Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107780.2576 | 95232.732 | 12547.5256 | 23581.5437 | 50414.662 | -26833.1182 |
Total P&L (%) | 107.7803 | 95.2327 | 12.5475 | 23.5815 | 50.4147 | -26.8331 |
Avg Daily Profit (%) | 0.2069 | 0.1828 | 0.0241 | 0.0407 | 0.0784 | -0.06 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115022 | -68223 | -74246 | -75696 | -30340 | -52032 |
Profit Factor | 1.2066 | 1.3934 | 1.0449 | 1.0809 | 1.4429 | 0.8489 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 72.4868 | 72.3404 | 72.6316 | 72.4868 | 72.3404 | 72.6316 |
Ratio Avg Win / Avg Loss | 0.458 | 0.5328 | 0.3937 | 0.4103 | 0.5517 | 0.3199 |
Largest Winning Trade | 16499 | 16499 | 15598 | 10367 | 10367 | 10120 |
Largest Losing Trade | -45697 | -31565 | -45697 | -52032 | -18346 | -52032 |
Avg Bars in Trades | 128 | 127 | 129 | 128 | 127 | 129 |
Avg Bars in Winners | 75 | 74 | 76 | 75 | 74 | 76 |
Avg Bars in Losers | 267 | 265 | 270 | 267 | 265 | 270 |
Bars Traded | 24279 | 12001 | 12278 | 24279 | 12001 | 12278 |
Profit Streak | 11.7294 | 22.7085 | 11.7294 | 11.7294 | 22.7085 | 11.7294 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375638 | 369808 | -416609 | -271364 | -86463 | -577347 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714015800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758879018505, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 161, "offset": 0, "a": 0.47126 } } }
{ "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": [ [ 107780.2576117039, 95232.7320425799, 12547.525569124, 23581.54374859, 50414.6619689737, -26833.1182203837 ], [ 107.780258, 95.232732, 12.547526, 23.581544, 50.414662, -26.833118 ], [ 0.206939, 0.182848, 0.024091, 0.040661, 0.078411, -0.059968 ], [ 10, 10, 10, 10, 10, 10 ], [ -115022, -68223, -74246, -75696, -30340, -52032 ], [ 1.206592, 1.393389, 1.044873, 1.080922, 1.442925, 0.848902 ], [ 189, 94, 95, 189, 94, 95 ], [ 137, 68, 69, 137, 68, 69 ], [ 52, 26, 26, 52, 26, 26 ], [ 72.486772, 72.340426, 72.631579, 72.486772, 72.340426, 72.631579 ], [ 0.457977, 0.532767, 0.39372, 0.410277, 0.551706, 0.319876 ], [ 16499, 16499, 15598, 10367, 10367, 10120 ], [ -45697, -31565, -45697, -52032, -18346, -52032 ], [ 128, 127, 129, 128, 127, 129 ], [ 75, 74, 76, 75, 74, 76 ], [ 267, 265, 270, 267, 265, 270 ], [ 24279, 12001, 12278, 24279, 12001, 12278 ], [ 11.729381, 22.708547, 11.729381, 11.729381, 22.708548, 11.729381 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 375638, 369808, -416609, -271364, -86463, -577347 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714015800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758879018505, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 161, "offset": 0, "a": 0.47126 } } }
# | 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) |
---|