Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262625.5889 | 121983.1293 | 140642.4595 | 191910.9927 | 96051.0462 | 95859.9465 |
Total P&L (%) | 262.6256 | 121.9831 | 140.6425 | 191.911 | 96.051 | 95.8599 |
Avg Daily Profit (%) | 0.1564 | 0.0727 | 0.0838 | 0.0638 | 0.0401 | 0.04 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117536 | -72643 | -65552 | -84988 | -55890 | -29955 |
Profit Factor | 1.5765 | 1.5851 | 1.5692 | 1.5672 | 1.5443 | 1.5923 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 63.2184 | 68.1818 | 58.1395 | 63.2184 | 68.1818 | 58.1395 |
Ratio Avg Win / Avg Loss | 0.9172 | 0.7397 | 1.1298 | 0.9119 | 0.7207 | 1.1465 |
Largest Winning Trade | 67198 | 67198 | 56168 | 59970 | 59970 | 30845 |
Largest Losing Trade | -58787 | -40192 | -58787 | -55077 | -55077 | -41413 |
Avg Bars in Trades | 36 | 17 | 55 | 36 | 17 | 55 |
Avg Bars in Winners | 30 | 10 | 53 | 30 | 10 | 53 |
Avg Bars in Losers | 46 | 33 | 57 | 46 | 33 | 57 |
Bars Traded | 3171 | 788 | 2383 | 3171 | 788 | 2383 |
Profit Streak | 8.9827 | 28.9827 | 0 | 8.9827 | 28.9827 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368907 | -92544 | -78283 | -104764 | -136191 | -136435 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 3.21265 } }, "second_band": { "type": "dema", "factors": { "length": 139, "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": [ [ 262625.5888700369, 121983.1293486351, 140642.4595214018, 191910.9926542821, 96051.0461688714, 95859.9464854107 ], [ 262.625589, 121.983129, 140.64246, 191.910993, 96.051046, 95.859946 ], [ 0.156418, 0.072652, 0.083766, 0.063825, 0.040104, 0.040046 ], [ 10, 10, 10, 10, 10, 10 ], [ -117536, -72643, -65552, -84988, -55890, -29955 ], [ 1.576502, 1.585127, 1.569224, 1.567242, 1.544264, 1.592296 ], [ 87, 44, 43, 87, 44, 43 ], [ 55, 30, 25, 55, 30, 25 ], [ 32, 14, 18, 32, 14, 18 ], [ 63.218391, 68.181818, 58.139535, 63.218391, 68.181818, 58.139535 ], [ 0.917237, 0.739726, 1.129841, 0.91185, 0.720657, 1.146453 ], [ 67198, 67198, 56168, 59970, 59970, 30845 ], [ -58787, -40192, -58787, -55077, -55077, -41413 ], [ 36, 17, 55, 36, 17, 55 ], [ 30, 10, 53, 30, 10, 53 ], [ 46, 33, 57, 46, 33, 57 ], [ 3171, 788, 2383, 3171, 788, 2383 ], [ 8.982661, 28.982661, 0, 8.982661, 28.982661, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 368907, -92544, -78283, -104764, -136191, -136435 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3358, "evaluation_days": 1679, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1619654400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758929701905, "expiration_time": 1763067168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 3.21265 } }, "second_band": { "type": "dema", "factors": { "length": 139, "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) |
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