| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 489353.0583 | 285403.4671 | 203949.5912 | 4680912.3737 | 3399813.9604 | 1281098.4133 |
| Total P&L (%) | 489.3531 | 285.4035 | 203.9496 | 4680.9124 | 3399.814 | 1281.0984 |
| Avg Daily Profit (%) | 0.4698 | 0.274 | 0.1958 | 0.3719 | 0.3419 | 0.2524 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -33125 | -43354 | -33346 | -1880550 | -672678 | -1776242 |
| Profit Factor | 2.288 | 2.5152 | 2.0646 | 1.7752 | 2.3473 | 1.3645 |
| Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
| Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
| Losing Trades | 127 | 65 | 62 | 127 | 65 | 62 |
| Profitability (%) | 40.0943 | 38.6792 | 41.5094 | 40.0943 | 38.6792 | 41.5094 |
| Ratio Avg Win / Avg Loss | 3.4185 | 3.9875 | 2.9092 | 2.6523 | 3.7213 | 1.9227 |
| Largest Winning Trade | 79100 | 79100 | 47950 | 1771178 | 1771178 | 1061815 |
| Largest Losing Trade | -11585 | -11585 | -9048 | -478043 | -371908 | -478043 |
| Avg Bars in Trades | 115 | 98 | 133 | 115 | 98 | 133 |
| Avg Bars in Winners | 209 | 176 | 240 | 209 | 176 | 240 |
| Avg Bars in Losers | 53 | 49 | 57 | 53 | 49 | 57 |
| Bars Traded | 24565 | 10454 | 14111 | 24565 | 10454 | 14111 |
| 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 | 415453 | 301444 | 285701 | 364723 | 325669 | 234014 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669255200000,
"first_datapoint_time": 1670029200000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759258840764,
"expiration_time": 1765735200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 47,
"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": [
[
489353.0582629687,
285403.4670664516,
203949.5911965166,
4680912.373749236,
3399813.9604239874,
1281098.4133252506
],
[
489.353058,
285.403467,
203.949591,
4680.912374,
3399.81396,
1281.098413
],
[
0.469777,
0.273986,
0.195791,
0.371942,
0.34189,
0.252362
],
[
10,
10,
10,
10,
10,
10
],
[
-33125,
-43354,
-33346,
-1880550,
-672678,
-1776242
],
[
2.28798,
2.515197,
2.064579,
1.775177,
2.34725,
1.364467
],
[
212,
106,
106,
212,
106,
106
],
[
85,
41,
44,
85,
41,
44
],
[
127,
65,
62,
127,
65,
62
],
[
40.09434,
38.679245,
41.509434,
40.09434,
38.679245,
41.509434
],
[
3.418511,
3.987507,
2.909179,
2.652323,
3.721251,
1.922658
],
[
79100,
79100,
47950,
1771178,
1771178,
1061815
],
[
-11585,
-11585,
-9048,
-478043,
-371908,
-478043
],
[
115,
98,
133,
115,
98,
133
],
[
209,
176,
240,
209,
176,
240
],
[
53,
49,
57,
53,
49,
57
],
[
24565,
10454,
14111,
24565,
10454,
14111
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
415453,
301444,
285701,
364723,
325669,
234014
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669255200000,
"first_datapoint_time": 1670029200000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759258840764,
"expiration_time": 1765735200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 47,
"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) |
|---|