Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104804.3396 | 77634.3976 | 27169.942 | 101228.1902 | 112178.3508 | -10950.1605 |
Total P&L (%) | 104.8043 | 77.6344 | 27.1699 | 101.2282 | 112.1784 | -10.9502 |
Avg Daily Profit (%) | 0.4024 | 0.2981 | 0.1043 | 0.2689 | 0.2893 | -0.0445 |
Buy And Hold Return (%) | 16.7167 | 16.7167 | 16.7167 | 16.7167 | 16.7167 | 16.7167 |
Max Trade Drawdown | -38645 | -27394 | -35914 | -125473 | -72873 | -113102 |
Profit Factor | 1.3122 | 1.4763 | 1.1573 | 1.1415 | 1.3379 | 0.9714 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Losing Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Profitability (%) | 66.3158 | 69.4737 | 63.1579 | 66.3158 | 69.4737 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.6665 | 0.6487 | 0.6751 | 0.5798 | 0.5878 | 0.5667 |
Largest Winning Trade | 13066 | 12221 | 13066 | 27466 | 18492 | 27466 |
Largest Losing Trade | -35914 | -18173 | -35914 | -113102 | -46057 | -113102 |
Avg Bars in Trades | 130 | 129 | 131 | 130 | 129 | 131 |
Avg Bars in Winners | 80 | 79 | 80 | 80 | 79 | 80 |
Avg Bars in Losers | 228 | 241 | 217 | 228 | 241 | 217 |
Bars Traded | 24742 | 12273 | 12468 | 24742 | 12273 | 12468 |
Profit Streak | 3.5506 | 3.5506 | 7.6236 | 3.5506 | 3.5506 | 7.6236 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335797 | 243922 | -110692 | -56953 | 263192 | -579206 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736580600000, "first_datapoint_time": 1736709300000, "last_datapoint_time": 1759079700000, "evaluation_time": 1759080475155, "expiration_time": 1765559700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 144, "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": [ [ 104804.3395925253, 77634.3976346187, 27169.9419579067, 101228.1902336348, 112178.3507578949, -10950.16052426 ], [ 104.80434, 77.634398, 27.169942, 101.22819, 112.178351, -10.950161 ], [ 0.402444, 0.298112, 0.104331, 0.268877, 0.289281, -0.044524 ], [ 16.716717, 16.716717, 16.716717, 16.716717, 16.716717, 16.716717 ], [ -38645, -27394, -35914, -125473, -72873, -113102 ], [ 1.312156, 1.47628, 1.157286, 1.141535, 1.337853, 0.971423 ], [ 190, 95, 95, 190, 95, 95 ], [ 126, 66, 60, 126, 66, 60 ], [ 64, 29, 35, 64, 29, 35 ], [ 66.315789, 69.473684, 63.157895, 66.315789, 69.473684, 63.157895 ], [ 0.666492, 0.648668, 0.675084, 0.579827, 0.587844, 0.566664 ], [ 13066, 12221, 13066, 27466, 18492, 27466 ], [ -35914, -18173, -35914, -113102, -46057, -113102 ], [ 130, 129, 131, 130, 129, 131 ], [ 80, 79, 80, 80, 79, 80 ], [ 228, 241, 217, 228, 241, 217 ], [ 24742, 12273, 12468, 24742, 12273, 12468 ], [ 3.550638, 3.550638, 7.623555, 3.550638, 3.550638, 7.623555 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335797, 243922, -110692, -56953, 263192, -579206 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736580600000, "first_datapoint_time": 1736709300000, "last_datapoint_time": 1759079700000, "evaluation_time": 1759080475155, "expiration_time": 1765559700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 144, "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) |
---|