| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 443681.1613 | 265943.6183 | 177737.543 | 962138.4581 | 708437.3933 | 253701.0648 |
| Total P&L (%) | 443.6812 | 265.9436 | 177.7375 | 962.1385 | 708.4374 | 253.7011 |
| Avg Daily Profit (%) | 0.2633 | 0.1578 | 0.1055 | 0.1403 | 0.1241 | 0.075 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -71925 | -94798 | -60380 | -362727 | -132640 | -370284 |
| Profit Factor | 1.6516 | 1.811 | 1.5035 | 1.6325 | 2.0967 | 1.2899 |
| Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
| Winning Trades | 71 | 29 | 42 | 71 | 29 | 42 |
| Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
| Profitability (%) | 39.011 | 31.8681 | 46.1538 | 39.011 | 31.8681 | 46.1538 |
| Ratio Avg Win / Avg Loss | 2.5821 | 3.8718 | 1.7541 | 2.5523 | 4.4826 | 1.5049 |
| Largest Winning Trade | 101117 | 101117 | 47896 | 257638 | 257638 | 191665 |
| Largest Losing Trade | -41206 | -21177 | -41206 | -108842 | -93151 | -108842 |
| Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Winners | 31 | 34 | 28 | 31 | 34 | 28 |
| Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
| Bars Traded | 3331 | 1642 | 1689 | 3331 | 1642 | 1689 |
| Profit Streak | 13.8969 | 36.8969 | 0 | 13.8969 | 36.8969 | 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 | 318426 | 165648 | -51254 | -4639 | -29018 | -93201 |
{
"trading_pair": "CAKE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3370,
"evaluation_days": 1685,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614729600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759267896072,
"expiration_time": 1763601120000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 5,
"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": [
[
443681.161309147,
265943.6183115878,
177737.5429975592,
962138.4581414494,
708437.393342913,
253701.0647985361
],
[
443.681161,
265.943618,
177.737543,
962.138458,
708.437393,
253.701065
],
[
0.263312,
0.15783,
0.105482,
0.140328,
0.124109,
0.075
],
[
10,
10,
10,
10,
10,
10
],
[
-71925,
-94798,
-60380,
-362727,
-132640,
-370284
],
[
1.651586,
1.810996,
1.503503,
1.632549,
2.096678,
1.289923
],
[
182,
91,
91,
182,
91,
91
],
[
71,
29,
42,
71,
29,
42
],
[
111,
62,
49,
111,
62,
49
],
[
39.010989,
31.868132,
46.153846,
39.010989,
31.868132,
46.153846
],
[
2.582057,
3.871784,
1.754086,
2.552295,
4.482553,
1.50491
],
[
101117,
101117,
47896,
257638,
257638,
191665
],
[
-41206,
-21177,
-41206,
-108842,
-93151,
-108842
],
[
18,
18,
18,
18,
18,
18
],
[
31,
34,
28,
31,
34,
28
],
[
10,
10,
10,
10,
10,
10
],
[
3331,
1642,
1689,
3331,
1642,
1689
],
[
13.896945,
36.896945,
0,
13.896945,
36.896945,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
318426,
165648,
-51254,
-4639,
-29018,
-93201
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3370,
"evaluation_days": 1685,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614729600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759267896072,
"expiration_time": 1763601120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 5,
"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) |
|---|