| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 114432.1726 | 84842.3005 | 29589.8721 | 107973.8823 | 121776.0642 | -13802.1818 |
| Total P&L (%) | 114.4322 | 84.8423 | 29.5899 | 107.9739 | 121.7761 | -13.8022 |
| Avg Daily Profit (%) | 0.4394 | 0.3258 | 0.1136 | 0.2816 | 0.3063 | -0.057 |
| Buy And Hold Return (%) | 17.8692 | 17.8692 | 17.8692 | 17.8692 | 17.8692 | 17.8692 |
| Max Trade Drawdown | -48288 | -33425 | -46521 | -125831 | -52499 | -120109 |
| Profit Factor | 1.3803 | 1.6863 | 1.1669 | 1.2036 | 1.6206 | 0.9587 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
| Profitability (%) | 61.2403 | 62.5 | 60 | 61.2403 | 62.5 | 60 |
| Ratio Avg Win / Avg Loss | 0.8736 | 1.0118 | 0.7779 | 0.7618 | 0.9723 | 0.6391 |
| Largest Winning Trade | 18539 | 11339 | 18539 | 29944 | 16502 | 29944 |
| Largest Losing Trade | -36372 | -18370 | -36372 | -120109 | -31749 | -120109 |
| Avg Bars in Trades | 189 | 181 | 196 | 189 | 181 | 196 |
| Avg Bars in Winners | 134 | 136 | 131 | 134 | 136 | 131 |
| Avg Bars in Losers | 276 | 257 | 294 | 276 | 257 | 294 |
| Bars Traded | 24444 | 11641 | 12803 | 24444 | 11641 | 12803 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308924 | -129733 | -220871 | 212811 | -130258 | -712557 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736441100000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758903750401,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 238,
"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": [
[
114432.1726189656,
84842.300471143,
29589.8721478226,
107973.882331771,
121776.0641695311,
-13802.1818377601
],
[
114.432173,
84.8423,
29.589872,
107.973882,
121.776064,
-13.802182
],
[
0.439414,
0.32579,
0.113624,
0.281573,
0.30632,
-0.057017
],
[
17.869249,
17.869249,
17.869249,
17.869249,
17.869249,
17.869249
],
[
-48288,
-33425,
-46521,
-125831,
-52499,
-120109
],
[
1.380275,
1.686259,
1.166902,
1.203584,
1.620565,
0.958692
],
[
129,
64,
65,
129,
64,
65
],
[
79,
40,
39,
79,
40,
39
],
[
50,
24,
26,
50,
24,
26
],
[
61.24031,
62.5,
60,
61.24031,
62.5,
60
],
[
0.873592,
1.011755,
0.777934,
0.761762,
0.972339,
0.639128
],
[
18539,
11339,
18539,
29944,
16502,
29944
],
[
-36372,
-18370,
-36372,
-120109,
-31749,
-120109
],
[
189,
181,
196,
189,
181,
196
],
[
134,
136,
131,
134,
136,
131
],
[
276,
257,
294,
276,
257,
294
],
[
24444,
11641,
12803,
24444,
11641,
12803
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308924,
-129733,
-220871,
212811,
-130258,
-712557
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736441100000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758903750401,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 238,
"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) |
|---|