Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398885.6755 | 358572.0545 | 40313.6209 | 1666655.7865 | 1283306.6397 | 383349.1468 |
Total P&L (%) | 398.8857 | 358.5721 | 40.3136 | 1666.6558 | 1283.3066 | 383.3491 |
Avg Daily Profit (%) | 0.4897 | 0.4402 | 0.0495 | 0.3532 | 0.3231 | 0.1936 |
Buy And Hold Return (%) | 502.7499 | 502.7499 | 502.7499 | 502.7499 | 502.7499 | 502.7499 |
Max Trade Drawdown | -67223 | -22904 | -126559 | -304617 | -228552 | -288650 |
Profit Factor | 2.3134 | 4.0891 | 1.2149 | 2.4229 | 3.2822 | 1.6294 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 53.012 | 59.5238 | 46.3415 | 53.012 | 59.5238 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.0505 | 2.7806 | 1.4067 | 2.1475 | 2.2319 | 1.8867 |
Largest Winning Trade | 64325 | 64325 | 38130 | 325476 | 325476 | 275380 |
Largest Losing Trade | -25742 | -22904 | -25742 | -231764 | -228552 | -231764 |
Avg Bars in Trades | 37 | 46 | 28 | 37 | 46 | 28 |
Avg Bars in Winners | 50 | 59 | 37 | 50 | 59 | 37 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 3114 | 1934 | 1180 | 3114 | 1934 | 1180 |
Profit Streak | 87.5527 | 104.5527 | 87.5527 | 87.5527 | 104.5527 | 87.5527 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150712 | -146343 | -293175 | 421020 | 521574 | -155274 |
{ "trading_pair": "PENDLE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3258, "evaluation_days": 814.5, "actual_first_datapoint_time": 1688364000000, "first_datapoint_time": 1690545600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758806154099, "expiration_time": 1761307200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 231, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 102, "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": [ [ 398885.6754769242, 358572.0545493849, 40313.6209275394, 1666655.7865196685, 1283306.6396805195, 383349.1468391494 ], [ 398.885675, 358.572055, 40.313621, 1666.655787, 1283.30664, 383.349147 ], [ 0.489731, 0.440236, 0.049495, 0.353191, 0.323057, 0.193627 ], [ 502.749907, 502.749907, 502.749907, 502.749907, 502.749907, 502.749907 ], [ -67223, -22904, -126559, -304617, -228552, -288650 ], [ 2.313424, 4.08913, 1.214864, 2.422852, 3.282235, 1.629426 ], [ 83, 42, 41, 83, 42, 41 ], [ 44, 25, 19, 44, 25, 19 ], [ 39, 17, 22, 39, 17, 22 ], [ 53.012048, 59.52381, 46.341463, 53.012048, 59.52381, 46.341463 ], [ 2.050535, 2.780608, 1.406685, 2.147528, 2.23192, 1.886704 ], [ 64325, 64325, 38130, 325476, 325476, 275380 ], [ -25742, -22904, -25742, -231764, -228552, -231764 ], [ 37, 46, 28, 37, 46, 28 ], [ 50, 59, 37, 50, 59, 37 ], [ 23, 25, 21, 23, 25, 21 ], [ 3114, 1934, 1180, 3114, 1934, 1180 ], [ 87.552709, 104.552709, 87.552709, 87.552709, 104.552709, 87.552709 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150712, -146343, -293175, 421020, 521574, -155274 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3258, "evaluation_days": 814.5, "actual_first_datapoint_time": 1688364000000, "first_datapoint_time": 1690545600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758806154099, "expiration_time": 1761307200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 231, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 102, "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) |
---|