Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91153.2046 | 63607.669 | 27545.5356 | 61856.4477 | 60539.027 | 1317.4207 |
Total P&L (%) | 91.1532 | 63.6077 | 27.5455 | 61.8564 | 60.539 | 1.3174 |
Avg Daily Profit (%) | 0.35 | 0.2443 | 0.1058 | 0.1851 | 0.1819 | 0.005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55686 | -27862 | -76226 | -98808 | -54534 | -131359 |
Profit Factor | 1.2015 | 1.3511 | 1.1015 | 1.0892 | 1.2162 | 1.0032 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 185 | 95 | 90 | 185 | 95 | 90 |
Losing Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Profitability (%) | 63.5739 | 65.0685 | 62.069 | 63.5739 | 65.0685 | 62.069 |
Ratio Avg Win / Avg Loss | 0.6884 | 0.7254 | 0.6731 | 0.6241 | 0.6529 | 0.6131 |
Largest Winning Trade | 12663 | 8468 | 12663 | 19674 | 12738 | 19674 |
Largest Losing Trade | -39501 | -17677 | -39501 | -63467 | -30889 | -63467 |
Avg Bars in Trades | 85 | 52 | 118 | 85 | 52 | 118 |
Avg Bars in Winners | 52 | 31 | 75 | 52 | 31 | 75 |
Avg Bars in Losers | 143 | 93 | 189 | 143 | 93 | 189 |
Bars Traded | 24938 | 7735 | 17203 | 24938 | 7735 | 17203 |
Profit Streak | 5.0136 | 5.0136 | 6.4407 | 5.0136 | 5.0136 | 6.4407 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352415 | 266773 | -164465 | -114001 | 210542 | -569405 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736268300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759011572712, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 120, "offset": 45, "poles": 3 } } }
{ "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": [ [ 91153.2046100826, 63607.6690419056, 27545.5355681769, 61856.4477398948, 60539.0270074836, 1317.4207324114 ], [ 91.153205, 63.607669, 27.545536, 61.856448, 60.539027, 1.317421 ], [ 0.350024, 0.24425, 0.105774, 0.18508, 0.181936, 0.005026 ], [ 10, 10, 10, 10, 10, 10 ], [ -55686, -27862, -76226, -98808, -54534, -131359 ], [ 1.20145, 1.351142, 1.101517, 1.089246, 1.216172, 1.003189 ], [ 291, 146, 145, 291, 146, 145 ], [ 185, 95, 90, 185, 95, 90 ], [ 106, 51, 55, 106, 51, 55 ], [ 63.573883, 65.068493, 62.068966, 63.573883, 65.068493, 62.068966 ], [ 0.688399, 0.72535, 0.673149, 0.624108, 0.652892, 0.61306 ], [ 12663, 8468, 12663, 19674, 12738, 19674 ], [ -39501, -17677, -39501, -63467, -30889, -63467 ], [ 85, 52, 118, 85, 52, 118 ], [ 52, 31, 75, 52, 31, 75 ], [ 143, 93, 189, 143, 93, 189 ], [ 24938, 7735, 17203, 24938, 7735, 17203 ], [ 5.013573, 5.013573, 6.440656, 5.013573, 5.013573, 6.440656 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 352415, 266773, -164465, -114001, 210542, -569405 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736268300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759011572712, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 120, "offset": 45, "poles": 3 } } }
# | 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) |
---|