| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 63136.9313 | 37190.8502 | 25946.0811 | 75375.4861 | 40136.4753 | 35239.0109 |
| Total P&L (%) | 63.1369 | 37.1909 | 25.9461 | 75.3755 | 40.1365 | 35.239 |
| Avg Daily Profit (%) | 1.2123 | 0.7141 | 0.4982 | 1.0845 | 0.65 | 0.5813 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -11358 | -17266 | -7044 | -16244 | -23892 | -9845 |
| Profit Factor | 1.6851 | 1.8809 | 1.5196 | 1.6238 | 1.6625 | 1.5849 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
| Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Profitability (%) | 65.5462 | 64.4068 | 66.6667 | 65.5462 | 64.4068 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.8858 | 1.0394 | 0.7598 | 0.8535 | 0.9188 | 0.7924 |
| Largest Winning Trade | 6505 | 6505 | 4843 | 8154 | 8154 | 6449 |
| Largest Losing Trade | -22524 | -9714 | -22524 | -22524 | -13571 | -22524 |
| Avg Bars in Trades | 205 | 205 | 204 | 205 | 205 | 204 |
| Avg Bars in Winners | 160 | 149 | 170 | 160 | 149 | 170 |
| Avg Bars in Losers | 290 | 306 | 274 | 290 | 306 | 274 |
| Bars Traded | 24416 | 12118 | 12298 | 24416 | 12118 | 12298 |
| Profit Streak | 3.2212 | 3.2212 | 6.1628 | 3.2212 | 3.2212 | 6.1628 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 477933 | -165806 | -160701 | 486147 | -168180 | -159043 |
{
"trading_pair": "PENDLE_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754578080000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759133367677,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 216,
"offset": 168,
"poles": 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": [
[
63136.9312521418,
37190.8501650266,
25946.0810871153,
75375.4861383188,
40136.4752511333,
35239.0108871855
],
[
63.136931,
37.19085,
25.946081,
75.375486,
40.136475,
35.239011
],
[
1.212307,
0.71411,
0.498197,
1.084485,
0.650043,
0.581317
],
[
10,
10,
10,
10,
10,
10
],
[
-11358,
-17266,
-7044,
-16244,
-23892,
-9845
],
[
1.685142,
1.880881,
1.519633,
1.623797,
1.662529,
1.584855
],
[
119,
59,
60,
119,
59,
60
],
[
78,
38,
40,
78,
38,
40
],
[
41,
21,
20,
41,
21,
20
],
[
65.546218,
64.40678,
66.666667,
65.546218,
64.40678,
66.666667
],
[
0.88578,
1.039434,
0.759817,
0.853535,
0.918766,
0.792427
],
[
6505,
6505,
4843,
8154,
8154,
6449
],
[
-22524,
-9714,
-22524,
-22524,
-13571,
-22524
],
[
205,
205,
204,
205,
205,
204
],
[
160,
149,
170,
160,
149,
170
],
[
290,
306,
274,
290,
306,
274
],
[
24416,
12118,
12298,
24416,
12118,
12298
],
[
3.221154,
3.221154,
6.16282,
3.221154,
3.221154,
6.16282
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
477933,
-165806,
-160701,
486147,
-168180,
-159043
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754578080000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759133367677,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 216,
"offset": 168,
"poles": 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) |
|---|