| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 106142.8945 | 75340.5704 | 30802.3241 | 110457.3123 | 95555.6133 | 14901.6989 |
| Total P&L (%) | 106.1429 | 75.3406 | 30.8023 | 110.4573 | 95.5556 | 14.9017 |
| Avg Daily Profit (%) | 0.4076 | 0.2893 | 0.1183 | 0.2861 | 0.2579 | 0.0534 |
| Buy And Hold Return (%) | 30.6396 | 30.6396 | 30.6396 | 30.6396 | 30.6396 | 30.6396 |
| Max Trade Drawdown | -38523 | -33875 | -38649 | -75883 | -38204 | -73581 |
| Profit Factor | 1.4079 | 1.6303 | 1.2189 | 1.2984 | 1.6145 | 1.0694 |
| Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
| Winning Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Profitability (%) | 73.3333 | 72.0588 | 74.6269 | 73.3333 | 72.0588 | 74.6269 |
| Ratio Avg Win / Avg Loss | 0.5119 | 0.6322 | 0.4144 | 0.4722 | 0.626 | 0.3636 |
| Largest Winning Trade | 15843 | 15843 | 9643 | 12570 | 11205 | 12570 |
| Largest Losing Trade | -32177 | -16478 | -32177 | -73581 | -27723 | -73581 |
| Avg Bars in Trades | 181 | 182 | 181 | 181 | 182 | 181 |
| Avg Bars in Winners | 106 | 105 | 107 | 106 | 105 | 107 |
| Avg Bars in Losers | 388 | 380 | 397 | 388 | 380 | 397 |
| Bars Traded | 24548 | 12402 | 12146 | 24548 | 12402 | 12146 |
| Profit Streak | 5.1817 | 5.1817 | 18.0254 | 5.1817 | 5.1817 | 18.0254 |
| Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339524 | -101670 | -314663 | 282595 | -101145 | -546620 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736894700000,
"first_datapoint_time": 1737022500000,
"last_datapoint_time": 1759393800000,
"evaluation_time": 1759394195223,
"expiration_time": 1765873800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 143,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
106142.8945158327,
75340.5704062913,
30802.3241095414,
110457.3122563624,
95555.6133377072,
14901.6989186552
],
[
106.142895,
75.34057,
30.802324,
110.457312,
95.555613,
14.901699
],
[
0.407583,
0.289304,
0.118279,
0.286144,
0.257868,
0.053354
],
[
30.639642,
30.639642,
30.639642,
30.639642,
30.639642,
30.639642
],
[
-38523,
-33875,
-38649,
-75883,
-38204,
-73581
],
[
1.407851,
1.63028,
1.2189,
1.298445,
1.614544,
1.069433
],
[
135,
68,
67,
135,
68,
67
],
[
99,
49,
50,
99,
49,
50
],
[
36,
19,
17,
36,
19,
17
],
[
73.333333,
72.058824,
74.626866,
73.333333,
72.058824,
74.626866
],
[
0.511946,
0.63215,
0.414426,
0.472162,
0.626048,
0.363607
],
[
15843,
15843,
9643,
12570,
11205,
12570
],
[
-32177,
-16478,
-32177,
-73581,
-27723,
-73581
],
[
181,
182,
181,
181,
182,
181
],
[
106,
105,
107,
106,
105,
107
],
[
388,
380,
397,
388,
380,
397
],
[
24548,
12402,
12146,
24548,
12402,
12146
],
[
5.181658,
5.181658,
18.025408,
5.181658,
5.181658,
18.025408
],
[
4,
2,
4,
4,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339524,
-101670,
-314663,
282595,
-101145,
-546620
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736894700000,
"first_datapoint_time": 1737022500000,
"last_datapoint_time": 1759393800000,
"evaluation_time": 1759394195223,
"expiration_time": 1765873800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 143,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|