Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355370.1839 | 234848.026 | 120522.1579 | 961077.3749 | 917177.1709 | 43900.2039 |
Total P&L (%) | 355.3702 | 234.848 | 120.5222 | 961.0774 | 917.1772 | 43.9002 |
Avg Daily Profit (%) | 0.3412 | 0.2255 | 0.1157 | 0.227 | 0.2229 | 0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56487 | -56201 | -55827 | -918582 | -353173 | -897958 |
Profit Factor | 1.9626 | 2.3136 | 1.633 | 1.3537 | 1.8047 | 1.0278 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 38.6207 | 36.1111 | 41.0959 | 38.6207 | 36.1111 | 41.0959 |
Ratio Avg Win / Avg Loss | 3.1191 | 4.0932 | 2.3406 | 2.1515 | 3.1929 | 1.4732 |
Largest Winning Trade | 120800 | 120800 | 52478 | 387837 | 387837 | 330445 |
Largest Losing Trade | -18406 | -14348 | -18406 | -239373 | -159561 | -239373 |
Avg Bars in Trades | 170 | 149 | 191 | 170 | 149 | 191 |
Avg Bars in Winners | 329 | 301 | 354 | 329 | 301 | 354 |
Avg Bars in Losers | 70 | 63 | 77 | 70 | 63 | 77 |
Bars Traded | 24733 | 10760 | 13973 | 24733 | 10760 | 13973 |
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 | 306503 | -72615 | -110867 | 207011 | -73202 | -413415 |
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669651200000, "first_datapoint_time": 1670043600000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759653473328, "expiration_time": 1766131200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 110, "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": [ [ 355370.1839033319, 234848.0260080079, 120522.1578953239, 961077.3748577738, 917177.1709457238, 43900.203912051 ], [ 355.370184, 234.848026, 120.522158, 961.077375, 917.177171, 43.900204 ], [ 0.341154, 0.225453, 0.115701, 0.226996, 0.222931, 0.034945 ], [ 10, 10, 10, 10, 10, 10 ], [ -56487, -56201, -55827, -918582, -353173, -897958 ], [ 1.962584, 2.313552, 1.63301, 1.353746, 1.804656, 1.027837 ], [ 145, 72, 73, 145, 72, 73 ], [ 56, 26, 30, 56, 26, 30 ], [ 89, 46, 43, 89, 46, 43 ], [ 38.62069, 36.111111, 41.09589, 38.62069, 36.111111, 41.09589 ], [ 3.119106, 4.093208, 2.340648, 2.151489, 3.192852, 1.473234 ], [ 120800, 120800, 52478, 387837, 387837, 330445 ], [ -18406, -14348, -18406, -239373, -159561, -239373 ], [ 170, 149, 191, 170, 149, 191 ], [ 329, 301, 354, 329, 301, 354 ], [ 70, 63, 77, 70, 63, 77 ], [ 24733, 10760, 13973, 24733, 10760, 13973 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306503, -72615, -110867, 207011, -73202, -413415 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669651200000, "first_datapoint_time": 1670043600000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759653473328, "expiration_time": 1766131200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 110, "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) |
---|