Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85296.4623 | 80776.6031 | 4519.8592 | 11282.7177 | 42569.5671 | -31286.8495 |
Total P&L (%) | 85.2965 | 80.7766 | 4.5199 | 11.2827 | 42.5696 | -31.2868 |
Avg Daily Profit (%) | 0.1638 | 0.1551 | 0.0087 | 0.0205 | 0.0681 | -0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92736 | -57026 | -80110 | -68735 | -45436 | -59086 |
Profit Factor | 1.1471 | 1.3125 | 1.0141 | 1.0281 | 1.2516 | 0.8649 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 66.1972 | 66.0377 | 66.3551 | 66.1972 | 66.0377 | 66.3551 |
Ratio Avg Win / Avg Loss | 0.5858 | 0.675 | 0.5142 | 0.525 | 0.6437 | 0.4385 |
Largest Winning Trade | 19852 | 13624 | 19852 | 11919 | 11919 | 11016 |
Largest Losing Trade | -31209 | -25642 | -31209 | -35156 | -19486 | -35156 |
Avg Bars in Trades | 115 | 113 | 116 | 115 | 113 | 116 |
Avg Bars in Winners | 78 | 76 | 81 | 78 | 76 | 81 |
Avg Bars in Losers | 186 | 186 | 186 | 186 | 186 | 186 |
Bars Traded | 24523 | 12052 | 12471 | 24523 | 12052 | 12471 |
Profit Streak | 15.2899 | 15.2899 | 22.5608 | 15.2899 | 15.2899 | 22.5608 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48739 | 304429 | -550938 | -478239 | -103129 | -577987 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715286600000, "first_datapoint_time": 1715596200000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760286449455, "expiration_time": 1766764800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 121, "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": [ [ 85296.4622726234, 80776.6030798185, 4519.8591928048, 11282.7176739938, 42569.5671292877, -31286.8494552939 ], [ 85.296462, 80.776603, 4.519859, 11.282718, 42.569567, -31.286849 ], [ 0.16377, 0.155092, 0.008678, 0.020528, 0.068118, -0.072019 ], [ 10, 10, 10, 10, 10, 10 ], [ -92736, -57026, -80110, -68735, -45436, -59086 ], [ 1.147133, 1.312479, 1.014071, 1.028149, 1.251572, 0.864917 ], [ 213, 106, 107, 213, 106, 107 ], [ 141, 70, 71, 141, 70, 71 ], [ 72, 36, 36, 72, 36, 36 ], [ 66.197183, 66.037736, 66.35514, 66.197183, 66.037736, 66.35514 ], [ 0.58577, 0.674989, 0.514177, 0.525012, 0.643666, 0.438549 ], [ 19852, 13624, 19852, 11919, 11919, 11016 ], [ -31209, -25642, -31209, -35156, -19486, -35156 ], [ 115, 113, 116, 115, 113, 116 ], [ 78, 76, 81, 78, 76, 81 ], [ 186, 186, 186, 186, 186, 186 ], [ 24523, 12052, 12471, 24523, 12052, 12471 ], [ 15.289924, 15.289924, 22.560757, 15.289924, 15.289924, 22.560758 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -48739, 304429, -550938, -478239, -103129, -577987 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715286600000, "first_datapoint_time": 1715596200000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760286449455, "expiration_time": 1766764800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 121, "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) |
---|