Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273130.1446 | 190557.5779 | 82572.5667 | 335966.6873 | 439484.9344 | -103518.2471 |
Total P&L (%) | 273.1301 | 190.5576 | 82.5726 | 335.9667 | 439.4849 | -103.5182 |
Avg Daily Profit (%) | 0.2622 | 0.1829 | 0.0793 | 0.1415 | 0.1619 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94581 | -75306 | -72349 | -746839 | -298852 | -587308 |
Profit Factor | 1.2686 | 1.3803 | 1.1601 | 1.1075 | 1.298 | 0.9373 |
Total Trades | 730 | 365 | 365 | 730 | 365 | 365 |
Winning Trades | 330 | 151 | 179 | 330 | 151 | 179 |
Losing Trades | 400 | 214 | 186 | 400 | 214 | 186 |
Profitability (%) | 45.2055 | 41.3699 | 49.0411 | 45.2055 | 41.3699 | 49.0411 |
Ratio Avg Win / Avg Loss | 1.5378 | 1.9563 | 1.2055 | 1.3424 | 1.8396 | 0.9739 |
Largest Winning Trade | 58813 | 58813 | 47080 | 427769 | 427769 | 233450 |
Largest Losing Trade | -15909 | -15909 | -13977 | -109903 | -109903 | -93484 |
Avg Bars in Trades | 33 | 30 | 37 | 33 | 30 | 37 |
Avg Bars in Winners | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 24733 | 11183 | 13549 | 24733 | 11183 | 13549 |
Profit Streak | 2.3479 | 4.1812 | 0 | 2.3479 | 4.1812 | 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 | 336542 | 255833 | -130523 | -106278 | 231266 | -579798 |
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669291200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758889254499, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 273130.144627582, 190557.5779146111, 82572.5667129709, 335966.6873193237, 439484.9343928484, -103518.2470735251 ], [ 273.130145, 190.557578, 82.572567, 335.966687, 439.484934, -103.518247 ], [ 0.262217, 0.182943, 0.079273, 0.141456, 0.161941, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -94581, -75306, -72349, -746839, -298852, -587308 ], [ 1.268643, 1.380345, 1.160121, 1.107504, 1.298048, 0.937284 ], [ 730, 365, 365, 730, 365, 365 ], [ 330, 151, 179, 330, 151, 179 ], [ 400, 214, 186, 400, 214, 186 ], [ 45.205479, 41.369863, 49.041096, 45.205479, 41.369863, 49.041096 ], [ 1.53775, 1.95625, 1.205489, 1.34243, 1.839617, 0.973938 ], [ 58813, 58813, 47080, 427769, 427769, 233450 ], [ -15909, -15909, -13977, -109903, -109903, -93484 ], [ 33, 30, 37, 33, 30, 37 ], [ 43, 36, 50, 43, 36, 50 ], [ 25, 26, 24, 25, 26, 24 ], [ 24733, 11183, 13549, 24733, 11183, 13549 ], [ 2.347853, 4.181186, 0, 2.347853, 4.181186, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336542, 255833, -130523, -106278, 231266, -579798 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669291200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758889254499, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|