Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356965.8597 | 229870.4462 | 127095.4135 | 445537.5532 | 535651.3834 | -90113.8302 |
Total P&L (%) | 356.9659 | 229.8704 | 127.0954 | 445.5376 | 535.6514 | -90.1138 |
Avg Daily Profit (%) | 0.2113 | 0.1361 | 0.0752 | 0.1005 | 0.1096 | -0.1369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95941 | -77876 | -68337 | -999992 | -430273 | -733468 |
Profit Factor | 1.5747 | 1.8291 | 1.3696 | 1.1052 | 1.2892 | 0.9622 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 43.4483 | 40.2778 | 46.5753 | 43.4483 | 40.2778 | 46.5753 |
Ratio Avg Win / Avg Loss | 2.0496 | 2.712 | 1.571 | 1.4385 | 1.9116 | 1.1037 |
Largest Winning Trade | 100947 | 100947 | 54786 | 550590 | 550590 | 265303 |
Largest Losing Trade | -39146 | -24855 | -39146 | -532076 | -186123 | -532076 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3323 | 1581 | 1742 | 3323 | 1581 | 1742 |
Profit Streak | 0 | 36.7992 | 0 | 0 | 36.7992 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313388 | -90287 | -163866 | -165472 | -127596 | -652123 |
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3378, "evaluation_days": 1689, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1615291200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759605050572, "expiration_time": 1763957088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "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": [ [ 356965.8597031951, 229870.4461837109, 127095.4135194841, 445537.5532279905, 535651.3834472046, -90113.8302192144 ], [ 356.96586, 229.870446, 127.095414, 445.537553, 535.651383, -90.11383 ], [ 0.211347, 0.136099, 0.075249, 0.100501, 0.109561, -0.136912 ], [ 10, 10, 10, 10, 10, 10 ], [ -95941, -77876, -68337, -999992, -430273, -733468 ], [ 1.574681, 1.829056, 1.369584, 1.105224, 1.289223, 0.962171 ], [ 145, 72, 73, 145, 72, 73 ], [ 63, 29, 34, 63, 29, 34 ], [ 82, 43, 39, 82, 43, 39 ], [ 43.448276, 40.277778, 46.575342, 43.448276, 40.277778, 46.575342 ], [ 2.049584, 2.712048, 1.570994, 1.438546, 1.911607, 1.103667 ], [ 100947, 100947, 54786, 550590, 550590, 265303 ], [ -39146, -24855, -39146, -532076, -186123, -532076 ], [ 22, 21, 23, 22, 21, 23 ], [ 33, 32, 34, 33, 32, 34 ], [ 14, 14, 14, 14, 14, 14 ], [ 3323, 1581, 1742, 3323, 1581, 1742 ], [ 0, 36.799196, 0, 0, 36.799196, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313388, -90287, -163866, -165472, -127596, -652123 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3378, "evaluation_days": 1689, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1615291200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759605050572, "expiration_time": 1763957088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "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) |
---|