Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39875.9113 | 13650.6376 | 26225.2737 | 41359.0373 | 10622.4066 | 30736.6307 |
Total P&L (%) | 39.8759 | 13.6506 | 26.2253 | 41.359 | 10.6224 | 30.7366 |
Avg Daily Profit (%) | 0.7657 | 0.2621 | 0.5036 | 0.6668 | 0.194 | 0.5159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24333 | -23889 | -10190 | -35195 | -34842 | -13833 |
Profit Factor | 1.2575 | 1.1538 | 1.3968 | 1.1993 | 1.0886 | 1.3507 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 131 | 61 | 70 | 131 | 61 | 70 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 43.0921 | 40.1316 | 46.0526 | 43.0921 | 40.1316 | 46.0526 |
Ratio Avg Win / Avg Loss | 1.6607 | 1.7212 | 1.6363 | 1.5837 | 1.6239 | 1.5823 |
Largest Winning Trade | 9024 | 9024 | 5485 | 11237 | 11237 | 6927 |
Largest Losing Trade | -10310 | -10310 | -6469 | -16119 | -16119 | -9070 |
Avg Bars in Trades | 78 | 81 | 75 | 78 | 81 | 75 |
Avg Bars in Winners | 93 | 100 | 87 | 93 | 100 | 87 |
Avg Bars in Losers | 66 | 68 | 65 | 66 | 68 | 65 |
Bars Traded | 23859 | 12392 | 11467 | 23859 | 12392 | 11467 |
Profit Streak | 10.3549 | 0 | 10.3799 | 10.3549 | 0 | 10.3799 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311745 | -99962 | 210935 | 243728 | -266486 | 219035 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754592300000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759923599127, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 14, "offset": 66 } }, "second_band": { "type": "alma", "factors": { "length": 248, "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": [ [ 39875.9113064433, 13650.6376000788, 26225.2737063646, 41359.0373374092, 10622.4065971902, 30736.6307402191 ], [ 39.875911, 13.650638, 26.225274, 41.359037, 10.622407, 30.736631 ], [ 0.765666, 0.262109, 0.503557, 0.666831, 0.194029, 0.515948 ], [ 10, 10, 10, 10, 10, 10 ], [ -24333, -23889, -10190, -35195, -34842, -13833 ], [ 1.25751, 1.15378, 1.396842, 1.19925, 1.08857, 1.350712 ], [ 304, 152, 152, 304, 152, 152 ], [ 131, 61, 70, 131, 61, 70 ], [ 173, 91, 82, 173, 91, 82 ], [ 43.092105, 40.131579, 46.052632, 43.092105, 40.131579, 46.052632 ], [ 1.660681, 1.721213, 1.636301, 1.583743, 1.623932, 1.582262 ], [ 9024, 9024, 5485, 11237, 11237, 6927 ], [ -10310, -10310, -6469, -16119, -16119, -9070 ], [ 78, 81, 75, 78, 81, 75 ], [ 93, 100, 87, 93, 100, 87 ], [ 66, 68, 65, 66, 68, 65 ], [ 23859, 12392, 11467, 23859, 12392, 11467 ], [ 10.354851, 0, 10.379851, 10.354851, 0, 10.379851 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311745, -99962, 210935, 243728, -266486, 219035 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754592300000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759923599127, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 14, "offset": 66 } }, "second_band": { "type": "alma", "factors": { "length": 248, "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) |
---|