Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77460.8741 | 32183.1031 | 45277.771 | 109037.5257 | 44608.973 | 64428.5526 |
Total P&L (%) | 77.4609 | 32.1831 | 45.2778 | 109.0375 | 44.609 | 64.4286 |
Avg Daily Profit (%) | 1.4873 | 0.618 | 0.8694 | 1.4259 | 0.7108 | 0.9595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -11348 | -12186 | -11303 | -17077 | -18172 | -16748 |
Profit Factor | 2.4218 | 2.1371 | 2.7296 | 2.2414 | 1.9822 | 2.5189 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 73.6111 | 69.4444 | 77.7778 | 73.6111 | 69.4444 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.8682 | 0.9403 | 0.7799 | 0.8035 | 0.8722 | 0.7197 |
Largest Winning Trade | 6367 | 4701 | 6367 | 8716 | 7759 | 8716 |
Largest Losing Trade | -11303 | -7388 | -11303 | -16748 | -11177 | -16748 |
Avg Bars in Trades | 322 | 338 | 306 | 322 | 338 | 306 |
Avg Bars in Winners | 184 | 193 | 175 | 184 | 193 | 175 |
Avg Bars in Losers | 708 | 668 | 763 | 708 | 668 | 763 |
Bars Traded | 23226 | 12195 | 11031 | 23226 | 12195 | 11031 |
Profit Streak | 0 | 7.9279 | 0 | 0 | 7.9279 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67313 | 395209 | 541032 | -67715 | 442766 | 578952 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754581680000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759549209036, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 175, "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": [ [ 77460.8740643328, 32183.1030945159, 45277.7709698171, 109037.5256695767, 44608.9730420345, 64428.5526275423 ], [ 77.460874, 32.183103, 45.277771, 109.037526, 44.608973, 64.428553 ], [ 1.487344, 0.617955, 0.869389, 1.42586, 0.710777, 0.959462 ], [ 10, 10, 10, 10, 10, 10 ], [ -11348, -12186, -11303, -17077, -18172, -16748 ], [ 2.421823, 2.137142, 2.729597, 2.241373, 1.982161, 2.518932 ], [ 72, 36, 36, 72, 36, 36 ], [ 53, 25, 28, 53, 25, 28 ], [ 19, 11, 8, 19, 11, 8 ], [ 73.611111, 69.444444, 77.777778, 73.611111, 69.444444, 77.777778 ], [ 0.868201, 0.940342, 0.779885, 0.803511, 0.872151, 0.719695 ], [ 6367, 4701, 6367, 8716, 7759, 8716 ], [ -11303, -7388, -11303, -16748, -11177, -16748 ], [ 322, 338, 306, 322, 338, 306 ], [ 184, 193, 175, 184, 193, 175 ], [ 708, 668, 763, 708, 668, 763 ], [ 23226, 12195, 11031, 23226, 12195, 11031 ], [ 0, 7.927882, 0, 0, 7.927882, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -67313, 395209, 541032, -67715, 442766, 578952 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754581680000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759549209036, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 175, "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) |
---|