| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 257724.8858 | 196416.5471 | 61308.3386 | 159238.8458 | 202187.2412 | -42948.3955 |
| Total P&L (%) | 257.7249 | 196.4165 | 61.3083 | 159.2388 | 202.1872 | -42.9484 |
| Avg Daily Profit (%) | 0.2474 | 0.1886 | 0.0589 | 0.0915 | 0.1062 | -0.0539 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97606 | -76041 | -71823 | -424331 | -153611 | -285349 |
| Profit Factor | 1.3877 | 1.6105 | 1.1787 | 1.1394 | 1.3973 | 0.9322 |
| Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
| Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Losing Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Profitability (%) | 46.2366 | 46.2366 | 46.2366 | 46.2366 | 46.2366 | 46.2366 |
| Ratio Avg Win / Avg Loss | 1.6136 | 1.8727 | 1.3706 | 1.3249 | 1.6248 | 1.0839 |
| Largest Winning Trade | 97700 | 97700 | 38534 | 147961 | 147961 | 125861 |
| Largest Losing Trade | -32771 | -32771 | -31421 | -117300 | -99813 | -117300 |
| Avg Bars in Trades | 132 | 136 | 128 | 132 | 136 | 128 |
| Avg Bars in Winners | 180 | 190 | 171 | 180 | 190 | 171 |
| Avg Bars in Losers | 91 | 90 | 92 | 91 | 90 | 92 |
| Bars Traded | 24704 | 12712 | 11992 | 24704 | 12712 | 11992 |
| 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 | 333632 | 316894 | -140649 | -138472 | -51152 | -580880 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669341600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758905588513,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 132,
"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": [
[
257724.8857823545,
196416.5471386228,
61308.3386437318,
159238.8457750742,
202187.2412470045,
-42948.3954719304
],
[
257.724886,
196.416547,
61.308339,
159.238846,
202.187241,
-42.948395
],
[
0.247427,
0.188568,
0.058859,
0.091494,
0.106225,
-0.053864
],
[
10,
10,
10,
10,
10,
10
],
[
-97606,
-76041,
-71823,
-424331,
-153611,
-285349
],
[
1.387665,
1.610547,
1.178686,
1.139417,
1.397298,
0.93218
],
[
186,
93,
93,
186,
93,
93
],
[
86,
43,
43,
86,
43,
43
],
[
100,
50,
50,
100,
50,
50
],
[
46.236559,
46.236559,
46.236559,
46.236559,
46.236559,
46.236559
],
[
1.613564,
1.872729,
1.370565,
1.324903,
1.624765,
1.083931
],
[
97700,
97700,
38534,
147961,
147961,
125861
],
[
-32771,
-32771,
-31421,
-117300,
-99813,
-117300
],
[
132,
136,
128,
132,
136,
128
],
[
180,
190,
171,
180,
190,
171
],
[
91,
90,
92,
91,
90,
92
],
[
24704,
12712,
11992,
24704,
12712,
11992
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333632,
316894,
-140649,
-138472,
-51152,
-580880
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669341600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758905588513,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 132,
"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) |
|---|