Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538670.2058 | 317879.6099 | 220790.5959 | 2439833.1777 | 1972158.9151 | 467674.2625 |
Total P&L (%) | 538.6702 | 317.8796 | 220.7906 | 2439.8332 | 1972.1589 | 467.6743 |
Avg Daily Profit (%) | 0.3208 | 0.1893 | 0.1315 | 0.1928 | 0.1807 | 0.1035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72852 | -96379 | -51033 | -2172446 | -699914 | -2054123 |
Profit Factor | 1.719 | 1.8262 | 1.6059 | 1.3425 | 1.6241 | 1.118 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 125 | 66 | 59 | 125 | 66 | 59 |
Profitability (%) | 42.3963 | 38.8889 | 45.8716 | 42.3963 | 38.8889 | 45.8716 |
Ratio Avg Win / Avg Loss | 2.3356 | 2.8697 | 1.8949 | 1.824 | 2.5522 | 1.3192 |
Largest Winning Trade | 81051 | 81051 | 48413 | 1158357 | 1158357 | 1049530 |
Largest Losing Trade | -33301 | -21585 | -33301 | -523892 | -523892 | -423511 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 3331 | 1621 | 1710 | 3331 | 1621 | 1710 |
Profit Streak | 0 | 30.2067 | 0 | 0 | 30.2067 | 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 | 388259 | 260093 | -16023 | 283959 | 258402 | -147182 |
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3358, "evaluation_days": 1679, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1613995200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862655643, "expiration_time": 1763067168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 4.17618 } } }
{ "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": [ [ 538670.2058109529, 317879.6099156762, 220790.5958952767, 2439833.1776579907, 1972158.9151103722, 467674.2625476201 ], [ 538.670206, 317.87961, 220.790596, 2439.833178, 1972.158915, 467.674263 ], [ 0.320828, 0.189327, 0.131501, 0.192841, 0.180698, 0.103471 ], [ 10, 10, 10, 10, 10, 10 ], [ -72852, -96379, -51033, -2172446, -699914, -2054123 ], [ 1.719004, 1.826158, 1.605868, 1.34249, 1.624119, 1.117983 ], [ 217, 108, 109, 217, 108, 109 ], [ 92, 42, 50, 92, 42, 50 ], [ 125, 66, 59, 125, 66, 59 ], [ 42.396313, 38.888889, 45.87156, 42.396313, 38.888889, 45.87156 ], [ 2.335604, 2.869676, 1.894924, 1.824035, 2.552187, 1.31922 ], [ 81051, 81051, 48413, 1158357, 1158357, 1049530 ], [ -33301, -21585, -33301, -523892, -523892, -423511 ], [ 15, 15, 15, 15, 15, 15 ], [ 22, 23, 21, 22, 23, 21 ], [ 9, 9, 10, 9, 9, 10 ], [ 3331, 1621, 1710, 3331, 1621, 1710 ], [ 0, 30.206662, 0, 0, 30.206663, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 388259, 260093, -16023, 283959, 258402, -147182 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3358, "evaluation_days": 1679, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1613995200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862655643, "expiration_time": 1763067168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 4.17618 } } }
# | 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) |
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