Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32932.7198 | 11473.2502 | 21459.4696 | 34285.954 | 7330.7204 | 26955.2335 |
Total P&L (%) | 32.9327 | 11.4733 | 21.4595 | 34.286 | 7.3307 | 26.9552 |
Avg Daily Profit (%) | 0.6323 | 0.2203 | 0.412 | 0.5677 | 0.1359 | 0.4593 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22781 | -19060 | -12373 | -32581 | -27828 | -16316 |
Profit Factor | 1.3988 | 1.2388 | 1.6214 | 1.3138 | 1.1125 | 1.6115 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 69.8113 | 67.9245 | 71.6981 | 69.8113 | 67.9245 | 71.6981 |
Ratio Avg Win / Avg Loss | 0.6049 | 0.585 | 0.64 | 0.5681 | 0.5253 | 0.6361 |
Largest Winning Trade | 5693 | 5693 | 3790 | 7131 | 7131 | 4793 |
Largest Losing Trade | -9527 | -9527 | -8908 | -14243 | -14243 | -11600 |
Avg Bars in Trades | 222 | 222 | 222 | 222 | 222 | 222 |
Avg Bars in Winners | 121 | 109 | 132 | 121 | 109 | 132 |
Avg Bars in Losers | 455 | 459 | 450 | 455 | 459 | 450 |
Bars Traded | 23562 | 11768 | 11794 | 23562 | 11768 | 11794 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308076 | -293894 | -175212 | 273815 | -455590 | -172293 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754634060000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759867147654, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 230, "offset": 250 } } }
{ "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": [ [ 32932.719775252, 11473.2501583521, 21459.4696169001, 34285.9539627491, 7330.7204435191, 26955.2335192301 ], [ 32.93272, 11.47325, 21.45947, 34.285954, 7.33072, 26.955234 ], [ 0.632349, 0.220301, 0.412048, 0.56766, 0.135931, 0.459317 ], [ 10, 10, 10, 10, 10, 10 ], [ -22781, -19060, -12373, -32581, -27828, -16316 ], [ 1.39877, 1.238775, 1.62138, 1.313827, 1.112486, 1.611491 ], [ 106, 53, 53, 106, 53, 53 ], [ 74, 36, 38, 74, 36, 38 ], [ 32, 17, 15, 32, 17, 15 ], [ 69.811321, 67.924528, 71.698113, 69.811321, 67.924528, 71.698113 ], [ 0.604874, 0.584977, 0.640019, 0.568141, 0.525341, 0.636115 ], [ 5693, 5693, 3790, 7131, 7131, 4793 ], [ -9527, -9527, -8908, -14243, -14243, -11600 ], [ 222, 222, 222, 222, 222, 222 ], [ 121, 109, 132, 121, 109, 132 ], [ 455, 459, 450, 455, 459, 450 ], [ 23562, 11768, 11794, 23562, 11768, 11794 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308076, -293894, -175212, 273815, -455590, -172293 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754634060000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759867147654, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 230, "offset": 250 } } }
# | 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) |
---|