Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135693.9717 | 104317.7996 | 31376.1721 | 87779.8255 | 91998.115 | -4218.2895 |
Total P&L (%) | 135.694 | 104.3178 | 31.3762 | 87.7798 | 91.9981 | -4.2183 |
Avg Daily Profit (%) | 0.2605 | 0.2003 | 0.0602 | 0.1211 | 0.1253 | -0.0083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135105 | -73147 | -61447 | -84856 | -45160 | -70214 |
Profit Factor | 1.239 | 1.401 | 1.102 | 1.1708 | 1.4216 | 0.9857 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 205 | 105 | 100 | 205 | 105 | 100 |
Losing Trades | 152 | 74 | 78 | 152 | 74 | 78 |
Profitability (%) | 57.423 | 58.6592 | 56.1798 | 57.423 | 58.6592 | 56.1798 |
Ratio Avg Win / Avg Loss | 0.9187 | 0.9874 | 0.8596 | 0.8681 | 1.0019 | 0.7689 |
Largest Winning Trade | 14017 | 14017 | 13117 | 19018 | 11891 | 19018 |
Largest Losing Trade | -38956 | -38956 | -33786 | -53324 | -27504 | -53324 |
Avg Bars in Trades | 68 | 70 | 66 | 68 | 70 | 66 |
Avg Bars in Winners | 41 | 44 | 37 | 41 | 44 | 37 |
Avg Bars in Losers | 105 | 106 | 104 | 105 | 106 | 104 |
Bars Traded | 24490 | 12582 | 11908 | 24490 | 12582 | 11908 |
Profit Streak | 4.1593 | 4.201 | 0 | 4.1593 | 4.201 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301360 | 272181 | -224846 | -63577 | -23977 | -580169 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714527000000, "first_datapoint_time": 1715205600000, "last_datapoint_time": 1759525200000, "evaluation_time": 1759526363533, "expiration_time": 1766005200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "ema", "factors": { "length": 134, "offset": 244 } } }
{ "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": [ [ 135693.9717046583, 104317.7996122272, 31376.1720924312, 87779.8254558691, 91998.1149720247, -4218.2895161557 ], [ 135.693972, 104.3178, 31.376172, 87.779825, 91.998115, -4.21829 ], [ 0.260534, 0.200291, 0.060243, 0.121053, 0.125324, -0.008275 ], [ 10, 10, 10, 10, 10, 10 ], [ -135105, -73147, -61447, -84856, -45160, -70214 ], [ 1.239006, 1.400978, 1.102009, 1.170755, 1.421612, 0.985742 ], [ 357, 179, 178, 357, 179, 178 ], [ 205, 105, 100, 205, 105, 100 ], [ 152, 74, 78, 152, 74, 78 ], [ 57.422969, 58.659218, 56.179775, 57.422969, 58.659218, 56.179775 ], [ 0.918678, 0.987356, 0.859567, 0.868072, 1.001898, 0.768879 ], [ 14017, 14017, 13117, 19018, 11891, 19018 ], [ -38956, -38956, -33786, -53324, -27504, -53324 ], [ 68, 70, 66, 68, 70, 66 ], [ 41, 44, 37, 41, 44, 37 ], [ 105, 106, 104, 105, 106, 104 ], [ 24490, 12582, 11908, 24490, 12582, 11908 ], [ 4.1593, 4.200967, 0, 4.1593, 4.200967, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301360, 272181, -224846, -63577, -23977, -580169 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714527000000, "first_datapoint_time": 1715205600000, "last_datapoint_time": 1759525200000, "evaluation_time": 1759526363533, "expiration_time": 1766005200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "ema", "factors": { "length": 134, "offset": 244 } } }
# | 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) |
---|