| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 563588.3521 | 331165.4629 | 232422.8892 | 7603374.9327 | 5791311.5584 | 1812063.3742 |
| Total P&L (%) | 563.5884 | 331.1655 | 232.4229 | 7603.3749 | 5791.3116 | 1812.0634 |
| Avg Daily Profit (%) | 0.541 | 0.3179 | 0.2231 | 0.4179 | 0.3921 | 0.2837 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -47468 | -44767 | -37567 | -3405821 | -1357210 | -3049531 |
| Profit Factor | 2.2517 | 2.518 | 2.0014 | 1.6938 | 2.2083 | 1.2939 |
| Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
| Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
| Losing Trades | 131 | 70 | 61 | 131 | 70 | 61 |
| Profitability (%) | 41.5179 | 37.5 | 45.5357 | 41.5179 | 37.5 | 45.5357 |
| Ratio Avg Win / Avg Loss | 3.1718 | 4.1967 | 2.3938 | 2.3859 | 3.6805 | 1.5476 |
| Largest Winning Trade | 66685 | 66685 | 36481 | 2647815 | 2647815 | 2103345 |
| Largest Losing Trade | -16756 | -12909 | -16756 | -833464 | -833464 | -623411 |
| Avg Bars in Trades | 110 | 105 | 115 | 110 | 105 | 115 |
| Avg Bars in Winners | 187 | 179 | 195 | 187 | 179 | 195 |
| Avg Bars in Losers | 56 | 61 | 49 | 56 | 61 | 49 |
| Bars Traded | 24821 | 11838 | 12983 | 24821 | 11838 | 12983 |
| Profit Streak | 8.9409 | 0 | 9.0659 | 8.9409 | 0 | 9.0659 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 496112 | 299213 | 370698 | 419467 | 315511 | 309096 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669528800000,
"first_datapoint_time": 1669888800000,
"last_datapoint_time": 1759528800000,
"evaluation_time": 1759530894595,
"expiration_time": 1766008800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 101,
"offset": 0,
"a": 0.60955
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 54,
"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": [
[
563588.352113202,
331165.4628801972,
232422.8892330053,
7603374.932657445,
5791311.558446594,
1812063.3742108506
],
[
563.588352,
331.165463,
232.422889,
7603.374933,
5791.311558,
1812.063374
],
[
0.541043,
0.317918,
0.223125,
0.417917,
0.392067,
0.283674
],
[
10,
10,
10,
10,
10,
10
],
[
-47468,
-44767,
-37567,
-3405821,
-1357210,
-3049531
],
[
2.251722,
2.518028,
2.001412,
1.69382,
2.208311,
1.293889
],
[
224,
112,
112,
224,
112,
112
],
[
93,
42,
51,
93,
42,
51
],
[
131,
70,
61,
131,
70,
61
],
[
41.517857,
37.5,
45.535714,
41.517857,
37.5,
45.535714
],
[
3.171781,
4.196713,
2.393846,
2.385918,
3.680518,
1.547592
],
[
66685,
66685,
36481,
2647815,
2647815,
2103345
],
[
-16756,
-12909,
-16756,
-833464,
-833464,
-623411
],
[
110,
105,
115,
110,
105,
115
],
[
187,
179,
195,
187,
179,
195
],
[
56,
61,
49,
56,
61,
49
],
[
24821,
11838,
12983,
24821,
11838,
12983
],
[
8.94091,
0,
9.06591,
8.94091,
0,
9.06591
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
496112,
299213,
370698,
419467,
315511,
309096
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669528800000,
"first_datapoint_time": 1669888800000,
"last_datapoint_time": 1759528800000,
"evaluation_time": 1759530894595,
"expiration_time": 1766008800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 101,
"offset": 0,
"a": 0.60955
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 54,
"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) |
|---|