| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 550633.2965 | 331973.0094 | 218660.2871 | 5713320.6365 | 5103287.1317 | 610033.5048 |
| Total P&L (%) | 550.6333 | 331.973 | 218.6603 | 5713.3206 | 5103.2871 | 610.0335 |
| Avg Daily Profit (%) | 0.5286 | 0.3187 | 0.2099 | 0.3908 | 0.3801 | 0.1884 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -52978 | -51276 | -40847 | -4377448 | -1490952 | -3471420 |
| Profit Factor | 2.0313 | 2.2399 | 1.8215 | 1.3883 | 1.7403 | 1.078 |
| Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
| Winning Trades | 108 | 47 | 61 | 108 | 47 | 61 |
| Losing Trades | 127 | 70 | 57 | 127 | 70 | 57 |
| Profitability (%) | 45.9574 | 40.1709 | 51.6949 | 45.9574 | 40.1709 | 51.6949 |
| Ratio Avg Win / Avg Loss | 2.3886 | 3.336 | 1.702 | 1.6325 | 2.5919 | 1.0073 |
| Largest Winning Trade | 87107 | 87107 | 32244 | 2991662 | 2991662 | 1648847 |
| Largest Losing Trade | -19614 | -15089 | -19614 | -1307127 | -927645 | -1307127 |
| Avg Bars in Trades | 105 | 100 | 110 | 105 | 100 | 110 |
| Avg Bars in Winners | 157 | 161 | 154 | 157 | 161 | 154 |
| Avg Bars in Losers | 60 | 59 | 62 | 60 | 59 | 62 |
| Bars Traded | 24739 | 11743 | 12996 | 24739 | 11743 | 12996 |
| 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 | 517124 | 317991 | 401060 | 398169 | 317173 | -126816 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669640400000,
"first_datapoint_time": 1670130000000,
"last_datapoint_time": 1759640400000,
"evaluation_time": 1759643095246,
"expiration_time": 1766120400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 108,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
550633.2965241108,
331973.0094214873,
218660.2871026235,
5713320.636511007,
5103287.131749938,
610033.5047610687
],
[
550.633297,
331.973009,
218.660287,
5713.320637,
5103.287132,
610.033505
],
[
0.528606,
0.318693,
0.209913,
0.390783,
0.380099,
0.18835
],
[
10,
10,
10,
10,
10,
10
],
[
-52978,
-51276,
-40847,
-4377448,
-1490952,
-3471420
],
[
2.031283,
2.239894,
1.821453,
1.388252,
1.740253,
1.077994
],
[
235,
117,
118,
235,
117,
118
],
[
108,
47,
61,
108,
47,
61
],
[
127,
70,
57,
127,
70,
57
],
[
45.957447,
40.17094,
51.694915,
45.957447,
40.17094,
51.694915
],
[
2.388639,
3.336013,
1.702014,
1.632482,
2.591867,
1.007306
],
[
87107,
87107,
32244,
2991662,
2991662,
1648847
],
[
-19614,
-15089,
-19614,
-1307127,
-927645,
-1307127
],
[
105,
100,
110,
105,
100,
110
],
[
157,
161,
154,
157,
161,
154
],
[
60,
59,
62,
60,
59,
62
],
[
24739,
11743,
12996,
24739,
11743,
12996
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
517124,
317991,
401060,
398169,
317173,
-126816
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669640400000,
"first_datapoint_time": 1670130000000,
"last_datapoint_time": 1759640400000,
"evaluation_time": 1759643095246,
"expiration_time": 1766120400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 108,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|