Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30182.0002 | 11969.6589 | 18212.3414 | 30850.8069 | 9520.0188 | 21330.7881 |
Total P&L (%) | 30.182 | 11.9697 | 18.2123 | 30.8508 | 9.52 | 21.3308 |
Avg Daily Profit (%) | 0.5795 | 0.2298 | 0.3497 | 0.5176 | 0.1748 | 0.3719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17057 | -20961 | -9218 | -24955 | -29709 | -11981 |
Profit Factor | 1.3052 | 1.1927 | 1.4952 | 1.2369 | 1.1151 | 1.449 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Profitability (%) | 68.9655 | 71.2644 | 66.6667 | 68.9655 | 71.2644 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.5873 | 0.4809 | 0.7476 | 0.5566 | 0.4496 | 0.7245 |
Largest Winning Trade | 4171 | 4171 | 4057 | 4868 | 4541 | 4868 |
Largest Losing Trade | -11359 | -11359 | -3652 | -16214 | -16214 | -4794 |
Avg Bars in Trades | 137 | 188 | 87 | 137 | 188 | 87 |
Avg Bars in Winners | 78 | 110 | 44 | 78 | 110 | 44 |
Avg Bars in Losers | 268 | 381 | 171 | 268 | 381 | 171 |
Bars Traded | 23980 | 16398 | 7582 | 23980 | 16398 | 7582 |
Profit Streak | 4.3844 | 5.3156 | 4.3844 | 4.3844 | 5.3156 | 4.3844 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320034 | -104291 | 59317 | 288111 | -251387 | 130831 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754579160000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759311268371, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 175, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 30182.0002330842, 11969.6588829713, 18212.3413501129, 30850.8068588298, 9520.018754465, 21330.7881043648 ], [ 30.182, 11.969659, 18.212341, 30.850807, 9.520019, 21.330788 ], [ 0.579531, 0.229832, 0.349699, 0.517632, 0.174763, 0.371947 ], [ 10, 10, 10, 10, 10, 10 ], [ -17057, -20961, -9218, -24955, -29709, -11981 ], [ 1.305217, 1.192718, 1.495208, 1.236949, 1.11513, 1.448965 ], [ 174, 87, 87, 174, 87, 87 ], [ 120, 62, 58, 120, 62, 58 ], [ 54, 25, 29, 54, 25, 29 ], [ 68.965517, 71.264368, 66.666667, 68.965517, 71.264368, 66.666667 ], [ 0.587348, 0.480935, 0.747604, 0.556627, 0.449649, 0.724482 ], [ 4171, 4171, 4057, 4868, 4541, 4868 ], [ -11359, -11359, -3652, -16214, -16214, -4794 ], [ 137, 188, 87, 137, 188, 87 ], [ 78, 110, 44, 78, 110, 44 ], [ 268, 381, 171, 268, 381, 171 ], [ 23980, 16398, 7582, 23980, 16398, 7582 ], [ 4.384356, 5.315606, 4.384356, 4.384356, 5.315606, 4.384356 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320034, -104291, 59317, 288111, -251387, 130831 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754579160000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759311268371, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 175, "offset": 0, "scalar": 2 } } }
# | 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) |
---|