Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140109.7781 | 117781.7181 | 22328.0599 | 47198.8571 | 73684.5987 | -26485.7416 |
Total P&L (%) | 140.1098 | 117.7817 | 22.3281 | 47.1989 | 73.6846 | -26.4857 |
Avg Daily Profit (%) | 0.269 | 0.2261 | 0.0429 | 0.0743 | 0.1061 | -0.0591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85298 | -57859 | -77985 | -89252 | -31497 | -81813 |
Profit Factor | 1.1971 | 1.3449 | 1.0605 | 1.0886 | 1.3117 | 0.9107 |
Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Winning Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Losing Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Profitability (%) | 59.3668 | 59.2593 | 59.4737 | 59.3668 | 59.2593 | 59.4737 |
Ratio Avg Win / Avg Loss | 0.8194 | 0.9246 | 0.7226 | 0.7451 | 0.9018 | 0.6205 |
Largest Winning Trade | 16645 | 16645 | 12455 | 10685 | 10685 | 10036 |
Largest Losing Trade | -50743 | -29474 | -50743 | -50743 | -19955 | -50743 |
Avg Bars in Trades | 64 | 66 | 62 | 64 | 66 | 62 |
Avg Bars in Winners | 46 | 47 | 46 | 46 | 47 | 46 |
Avg Bars in Losers | 90 | 94 | 86 | 90 | 94 | 86 |
Bars Traded | 24488 | 12552 | 11936 | 24488 | 12552 | 11936 |
Profit Streak | 4.8196 | 9.9655 | 4.8196 | 4.8196 | 9.9655 | 4.8196 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 234025 | 313398 | -295018 | -216495 | -50742 | -579131 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715112000000, "first_datapoint_time": 1715509800000, "last_datapoint_time": 1760110200000, "evaluation_time": 1760110815579, "expiration_time": 1766590200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 222, "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": [ [ 140109.7780577844, 117781.7181138654, 22328.0599439192, 47198.8570696749, 73684.5986812628, -26485.7416115879 ], [ 140.109778, 117.781718, 22.32806, 47.198857, 73.684599, -26.485742 ], [ 0.269012, 0.226142, 0.04287, 0.074258, 0.106054, -0.05906 ], [ 10, 10, 10, 10, 10, 10 ], [ -85298, -57859, -77985, -89252, -31497, -81813 ], [ 1.19713, 1.344912, 1.060466, 1.088578, 1.31172, 0.910664 ], [ 379, 189, 190, 379, 189, 190 ], [ 225, 112, 113, 225, 112, 113 ], [ 154, 77, 77, 154, 77, 77 ], [ 59.366755, 59.259259, 59.473684, 59.366755, 59.259259, 59.473684 ], [ 0.819369, 0.924627, 0.722619, 0.745071, 0.901807, 0.620541 ], [ 16645, 16645, 12455, 10685, 10685, 10036 ], [ -50743, -29474, -50743, -50743, -19955, -50743 ], [ 64, 66, 62, 64, 66, 62 ], [ 46, 47, 46, 46, 47, 46 ], [ 90, 94, 86, 90, 94, 86 ], [ 24488, 12552, 11936, 24488, 12552, 11936 ], [ 4.819625, 9.965458, 4.819625, 4.819625, 9.965458, 4.819625 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 234025, 313398, -295018, -216495, -50742, -579131 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715112000000, "first_datapoint_time": 1715509800000, "last_datapoint_time": 1760110200000, "evaluation_time": 1760110815579, "expiration_time": 1766590200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 222, "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) |
---|