Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160198.2825 | 110280.1952 | 49918.0873 | 214785.6796 | 248864.5931 | -34078.9135 |
Total P&L (%) | 160.1983 | 110.2802 | 49.9181 | 214.7857 | 248.8646 | -34.0789 |
Avg Daily Profit (%) | 0.6152 | 0.4235 | 0.1917 | 0.4413 | 0.481 | -0.1599 |
Buy And Hold Return (%) | 25.4381 | 25.4381 | 25.4381 | 25.4381 | 25.4381 | 25.4381 |
Max Trade Drawdown | -88548 | -31421 | -63850 | -476251 | -157690 | -357771 |
Profit Factor | 1.3903 | 1.5128 | 1.2555 | 1.1392 | 1.3402 | 0.958 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 149 | 77 | 72 | 149 | 77 | 72 |
Losing Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Profitability (%) | 61.8257 | 64.1667 | 59.5041 | 61.8257 | 64.1667 | 59.5041 |
Ratio Avg Win / Avg Loss | 0.8584 | 0.8448 | 0.8544 | 0.7034 | 0.7484 | 0.652 |
Largest Winning Trade | 18300 | 18300 | 17466 | 69045 | 65052 | 69045 |
Largest Losing Trade | -36622 | -17552 | -36622 | -237508 | -98787 | -237508 |
Avg Bars in Trades | 102 | 98 | 105 | 102 | 98 | 105 |
Avg Bars in Winners | 79 | 73 | 85 | 79 | 73 | 85 |
Avg Bars in Losers | 138 | 143 | 134 | 138 | 143 | 134 |
Bars Traded | 24604 | 11844 | 12760 | 24604 | 11844 | 12760 |
Profit Streak | 0 | 11.475 | 0 | 0 | 11.475 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398473 | 327721 | -1841 | -57979 | 376703 | -581174 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737100800000, "first_datapoint_time": 1737275400000, "last_datapoint_time": 1759599900000, "evaluation_time": 1759600439741, "expiration_time": 1766079900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 64, "offset": 0, "a": 0.97888 } }, "second_band": { "type": "pwma", "factors": { "length": 195, "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": [ [ 160198.282480777, 110280.1952036809, 49918.0872770959, 214785.6795857378, 248864.5930521769, -34078.9134664389 ], [ 160.198282, 110.280195, 49.918087, 214.78568, 248.864593, -34.078913 ], [ 0.615154, 0.423471, 0.191683, 0.441306, 0.48096, -0.159887 ], [ 25.438131, 25.438131, 25.438131, 25.438131, 25.438131, 25.438131 ], [ -88548, -31421, -63850, -476251, -157690, -357771 ], [ 1.390309, 1.512836, 1.255466, 1.139211, 1.340198, 0.957997 ], [ 241, 120, 121, 241, 120, 121 ], [ 149, 77, 72, 149, 77, 72 ], [ 92, 43, 49, 92, 43, 49 ], [ 61.825726, 64.166667, 59.504132, 61.825726, 64.166667, 59.504132 ], [ 0.858446, 0.844831, 0.854415, 0.703405, 0.748422, 0.65197 ], [ 18300, 18300, 17466, 69045, 65052, 69045 ], [ -36622, -17552, -36622, -237508, -98787, -237508 ], [ 102, 98, 105, 102, 98, 105 ], [ 79, 73, 85, 79, 73, 85 ], [ 138, 143, 134, 138, 143, 134 ], [ 24604, 11844, 12760, 24604, 11844, 12760 ], [ 0, 11.474997, 0, 0, 11.474997, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 398473, 327721, -1841, -57979, 376703, -581174 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737100800000, "first_datapoint_time": 1737275400000, "last_datapoint_time": 1759599900000, "evaluation_time": 1759600439741, "expiration_time": 1766079900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 64, "offset": 0, "a": 0.97888 } }, "second_band": { "type": "pwma", "factors": { "length": 195, "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) |
---|