Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368909.7123 | 317833.5319 | 51076.1804 | 2159799.9235 | 1594212.4312 | 565587.4922 |
Total P&L (%) | 368.9097 | 317.8335 | 51.0762 | 2159.7999 | 1594.2124 | 565.5875 |
Avg Daily Profit (%) | 0.4472 | 0.3853 | 0.0619 | 0.3786 | 0.3436 | 0.23 |
Buy And Hold Return (%) | 527.7877 | 527.7877 | 527.7877 | 527.7877 | 527.7877 | 527.7877 |
Max Trade Drawdown | -41898 | -41898 | -10453 | -727829 | -727829 | -99757 |
Profit Factor | 3.8158 | 4.3708 | 2.3909 | 2.2412 | 2.1073 | 2.8833 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Losing Trades | 17 | 5 | 12 | 17 | 5 | 12 |
Profitability (%) | 78.481 | 87.1795 | 70 | 78.481 | 87.1795 | 70 |
Ratio Avg Win / Avg Loss | 1.0463 | 0.6428 | 1.0247 | 0.6145 | 0.3099 | 1.2357 |
Largest Winning Trade | 37117 | 37117 | 10098 | 324343 | 324343 | 110960 |
Largest Losing Trade | -41898 | -41898 | -6037 | -727829 | -727829 | -73335 |
Avg Bars in Trades | 52 | 92 | 13 | 52 | 92 | 13 |
Avg Bars in Winners | 28 | 42 | 12 | 28 | 42 | 12 |
Avg Bars in Losers | 141 | 437 | 17 | 141 | 437 | 17 |
Bars Traded | 4172 | 3616 | 555 | 4172 | 3616 | 555 |
Profit Streak | 53.9408 | 85.7741 | 53.9408 | 53.9408 | 85.7741 | 53.9408 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176066 | -145957 | -268709 | -16925 | 484615 | -126925 |
{ "trading_pair": "PENDLE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 4950, "evaluation_days": 825, "actual_first_datapoint_time": 1688371200000, "first_datapoint_time": 1690416000000, "last_datapoint_time": 1759636800000, "evaluation_time": 1759646081327, "expiration_time": 1762228800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 143, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 368909.7122947851, 317833.5319246118, 51076.1803701731, 2159799.9234887697, 1594212.4312462541, 565587.4922425156 ], [ 368.909712, 317.833532, 51.07618, 2159.799923, 1594.212431, 565.587492 ], [ 0.447163, 0.385253, 0.061911, 0.378638, 0.343595, 0.230022 ], [ 527.787747, 527.787747, 527.787747, 527.787747, 527.787747, 527.787747 ], [ -41898, -41898, -10453, -727829, -727829, -99757 ], [ 3.81584, 4.370814, 2.39087, 2.241249, 2.107316, 2.883332 ], [ 79, 39, 40, 79, 39, 40 ], [ 62, 34, 28, 62, 34, 28 ], [ 17, 5, 12, 17, 5, 12 ], [ 78.481013, 87.179487, 70, 78.481013, 87.179487, 70 ], [ 1.046279, 0.642767, 1.024658, 0.614536, 0.309899, 1.235714 ], [ 37117, 37117, 10098, 324343, 324343, 110960 ], [ -41898, -41898, -6037, -727829, -727829, -73335 ], [ 52, 92, 13, 52, 92, 13 ], [ 28, 42, 12, 28, 42, 12 ], [ 141, 437, 17, 141, 437, 17 ], [ 4172, 3616, 555, 4172, 3616, 555 ], [ 53.940756, 85.774089, 53.940756, 53.940756, 85.774089, 53.940756 ], [ 4, 5, 2, 4, 5, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -176066, -145957, -268709, -16925, 484615, -126925 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 4950, "evaluation_days": 825, "actual_first_datapoint_time": 1688371200000, "first_datapoint_time": 1690416000000, "last_datapoint_time": 1759636800000, "evaluation_time": 1759646081327, "expiration_time": 1762228800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 143, "offset": 0, "scalar": 5 } } }
# | 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) |
---|