| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 104059.5068 | 81641.8495 | 22417.6573 | 112867.3333 | 85412.5657 | 27454.7676 |
| Total P&L (%) | 104.0595 | 81.6418 | 22.4177 | 112.8673 | 85.4126 | 27.4548 |
| Avg Daily Profit (%) | 0.3996 | 0.3135 | 0.0861 | 0.2905 | 0.2374 | 0.0932 |
| Buy And Hold Return (%) | 27.2727 | 27.2727 | 27.2727 | 27.2727 | 27.2727 | 27.2727 |
| Max Trade Drawdown | -61658 | -39792 | -35921 | -60140 | -38052 | -31006 |
| Profit Factor | 1.3445 | 1.5967 | 1.1357 | 1.3582 | 1.5687 | 1.1665 |
| Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
| Winning Trades | 92 | 48 | 44 | 92 | 48 | 44 |
| Losing Trades | 88 | 42 | 46 | 88 | 42 | 46 |
| Profitability (%) | 51.1111 | 53.3333 | 48.8889 | 51.1111 | 53.3333 | 48.8889 |
| Ratio Avg Win / Avg Loss | 1.2861 | 1.3971 | 1.1873 | 1.2991 | 1.3726 | 1.2195 |
| Largest Winning Trade | 32594 | 32594 | 19752 | 45205 | 45205 | 12948 |
| Largest Losing Trade | -17098 | -14721 | -17098 | -17241 | -17241 | -15167 |
| Avg Bars in Trades | 137 | 135 | 139 | 137 | 135 | 139 |
| Avg Bars in Winners | 145 | 146 | 143 | 145 | 146 | 143 |
| Avg Bars in Losers | 129 | 123 | 135 | 129 | 123 | 135 |
| Bars Traded | 24775 | 12215 | 12559 | 24775 | 12215 | 12559 |
| Profit Streak | 14.5413 | 14.5413 | 18.8642 | 14.5413 | 14.5413 | 18.8642 |
| Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 313383 | 275260 | -315606 | 293170 | 250090 | -270160 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737519300000,
"first_datapoint_time": 1737621000000,
"last_datapoint_time": 1760018400000,
"evaluation_time": 1760019267115,
"expiration_time": 1766498400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 87,
"offset": 0,
"a": 0.78954
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 114,
"offset": 0,
"std": 2.58223
}
}
} {
"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": [
[
104059.5068144363,
81641.8494975365,
22417.6573168998,
112867.3333350585,
85412.5657169012,
27454.7676181574
],
[
104.059507,
81.641849,
22.417657,
112.867333,
85.412566,
27.454768
],
[
0.399583,
0.313501,
0.086083,
0.290529,
0.237365,
0.093197
],
[
27.272727,
27.272727,
27.272727,
27.272727,
27.272727,
27.272727
],
[
-61658,
-39792,
-35921,
-60140,
-38052,
-31006
],
[
1.344528,
1.596706,
1.135689,
1.358196,
1.568667,
1.166492
],
[
180,
90,
90,
180,
90,
90
],
[
92,
48,
44,
92,
48,
44
],
[
88,
42,
46,
88,
42,
46
],
[
51.111111,
53.333333,
48.888889,
51.111111,
53.333333,
48.888889
],
[
1.28607,
1.397117,
1.187311,
1.299144,
1.372583,
1.219515
],
[
32594,
32594,
19752,
45205,
45205,
12948
],
[
-17098,
-14721,
-17098,
-17241,
-17241,
-15167
],
[
137,
135,
139,
137,
135,
139
],
[
145,
146,
143,
145,
146,
143
],
[
129,
123,
135,
129,
123,
135
],
[
24775,
12215,
12559,
24775,
12215,
12559
],
[
14.541286,
14.541286,
18.864203,
14.541286,
14.541286,
18.864203
],
[
9,
4,
6,
9,
4,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313383,
275260,
-315606,
293170,
250090,
-270160
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737519300000,
"first_datapoint_time": 1737621000000,
"last_datapoint_time": 1760018400000,
"evaluation_time": 1760019267115,
"expiration_time": 1766498400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 87,
"offset": 0,
"a": 0.78954
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 114,
"offset": 0,
"std": 2.58223
}
}
}
| # | 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) |
|---|