Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117401.7391 | 87760.0531 | 29641.6861 | 119082.313 | 135256.0845 | -16173.7715 |
Total P&L (%) | 117.4017 | 87.7601 | 29.6417 | 119.0823 | 135.2561 | -16.1738 |
Avg Daily Profit (%) | 0.4508 | 0.337 | 0.1138 | 0.3016 | 0.3291 | -0.0677 |
Buy And Hold Return (%) | 18.861 | 18.861 | 18.861 | 18.861 | 18.861 | 18.861 |
Max Trade Drawdown | -47245 | -29775 | -43424 | -172022 | -76236 | -151743 |
Profit Factor | 1.3178 | 1.4482 | 1.1707 | 1.1237 | 1.2765 | 0.9658 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 134 | 68 | 66 | 134 | 68 | 66 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 64.4231 | 65.3846 | 63.4615 | 64.4231 | 65.3846 | 63.4615 |
Ratio Avg Win / Avg Loss | 0.7277 | 0.7667 | 0.6741 | 0.6206 | 0.6758 | 0.5561 |
Largest Winning Trade | 14165 | 14165 | 9375 | 27896 | 27896 | 27198 |
Largest Losing Trade | -36958 | -16383 | -36958 | -132258 | -39542 | -132258 |
Avg Bars in Trades | 119 | 115 | 122 | 119 | 115 | 122 |
Avg Bars in Winners | 79 | 76 | 83 | 79 | 76 | 83 |
Avg Bars in Losers | 190 | 189 | 190 | 190 | 189 | 190 |
Bars Traded | 24755 | 11999 | 12756 | 24755 | 11999 | 12756 |
Profit Streak | 3.0425 | 4.1987 | 3.0425 | 3.0425 | 4.1987 | 3.0425 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312856 | 243358 | -86205 | -77167 | 262241 | -581813 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736766900000, "first_datapoint_time": 1736903700000, "last_datapoint_time": 1759266000000, "evaluation_time": 1759266967960, "expiration_time": 1765746000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 108, "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": [ [ 117401.7391467186, 87760.0530536343, 29641.6860930843, 119082.3129802301, 135256.0844623414, -16173.7714821113 ], [ 117.401739, 87.760053, 29.641686, 119.082313, 135.256084, -16.173771 ], [ 0.450817, 0.336994, 0.113823, 0.301613, 0.32905, -0.067723 ], [ 18.861024, 18.861024, 18.861024, 18.861024, 18.861024, 18.861024 ], [ -47245, -29775, -43424, -172022, -76236, -151743 ], [ 1.317816, 1.448231, 1.170738, 1.123707, 1.276522, 0.965841 ], [ 208, 104, 104, 208, 104, 104 ], [ 134, 68, 66, 134, 68, 66 ], [ 74, 36, 38, 74, 36, 38 ], [ 64.423077, 65.384615, 63.461538, 64.423077, 65.384615, 63.461538 ], [ 0.727749, 0.76671, 0.674061, 0.620554, 0.675806, 0.55609 ], [ 14165, 14165, 9375, 27896, 27896, 27198 ], [ -36958, -16383, -36958, -132258, -39542, -132258 ], [ 119, 115, 122, 119, 115, 122 ], [ 79, 76, 83, 79, 76, 83 ], [ 190, 189, 190, 190, 189, 190 ], [ 24755, 11999, 12756, 24755, 11999, 12756 ], [ 3.042453, 4.198703, 3.042453, 3.042453, 4.198703, 3.042453 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312856, 243358, -86205, -77167, 262241, -581813 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736766900000, "first_datapoint_time": 1736903700000, "last_datapoint_time": 1759266000000, "evaluation_time": 1759266967960, "expiration_time": 1765746000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 108, "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) |
---|