Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216615.4419 | 144752.4524 | 71862.9895 | 267484.8565 | 293192.9157 | -25708.0592 |
Total P&L (%) | 216.6154 | 144.7525 | 71.863 | 267.4849 | 293.1929 | -25.7081 |
Avg Daily Profit (%) | 0.4159 | 0.2779 | 0.138 | 0.2502 | 0.2632 | -0.057 |
Buy And Hold Return (%) | 12.3389 | 12.3389 | 12.3389 | 12.3389 | 12.3389 | 12.3389 |
Max Trade Drawdown | -66544 | -53996 | -50676 | -440103 | -205333 | -318782 |
Profit Factor | 1.2588 | 1.362 | 1.1644 | 1.1108 | 1.265 | 0.9803 |
Total Trades | 487 | 244 | 243 | 487 | 244 | 243 |
Winning Trades | 304 | 149 | 155 | 304 | 149 | 155 |
Losing Trades | 183 | 95 | 88 | 183 | 95 | 88 |
Profitability (%) | 62.423 | 61.0656 | 63.786 | 62.423 | 61.0656 | 63.786 |
Ratio Avg Win / Avg Loss | 0.7578 | 0.8684 | 0.6611 | 0.6687 | 0.8065 | 0.5566 |
Largest Winning Trade | 24887 | 24887 | 12491 | 75558 | 75558 | 70606 |
Largest Losing Trade | -35165 | -32980 | -35165 | -239685 | -124374 | -239685 |
Avg Bars in Trades | 50 | 52 | 48 | 50 | 52 | 48 |
Avg Bars in Winners | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Losers | 66 | 67 | 66 | 66 | 67 | 66 |
Bars Traded | 24597 | 12718 | 11879 | 24597 | 12718 | 11879 |
Profit Streak | 1.8487 | 1.8487 | 1.9945 | 1.8487 | 1.8487 | 1.9945 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340229 | 232558 | -51128 | -90466 | 206689 | -580922 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714127400000, "first_datapoint_time": 1714530600000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759126923923, "expiration_time": 1765605600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 111, "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": [ [ 216615.4419242262, 144752.4523793755, 71862.9895448509, 267484.8565067772, 293192.9157425363, -25708.0592357592 ], [ 216.615442, 144.752452, 71.86299, 267.484857, 293.192916, -25.708059 ], [ 0.415904, 0.277926, 0.137978, 0.250204, 0.26322, -0.05704 ], [ 12.338902, 12.338902, 12.338902, 12.338902, 12.338902, 12.338902 ], [ -66544, -53996, -50676, -440103, -205333, -318782 ], [ 1.258788, 1.361977, 1.164391, 1.11078, 1.264957, 0.980345 ], [ 487, 244, 243, 487, 244, 243 ], [ 304, 149, 155, 304, 149, 155 ], [ 183, 95, 88, 183, 95, 88 ], [ 62.422998, 61.065574, 63.786008, 62.422998, 61.065574, 63.786008 ], [ 0.757757, 0.868375, 0.661074, 0.66866, 0.806516, 0.556583 ], [ 24887, 24887, 12491, 75558, 75558, 70606 ], [ -35165, -32980, -35165, -239685, -124374, -239685 ], [ 50, 52, 48, 50, 52, 48 ], [ 40, 42, 39, 40, 42, 39 ], [ 66, 67, 66, 66, 67, 66 ], [ 24597, 12718, 11879, 24597, 12718, 11879 ], [ 1.848656, 1.848656, 1.99449, 1.848656, 1.848657, 1.99449 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340229, 232558, -51128, -90466, 206689, -580922 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714127400000, "first_datapoint_time": 1714530600000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759126923923, "expiration_time": 1765605600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 111, "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) |
---|