Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84372.0599 | 36727.8448 | 47644.215 | 123258.098 | 48988.5116 | 74269.5864 |
Total P&L (%) | 84.3721 | 36.7278 | 47.6442 | 123.2581 | 48.9885 | 74.2696 |
Avg Daily Profit (%) | 1.62 | 0.7052 | 0.9148 | 1.5541 | 0.7685 | 1.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10717 | -12905 | -7268 | -21208 | -22285 | -13385 |
Profit Factor | 2.1923 | 1.9543 | 2.4761 | 2.0223 | 1.729 | 2.3916 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 62.037 | 64.8148 | 59.2593 | 62.037 | 64.8148 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.3415 | 1.0609 | 1.7023 | 1.2375 | 0.9386 | 1.6442 |
Largest Winning Trade | 7494 | 7494 | 6750 | 10586 | 10586 | 8420 |
Largest Losing Trade | -10717 | -10717 | -3615 | -18299 | -18299 | -7729 |
Avg Bars in Trades | 218 | 233 | 203 | 218 | 233 | 203 |
Avg Bars in Winners | 176 | 186 | 165 | 176 | 186 | 165 |
Avg Bars in Losers | 288 | 321 | 260 | 288 | 321 | 260 |
Bars Traded | 23620 | 12614 | 11006 | 23620 | 12614 | 11006 |
Profit Streak | 15.4213 | 0 | 15.4254 | 15.4213 | 0 | 15.4254 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 608205 | -168164 | -164026 | 594337 | -168635 | -162787 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754578980000, "last_datapoint_time": 1759047660000, "evaluation_time": 1760295097027, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 221, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 173 } } }
{ "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": [ [ 84372.0598638071, 36727.844834296, 47644.215029511, 123258.0979806909, 48988.511560169, 74269.5864205219 ], [ 84.37206, 36.727845, 47.644215, 123.258098, 48.988512, 74.269586 ], [ 1.620047, 0.70522, 0.914827, 1.554115, 0.768489, 1.072208 ], [ 10, 10, 10, 10, 10, 10 ], [ -10717, -12905, -7268, -21208, -22285, -13385 ], [ 2.192287, 1.954257, 2.476127, 2.022311, 1.72903, 2.391565 ], [ 108, 54, 54, 108, 54, 54 ], [ 67, 35, 32, 67, 35, 32 ], [ 41, 19, 22, 41, 19, 22 ], [ 62.037037, 64.814815, 59.259259, 62.037037, 64.814815, 59.259259 ], [ 1.341548, 1.060883, 1.702337, 1.237534, 0.938616, 1.644201 ], [ 7494, 7494, 6750, 10586, 10586, 8420 ], [ -10717, -10717, -3615, -18299, -18299, -7729 ], [ 218, 233, 203, 218, 233, 203 ], [ 176, 186, 165, 176, 186, 165 ], [ 288, 321, 260, 288, 321, 260 ], [ 23620, 12614, 11006, 23620, 12614, 11006 ], [ 15.421262, 0, 15.425428, 15.421262, 0, 15.425429 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 608205, -168164, -164026, 594337, -168635, -162787 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754578980000, "last_datapoint_time": 1759047660000, "evaluation_time": 1760295097027, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 221, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 173 } } }
# | 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) |
---|