Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76640.0088 | 84414.2157 | -7774.2069 | 5195.3542 | 13718.6314 | -8523.2772 |
Total P&L (%) | 76.64 | 84.4142 | -7.7742 | 5.1954 | 13.7186 | -8.5233 |
Avg Daily Profit (%) | 0.1472 | 0.1621 | -0.0149 | 0.0097 | 0.0247 | -0.0171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78368 | -76274 | -6635 | -88260 | -86354 | -7510 |
Profit Factor | 1.3314 | 1.4022 | 0.6367 | 1.022 | 1.064 | 0.6161 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Losing Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Profitability (%) | 47.9452 | 58.3333 | 37.8378 | 47.9452 | 58.3333 | 37.8378 |
Ratio Avg Win / Avg Loss | 1.4455 | 1.0016 | 1.0461 | 1.1096 | 0.76 | 1.0121 |
Largest Winning Trade | 86582 | 86582 | 3140 | 52603 | 52603 | 3931 |
Largest Losing Trade | -36103 | -36103 | -2535 | -45173 | -45173 | -2715 |
Avg Bars in Trades | 321 | 650 | 1 | 321 | 650 | 1 |
Avg Bars in Winners | 334 | 556 | 1 | 334 | 556 | 1 |
Avg Bars in Losers | 309 | 781 | 1 | 309 | 781 | 1 |
Bars Traded | 23460 | 23404 | 56 | 23460 | 23404 | 56 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73976 | 306528 | -583571 | -619629 | -361257 | -583571 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715092200000, "first_datapoint_time": 1715124600000, "last_datapoint_time": 1760090400000, "evaluation_time": 1760091047922, "expiration_time": 1766570400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.74487, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 204, "offset": 0, "std": 3.61208 } } }
{ "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": [ [ 76640.008782376, 84414.2156895739, -7774.206907198, 5195.3542136503, 13718.6313873765, -8523.2771737262 ], [ 76.640009, 84.414216, -7.774207, 5.195354, 13.718631, -8.523277 ], [ 0.14715, 0.162076, -0.014927, 0.009725, 0.024686, -0.017103 ], [ 10, 10, 10, 10, 10, 10 ], [ -78368, -76274, -6635, -88260, -86354, -7510 ], [ 1.331369, 1.402199, 0.636742, 1.021964, 1.064005, 0.616081 ], [ 73, 36, 37, 73, 36, 37 ], [ 35, 21, 14, 35, 21, 14 ], [ 38, 15, 23, 38, 15, 23 ], [ 47.945205, 58.333333, 37.837838, 47.945205, 58.333333, 37.837838 ], [ 1.445486, 1.001571, 1.046077, 1.109561, 0.760003, 1.012133 ], [ 86582, 86582, 3140, 52603, 52603, 3931 ], [ -36103, -36103, -2535, -45173, -45173, -2715 ], [ 321, 650, 1, 321, 650, 1 ], [ 334, 556, 1, 334, 556, 1 ], [ 309, 781, 1, 309, 781, 1 ], [ 23460, 23404, 56, 23460, 23404, 56 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -73976, 306528, -583571, -619629, -361257, -583571 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715092200000, "first_datapoint_time": 1715124600000, "last_datapoint_time": 1760090400000, "evaluation_time": 1760091047922, "expiration_time": 1766570400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.74487, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 204, "offset": 0, "std": 3.61208 } } }
# | 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) |
---|