Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120356.8782 | 87843.9181 | 32512.9601 | 132258.7061 | 130657.8782 | 1600.8279 |
Total P&L (%) | 120.3569 | 87.8439 | 32.513 | 132.2587 | 130.6579 | 1.6008 |
Avg Daily Profit (%) | 0.4622 | 0.3373 | 0.1248 | 0.3241 | 0.3214 | 0.0061 |
Buy And Hold Return (%) | 32.9 | 32.9 | 32.9 | 32.9 | 32.9 | 32.9 |
Max Trade Drawdown | -42784 | -19118 | -50215 | -123235 | -42905 | -122844 |
Profit Factor | 1.3515 | 1.5766 | 1.1711 | 1.192 | 1.4481 | 1.004 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 73.6364 | 73.6364 | 73.6364 | 73.6364 | 73.6364 | 73.6364 |
Ratio Avg Win / Avg Loss | 0.4839 | 0.5645 | 0.4193 | 0.4268 | 0.5185 | 0.3595 |
Largest Winning Trade | 11610 | 11610 | 10515 | 16492 | 15171 | 16492 |
Largest Losing Trade | -37046 | -17460 | -37046 | -105717 | -39712 | -105717 |
Avg Bars in Trades | 112 | 110 | 114 | 112 | 110 | 114 |
Avg Bars in Winners | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Losers | 257 | 252 | 261 | 257 | 252 | 261 |
Bars Traded | 24727 | 12156 | 12571 | 24727 | 12156 | 12571 |
Profit Streak | 3.1608 | 10.1087 | 3.1608 | 3.1608 | 10.1087 | 3.1608 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315588 | 315520 | -225424 | -1824 | 324021 | -567525 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737287100000, "first_datapoint_time": 1737410400000, "last_datapoint_time": 1759786200000, "evaluation_time": 1759786592594, "expiration_time": 1766266200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 138, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 120356.8782103634, 87843.9181272166, 32512.960083147, 132258.7060958299, 130657.8781531364, 1600.8279426936 ], [ 120.356878, 87.843918, 32.51296, 132.258706, 130.657878, 1.600828 ], [ 0.462164, 0.337316, 0.124848, 0.32411, 0.321445, 0.006099 ], [ 32.899973, 32.899973, 32.899973, 32.899973, 32.899973, 32.899973 ], [ -42784, -19118, -50215, -123235, -42905, -122844 ], [ 1.351521, 1.576567, 1.171092, 1.191994, 1.448124, 1.004029 ], [ 220, 110, 110, 220, 110, 110 ], [ 162, 81, 81, 162, 81, 81 ], [ 58, 29, 29, 58, 29, 29 ], [ 73.636364, 73.636364, 73.636364, 73.636364, 73.636364, 73.636364 ], [ 0.483878, 0.56445, 0.41928, 0.426763, 0.518464, 0.359467 ], [ 11610, 11610, 10515, 16492, 15171, 16492 ], [ -37046, -17460, -37046, -105717, -39712, -105717 ], [ 112, 110, 114, 112, 110, 114 ], [ 60, 59, 61, 60, 59, 61 ], [ 257, 252, 261, 257, 252, 261 ], [ 24727, 12156, 12571, 24727, 12156, 12571 ], [ 3.160794, 10.10871, 3.160794, 3.160794, 10.108711, 3.160794 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315588, 315520, -225424, -1824, 324021, -567525 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737287100000, "first_datapoint_time": 1737410400000, "last_datapoint_time": 1759786200000, "evaluation_time": 1759786592594, "expiration_time": 1766266200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 138, "offset": 0, "scalar": 2 } } }
# | 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) |
---|