| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 682912.1212 | 395870.6107 | 287041.5105 | 9221139.1356 | 10615796.7897 | -1394657.6542 |
| Total P&L (%) | 682.9121 | 395.8706 | 287.0415 | 9221.1391 | 10615.7968 | -1394.6577 |
| Avg Daily Profit (%) | 0.4053 | 0.2349 | 0.1704 | 0.2695 | 0.2778 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107201 | -92826 | -67065 | -16779057 | -5643202 | -12545138 |
| Profit Factor | 1.7569 | 1.8964 | 1.6233 | 1.2903 | 1.7688 | 0.9223 |
| Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
| Winning Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Losing Trades | 142 | 72 | 70 | 142 | 72 | 70 |
| Profitability (%) | 46.0076 | 45.4545 | 46.5649 | 46.0076 | 45.4545 | 46.5649 |
| Ratio Avg Win / Avg Loss | 2.0619 | 2.2756 | 1.8628 | 1.5143 | 2.1225 | 1.0584 |
| Largest Winning Trade | 74109 | 74109 | 56704 | 6065392 | 6065392 | 4551997 |
| Largest Losing Trade | -33484 | -18672 | -33484 | -4905279 | -3735505 | -4905279 |
| Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
| Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
| Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
| Bars Traded | 3330 | 1608 | 1722 | 3330 | 1608 | 1722 |
| Profit Streak | 13.6777 | 36.1777 | 0 | 13.6777 | 36.1777 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 497691 | 405490 | 330338 | 376879 | 424812 | -580376 |
{
"trading_pair": "CAKE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3370,
"evaluation_days": 1685,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1613692800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759248951807,
"expiration_time": 1763601120000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 35,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
682912.1211781249,
395870.6107077752,
287041.5104703502,
9221139.135576826,
10615796.789739933,
-1394657.6541631073
],
[
682.912121,
395.870611,
287.04151,
9221.139136,
10615.79679,
-1394.657654
],
[
0.405289,
0.234938,
0.170351,
0.269494,
0.277792,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-107201,
-92826,
-67065,
-16779057,
-5643202,
-12545138
],
[
1.756942,
1.896353,
1.623255,
1.290337,
1.768764,
0.922309
],
[
263,
132,
131,
263,
132,
131
],
[
121,
60,
61,
121,
60,
61
],
[
142,
72,
70,
142,
72,
70
],
[
46.007605,
45.454545,
46.564885,
46.007605,
45.454545,
46.564885
],
[
2.061866,
2.275623,
1.862751,
1.51428,
2.122517,
1.058387
],
[
74109,
74109,
56704,
6065392,
6065392,
4551997
],
[
-33484,
-18672,
-33484,
-4905279,
-3735505,
-4905279
],
[
12,
12,
13,
12,
12,
13
],
[
16,
14,
18,
16,
14,
18
],
[
9,
10,
8,
9,
10,
8
],
[
3330,
1608,
1722,
3330,
1608,
1722
],
[
13.677683,
36.177683,
0,
13.677683,
36.177683,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
497691,
405490,
330338,
376879,
424812,
-580376
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3370,
"evaluation_days": 1685,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1613692800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759248951807,
"expiration_time": 1763601120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 35,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|