| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 176963.2687 | 159885.9376 | 17077.3312 | 34069.3784 | 24924.003 | 9145.3755 |
| Total P&L (%) | 176.9633 | 159.8859 | 17.0773 | 34.0694 | 24.924 | 9.1454 |
| Avg Daily Profit (%) | 0.1699 | 0.1535 | 0.0164 | 0.0282 | 0.0214 | 0.0084 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116118 | -108599 | -18572 | -87562 | -91197 | -27694 |
| Profit Factor | 1.4385 | 1.4916 | 1.2181 | 1.0837 | 1.0768 | 1.1107 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
| Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
| Profitability (%) | 43.75 | 50 | 37.5 | 43.75 | 50 | 37.5 |
| Ratio Avg Win / Avg Loss | 1.8495 | 1.4916 | 2.0302 | 1.3933 | 1.0768 | 1.8512 |
| Largest Winning Trade | 80702 | 80702 | 13434 | 54317 | 54317 | 18341 |
| Largest Losing Trade | -41222 | -41222 | -12330 | -48878 | -48878 | -20617 |
| Avg Bars in Trades | 298 | 561 | 36 | 298 | 561 | 36 |
| Avg Bars in Winners | 247 | 397 | 48 | 247 | 397 | 48 |
| Avg Bars in Losers | 338 | 726 | 28 | 338 | 726 | 28 |
| Bars Traded | 23918 | 22470 | 1448 | 23918 | 22470 | 1448 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -16802 | 306228 | -183923 | -312733 | -303977 | -449817 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670223600000,
"first_datapoint_time": 1671105600000,
"last_datapoint_time": 1760223600000,
"evaluation_time": 1760225416508,
"expiration_time": 1766703600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 246,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
176963.2687376343,
159885.9375772294,
17077.3311604051,
34069.3784422788,
24924.0029913591,
9145.3754509196
],
[
176.963269,
159.885938,
17.077331,
34.069378,
24.924003,
9.145375
],
[
0.169884,
0.15349,
0.016394,
0.02815,
0.021366,
0.008401
],
[
10,
10,
10,
10,
10,
10
],
[
-116118,
-108599,
-18572,
-87562,
-91197,
-27694
],
[
1.438534,
1.49158,
1.218146,
1.083658,
1.076769,
1.11074
],
[
80,
40,
40,
80,
40,
40
],
[
35,
20,
15,
35,
20,
15
],
[
45,
20,
25,
45,
20,
25
],
[
43.75,
50,
37.5,
43.75,
50,
37.5
],
[
1.849544,
1.49158,
2.030243,
1.393274,
1.076769,
1.851233
],
[
80702,
80702,
13434,
54317,
54317,
18341
],
[
-41222,
-41222,
-12330,
-48878,
-48878,
-20617
],
[
298,
561,
36,
298,
561,
36
],
[
247,
397,
48,
247,
397,
48
],
[
338,
726,
28,
338,
726,
28
],
[
23918,
22470,
1448,
23918,
22470,
1448
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-16802,
306228,
-183923,
-312733,
-303977,
-449817
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670223600000,
"first_datapoint_time": 1671105600000,
"last_datapoint_time": 1760223600000,
"evaluation_time": 1760225416508,
"expiration_time": 1766703600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 246,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|