| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 406247.9217 | 376734.0869 | 29513.8348 | 1494233.4687 | 1535644.6129 | -41411.1442 |
| Total P&L (%) | 406.2479 | 376.7341 | 29.5138 | 1494.2335 | 1535.6446 | -41.4111 |
| Avg Daily Profit (%) | 0.4989 | 0.4626 | 0.0362 | 0.3406 | 0.3438 | -0.0656 |
| Buy And Hold Return (%) | 452.1152 | 452.1152 | 452.1152 | 452.1152 | 452.1152 | 452.1152 |
| Max Trade Drawdown | -99549 | -84027 | -36589 | -1541798 | -1238904 | -580530 |
| Profit Factor | 1.6756 | 1.9564 | 1.1423 | 1.2161 | 1.3346 | 0.9822 |
| Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
| Winning Trades | 158 | 80 | 78 | 158 | 80 | 78 |
| Losing Trades | 89 | 43 | 46 | 89 | 43 | 46 |
| Profitability (%) | 63.9676 | 65.0407 | 62.9032 | 63.9676 | 65.0407 | 62.9032 |
| Ratio Avg Win / Avg Loss | 0.9439 | 1.0516 | 0.6737 | 0.685 | 0.7174 | 0.5792 |
| Largest Winning Trade | 109358 | 109358 | 10924 | 772597 | 772597 | 161585 |
| Largest Losing Trade | -28844 | -28844 | -17654 | -422088 | -422088 | -220786 |
| Avg Bars in Trades | 18 | 32 | 4 | 18 | 32 | 4 |
| Avg Bars in Winners | 16 | 27 | 4 | 16 | 27 | 4 |
| Avg Bars in Losers | 22 | 41 | 5 | 22 | 41 | 5 |
| Bars Traded | 4603 | 4026 | 577 | 4603 | 4026 | 577 |
| Profit Streak | 25.9678 | 25.9678 | 39.4678 | 25.9678 | 25.9678 | 39.4678 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -150283 | -150565 | -372778 | 332148 | 283622 | -577623 |
{
"trading_pair": "PENDLE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 4886,
"evaluation_days": 814.33,
"actual_first_datapoint_time": 1688371200000,
"first_datapoint_time": 1688457600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856417700,
"expiration_time": 1761307200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 7,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
406247.9216867816,
376734.0868793112,
29513.8348074702,
1494233.4687148277,
1535644.6128928638,
-41411.1441780358
],
[
406.247922,
376.734087,
29.513835,
1494.233469,
1535.644613,
-41.411144
],
[
0.498874,
0.462631,
0.036243,
0.34061,
0.34377,
-0.065631
],
[
452.115232,
452.115232,
452.115232,
452.115232,
452.115232,
452.115232
],
[
-99549,
-84027,
-36589,
-1541798,
-1238904,
-580530
],
[
1.6756,
1.95643,
1.142292,
1.216085,
1.33464,
0.982197
],
[
247,
123,
124,
247,
123,
124
],
[
158,
80,
78,
158,
80,
78
],
[
89,
43,
46,
89,
43,
46
],
[
63.967611,
65.04065,
62.903226,
63.967611,
65.04065,
62.903226
],
[
0.943851,
1.051581,
0.673659,
0.68501,
0.717369,
0.579244
],
[
109358,
109358,
10924,
772597,
772597,
161585
],
[
-28844,
-28844,
-17654,
-422088,
-422088,
-220786
],
[
18,
32,
4,
18,
32,
4
],
[
16,
27,
4,
16,
27,
4
],
[
22,
41,
5,
22,
41,
5
],
[
4603,
4026,
577,
4603,
4026,
577
],
[
25.967797,
25.967797,
39.467797,
25.967797,
25.967797,
39.467797
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150283,
-150565,
-372778,
332148,
283622,
-577623
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 4886,
"evaluation_days": 814.33,
"actual_first_datapoint_time": 1688371200000,
"first_datapoint_time": 1688457600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856417700,
"expiration_time": 1761307200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 7,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|