| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 102240.5077 | 72209.1306 | 30031.3771 | 106967.5837 | 96552.0239 | 10415.5597 |
| Total P&L (%) | 102.2405 | 72.2091 | 30.0314 | 106.9676 | 96.552 | 10.4156 |
| Avg Daily Profit (%) | 0.3926 | 0.2773 | 0.1153 | 0.2797 | 0.2598 | 0.0381 |
| Buy And Hold Return (%) | 16.8681 | 16.8681 | 16.8681 | 16.8681 | 16.8681 | 16.8681 |
| Max Trade Drawdown | -49813 | -32468 | -39748 | -132392 | -67897 | -98130 |
| Profit Factor | 1.3955 | 1.6587 | 1.2017 | 1.1999 | 1.4319 | 1.0334 |
| Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
| Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
| Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
| Profitability (%) | 67.8788 | 65.8537 | 69.8795 | 67.8788 | 65.8537 | 69.8795 |
| Ratio Avg Win / Avg Loss | 0.6604 | 0.8601 | 0.518 | 0.5678 | 0.7425 | 0.4454 |
| Largest Winning Trade | 13807 | 13807 | 11721 | 18718 | 17229 | 18718 |
| Largest Losing Trade | -33524 | -15636 | -33524 | -96190 | -31417 | -96190 |
| Avg Bars in Trades | 149 | 153 | 146 | 149 | 153 | 146 |
| Avg Bars in Winners | 80 | 79 | 80 | 80 | 79 | 80 |
| Avg Bars in Losers | 296 | 295 | 298 | 296 | 295 | 298 |
| Bars Traded | 24710 | 12559 | 12151 | 24710 | 12559 | 12151 |
| Profit Streak | 3.214 | 3.6932 | 3.214 | 3.214 | 3.6932 | 3.214 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321806 | 95335 | -49403 | 246830 | 89294 | -493084 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736747100000,
"first_datapoint_time": 1736948700000,
"last_datapoint_time": 1759246200000,
"evaluation_time": 1759246689587,
"expiration_time": 1765726200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 159,
"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": [
[
102240.507688695,
72209.130631237,
30031.377057458,
106967.5836586279,
96552.023921576,
10415.5597370519
],
[
102.240508,
72.209131,
30.031377,
106.967584,
96.552024,
10.41556
],
[
0.392599,
0.27728,
0.115319,
0.279705,
0.259824,
0.038054
],
[
16.868089,
16.868089,
16.868089,
16.868089,
16.868089,
16.868089
],
[
-49813,
-32468,
-39748,
-132392,
-67897,
-98130
],
[
1.395478,
1.658682,
1.201692,
1.1999,
1.431898,
1.033431
],
[
165,
82,
83,
165,
82,
83
],
[
112,
54,
58,
112,
54,
58
],
[
53,
28,
25,
53,
28,
25
],
[
67.878788,
65.853659,
69.879518,
67.878788,
65.853659,
69.879518
],
[
0.66036,
0.860057,
0.517971,
0.56781,
0.742465,
0.445444
],
[
13807,
13807,
11721,
18718,
17229,
18718
],
[
-33524,
-15636,
-33524,
-96190,
-31417,
-96190
],
[
149,
153,
146,
149,
153,
146
],
[
80,
79,
80,
80,
79,
80
],
[
296,
295,
298,
296,
295,
298
],
[
24710,
12559,
12151,
24710,
12559,
12151
],
[
3.214,
3.693166,
3.214,
3.214,
3.693167,
3.214
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321806,
95335,
-49403,
246830,
89294,
-493084
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736747100000,
"first_datapoint_time": 1736948700000,
"last_datapoint_time": 1759246200000,
"evaluation_time": 1759246689587,
"expiration_time": 1765726200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 159,
"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) |
|---|