396807.3299311367, 800935.2557687436 ], [ 511.134408, 312.941347, 198.193061, 4197.742586, 3396.80733, 800.935256 ], [ 0.490711, 0.300437, 0.190274, 0.361694, 0.341824, 0.211266 ], [ 10, 10, 10, 10, 10, 10 ], [ -50866, -76523, -57293, -2381459, -799361, -1594585 ], [ 1.771043, 2.008079, 1.562282, 1.49861, 1.947266, 1.165723 ], [ 356, 178, 178, 356, 178, 178 ], [ 125, 57, 68, 125, 57, 68 ], [ 231, 121, 110, 231, 121, 110 ], [ 35.11236, 32.022472, 38.202247, 35.11236, 32.022472, 38.202247 ], [ 3.272887, 4.262765, 2.527221, 2.769432, 4.13367, 1.885728 ], [ 60702, 60702, 31604, 1400019, 1400019, 1002223 ], [ -14533, -14533, -11146, -422525, -314435, -422525 ], [ 69, 65, 73, 69, 65, 73 ], [ 131, 124, 137, 131, 124, 137 ], [ 36, 38, 34, 36, 38, 34 ], [ 24869, 11710, 13160, 24869, 11710, 13160 ], [ 8.95923, 28.000897, 0, 8.95923, 28.000897, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 382351, 240873, 220478, 308465, 264383, -33198 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669003200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758852077471, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 12, "offset": 0, "std": 4.80945 } } }
# | 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) |
---|