| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 108323.7577 | 80912.5206 | 27411.2371 | 86947.8155 | 85401.9735 | 1545.842 |
| Total P&L (%) | 108.3238 | 80.9125 | 27.4112 | 86.9478 | 85.402 | 1.5458 |
| Avg Daily Profit (%) | 0.416 | 0.3107 | 0.1053 | 0.2405 | 0.2373 | 0.0059 |
| Buy And Hold Return (%) | 10.8379 | 10.8379 | 10.8379 | 10.8379 | 10.8379 | 10.8379 |
| Max Trade Drawdown | -70686 | -31280 | -92242 | -168494 | -80499 | -180019 |
| Profit Factor | 1.1878 | 1.3044 | 1.0882 | 1.0851 | 1.1787 | 1.0028 |
| Total Trades | 548 | 274 | 274 | 548 | 274 | 274 |
| Winning Trades | 361 | 182 | 179 | 361 | 182 | 179 |
| Losing Trades | 187 | 92 | 95 | 187 | 92 | 95 |
| Profitability (%) | 65.8759 | 66.4234 | 65.3285 | 65.8759 | 66.4234 | 65.3285 |
| Ratio Avg Win / Avg Loss | 0.6153 | 0.6594 | 0.5775 | 0.5621 | 0.5958 | 0.5322 |
| Largest Winning Trade | 9614 | 8086 | 9614 | 17741 | 17741 | 14210 |
| Largest Losing Trade | -40219 | -17362 | -40219 | -62970 | -38455 | -62970 |
| Avg Bars in Trades | 45 | 44 | 46 | 45 | 44 | 46 |
| Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
| Avg Bars in Losers | 76 | 73 | 78 | 76 | 73 | 78 |
| Bars Traded | 24687 | 12062 | 12625 | 24687 | 12062 | 12625 |
| Profit Streak | 3.4742 | 3.4742 | 6.3908 | 3.4742 | 3.4742 | 6.3908 |
| Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -2398 | 301438 | -178058 | -116937 | -16348 | -566639 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736335800000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758879468880,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 11,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 121,
"offset": 0,
"std": 1.81307
}
}
}
{
"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": [
[
108323.7576616143,
80912.5205584837,
27411.2371031304,
86947.8154632425,
85401.97346341,
1545.8419998325
],
[
108.323758,
80.912521,
27.411237,
86.947815,
85.401973,
1.545842
],
[
0.415958,
0.3107,
0.105258,
0.240539,
0.237343,
0.005891
],
[
10.837887,
10.837887,
10.837887,
10.837887,
10.837887,
10.837887
],
[
-70686,
-31280,
-92242,
-168494,
-80499,
-180019
],
[
1.187825,
1.304439,
1.088153,
1.085062,
1.178676,
1.002841
],
[
548,
274,
274,
548,
274,
274
],
[
361,
182,
179,
361,
182,
179
],
[
187,
92,
95,
187,
92,
95
],
[
65.875912,
66.423358,
65.328467,
65.875912,
66.423358,
65.328467
],
[
0.6153,
0.659387,
0.577511,
0.562068,
0.595814,
0.532234
],
[
9614,
8086,
9614,
17741,
17741,
14210
],
[
-40219,
-17362,
-40219,
-62970,
-38455,
-62970
],
[
45,
44,
46,
45,
44,
46
],
[
28,
28,
28,
28,
28,
28
],
[
76,
73,
78,
76,
73,
78
],
[
24687,
12062,
12625,
24687,
12062,
12625
],
[
3.474177,
3.474177,
6.390843,
3.474177,
3.474177,
6.390843
],
[
4,
2,
5,
4,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-2398,
301438,
-178058,
-116937,
-16348,
-566639
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736335800000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758879468880,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 11,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 121,
"offset": 0,
"std": 1.81307
}
}
}
| # | 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) |
|---|