Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459822.9747 | 379515.2896 | 80307.685 | 3880202.4298 | 2533680.9069 | 1346521.5229 |
Total P&L (%) | 459.823 | 379.5153 | 80.3077 | 3880.2024 | 2533.6809 | 1346.5215 |
Avg Daily Profit (%) | 0.5561 | 0.459 | 0.0971 | 0.4465 | 0.3964 | 0.3237 |
Buy And Hold Return (%) | 505 | 505 | 505 | 505 | 505 | 505 |
Max Trade Drawdown | -62791 | -60950 | -22115 | -1739117 | -1687186 | -326688 |
Profit Factor | 2.8073 | 3.4407 | 1.8117 | 1.8203 | 1.7244 | 2.0927 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 141 | 78 | 63 | 141 | 78 | 63 |
Losing Trades | 34 | 9 | 25 | 34 | 9 | 25 |
Profitability (%) | 80.5714 | 89.6552 | 71.5909 | 80.5714 | 89.6552 | 71.5909 |
Ratio Avg Win / Avg Loss | 0.6769 | 0.397 | 0.7189 | 0.4389 | 0.199 | 0.8305 |
Largest Winning Trade | 27423 | 27423 | 12741 | 415607 | 415607 | 174607 |
Largest Losing Trade | -60950 | -60950 | -22115 | -1687186 | -1687186 | -326688 |
Avg Bars in Trades | 24 | 45 | 4 | 24 | 45 | 4 |
Avg Bars in Winners | 15 | 24 | 2 | 15 | 24 | 2 |
Avg Bars in Losers | 65 | 222 | 8 | 65 | 222 | 8 |
Bars Traded | 4350 | 3939 | 410 | 4350 | 3939 | 410 |
Profit Streak | 25.324 | 25.324 | 57.324 | 25.324 | 25.324 | 57.324 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145651 | -146813 | -223867 | 637261 | 511615 | 411960 |
{ "trading_pair": "PENDLE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 4961, "evaluation_days": 826.83, "actual_first_datapoint_time": 1688371200000, "first_datapoint_time": 1689782400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759808795249, "expiration_time": 1762387200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 99, "offset": 0, "std": 2.0183 } } }
{ "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": [ [ 459822.9746679795, 379515.2896227527, 80307.6850452272, 3880202.4297852665, 2533680.906875388, 1346521.5229098771 ], [ 459.822975, 379.51529, 80.307685, 3880.20243, 2533.680907, 1346.521523 ], [ 0.556128, 0.459, 0.097127, 0.446541, 0.396387, 0.323654 ], [ 505, 505, 505, 505, 505, 505 ], [ -62791, -60950, -22115, -1739117, -1687186, -326688 ], [ 2.807253, 3.44065, 1.811727, 1.820337, 1.724369, 2.092745 ], [ 175, 87, 88, 175, 87, 88 ], [ 141, 78, 63, 141, 78, 63 ], [ 34, 9, 25, 34, 9, 25 ], [ 80.571429, 89.655172, 71.590909, 80.571429, 89.655172, 71.590909 ], [ 0.676926, 0.396998, 0.718939, 0.438946, 0.198966, 0.830454 ], [ 27423, 27423, 12741, 415607, 415607, 174607 ], [ -60950, -60950, -22115, -1687186, -1687186, -326688 ], [ 24, 45, 4, 24, 45, 4 ], [ 15, 24, 2, 15, 24, 2 ], [ 65, 222, 8, 65, 222, 8 ], [ 4350, 3939, 410, 4350, 3939, 410 ], [ 25.324019, 25.324019, 57.324019, 25.324019, 25.324019, 57.324019 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145651, -146813, -223867, 637261, 511615, 411960 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 4961, "evaluation_days": 826.83, "actual_first_datapoint_time": 1688371200000, "first_datapoint_time": 1689782400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759808795249, "expiration_time": 1762387200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 99, "offset": 0, "std": 2.0183 } } }
# | 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) |
---|