Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401569.4737 | 252507.2985 | 149062.1752 | 1557121.4716 | 1272740.272 | 284381.1996 |
Total P&L (%) | 401.5695 | 252.5073 | 149.0622 | 1557.1215 | 1272.7403 | 284.3812 |
Avg Daily Profit (%) | 0.3855 | 0.2424 | 0.1431 | 0.2699 | 0.2518 | 0.1294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48287 | -58613 | -40960 | -713680 | -263770 | -613122 |
Profit Factor | 1.9205 | 2.1474 | 1.6896 | 1.5804 | 2.0536 | 1.1928 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Profitability (%) | 41.8478 | 38.0435 | 45.6522 | 41.8478 | 38.0435 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.6688 | 3.4971 | 2.0114 | 2.1961 | 3.3445 | 1.42 |
Largest Winning Trade | 80668 | 80668 | 48774 | 673223 | 673223 | 360824 |
Largest Losing Trade | -15902 | -15902 | -12553 | -216087 | -201413 | -216087 |
Avg Bars in Trades | 134 | 126 | 142 | 134 | 126 | 142 |
Avg Bars in Winners | 219 | 205 | 230 | 219 | 205 | 230 |
Avg Bars in Losers | 73 | 77 | 68 | 73 | 77 | 68 |
Bars Traded | 24707 | 11597 | 13110 | 24707 | 11597 | 13110 |
Profit Streak | 8.3677 | 31.1593 | 0 | 8.3677 | 31.1593 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407482 | 291953 | -796 | 360322 | 303324 | -30790 |
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669294800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758858567076, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 59, "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": [ [ 401569.4736509501, 252507.2984881831, 149062.1751627671, 1557121.4715931525, 1272740.2720202017, 284381.1995729509 ], [ 401.569474, 252.507298, 149.062175, 1557.121472, 1272.740272, 284.3812 ], [ 0.385524, 0.242418, 0.143106, 0.269912, 0.25179, 0.12935 ], [ 10, 10, 10, 10, 10, 10 ], [ -48287, -58613, -40960, -713680, -263770, -613122 ], [ 1.920506, 2.147356, 1.689556, 1.580363, 2.053613, 1.192796 ], [ 184, 92, 92, 184, 92, 92 ], [ 77, 35, 42, 77, 35, 42 ], [ 107, 57, 50, 107, 57, 50 ], [ 41.847826, 38.043478, 45.652174, 41.847826, 38.043478, 45.652174 ], [ 2.668754, 3.497123, 2.011376, 2.196089, 3.344455, 1.419996 ], [ 80668, 80668, 48774, 673223, 673223, 360824 ], [ -15902, -15902, -12553, -216087, -201413, -216087 ], [ 134, 126, 142, 134, 126, 142 ], [ 219, 205, 230, 219, 205, 230 ], [ 73, 77, 68, 73, 77, 68 ], [ 24707, 11597, 13110, 24707, 11597, 13110 ], [ 8.367674, 31.159341, 0, 8.367674, 31.159341, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407482, 291953, -796, 360322, 303324, -30790 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669294800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758858567076, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 59, "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) |
---|