| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 325459.1669 | 314793.4747 | 10665.6922 | 939570.8466 | 1051757.114 | -112186.2674 |
| Total P&L (%) | 325.4592 | 314.7935 | 10.6657 | 939.5708 | 1051.7571 | -112.1863 |
| Avg Daily Profit (%) | 0.3932 | 0.3803 | 0.0129 | 0.2833 | 0.2957 | 0 |
| Buy And Hold Return (%) | 431.0785 | 431.0785 | 431.0785 | 431.0785 | 431.0785 | 431.0785 |
| Max Trade Drawdown | -103218 | -79690 | -60651 | -687524 | -473520 | -497610 |
| Profit Factor | 2.237 | 3.0724 | 1.0959 | 1.5557 | 2.0795 | 0.8434 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 82 | 46 | 36 | 82 | 46 | 36 |
| Losing Trades | 23 | 6 | 17 | 23 | 6 | 17 |
| Profitability (%) | 78.0952 | 88.4615 | 67.9245 | 78.0952 | 88.4615 | 67.9245 |
| Ratio Avg Win / Avg Loss | 0.6275 | 0.4008 | 0.5175 | 0.4364 | 0.2712 | 0.3983 |
| Largest Winning Trade | 29499 | 29499 | 9783 | 167214 | 167214 | 70981 |
| Largest Losing Trade | -57978 | -57978 | -39735 | -455775 | -455775 | -373747 |
| Avg Bars in Trades | 80 | 136 | 25 | 80 | 136 | 25 |
| Avg Bars in Winners | 48 | 77 | 12 | 48 | 77 | 12 |
| Avg Bars in Losers | 192 | 591 | 52 | 192 | 591 | 52 |
| Bars Traded | 8442 | 7097 | 1345 | 8442 | 7097 | 1345 |
| Profit Streak | 56.8547 | 89.5214 | 56.8547 | 56.8547 | 89.5214 | 56.8547 |
| Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149256 | -327291 | -634152 | 317057 | -167693 | -756832 |
{
"trading_pair": "PENDLE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 9933,
"evaluation_days": 827.75,
"actual_first_datapoint_time": 1688378400000,
"first_datapoint_time": 1689624000000,
"last_datapoint_time": 1759888800000,
"evaluation_time": 1759897845195,
"expiration_time": 1762480800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 174,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
325459.1669087131,
314793.4746911176,
10665.6922175955,
939570.8465553306,
1051757.1139866174,
-112186.2674312866
],
[
325.459167,
314.793475,
10.665692,
939.570847,
1051.757114,
-112.186267
],
[
0.393185,
0.3803,
0.012885,
0.283263,
0.295679,
0
],
[
431.078508,
431.078508,
431.078508,
431.078508,
431.078508,
431.078508
],
[
-103218,
-79690,
-60651,
-687524,
-473520,
-497610
],
[
2.23701,
3.072445,
1.095909,
1.555711,
2.079541,
0.843423
],
[
105,
52,
53,
105,
52,
53
],
[
82,
46,
36,
82,
46,
36
],
[
23,
6,
17,
23,
6,
17
],
[
78.095238,
88.461538,
67.924528,
78.095238,
88.461538,
67.924528
],
[
0.627454,
0.400754,
0.517512,
0.436358,
0.271244,
0.398283
],
[
29499,
29499,
9783,
167214,
167214,
70981
],
[
-57978,
-57978,
-39735,
-455775,
-455775,
-373747
],
[
80,
136,
25,
80,
136,
25
],
[
48,
77,
12,
48,
77,
12
],
[
192,
591,
52,
192,
591,
52
],
[
8442,
7097,
1345,
8442,
7097,
1345
],
[
56.85469,
89.521356,
56.85469,
56.85469,
89.521356,
56.85469
],
[
6,
8,
3,
6,
8,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149256,
-327291,
-634152,
317057,
-167693,
-756832
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 9933,
"evaluation_days": 827.75,
"actual_first_datapoint_time": 1688378400000,
"first_datapoint_time": 1689624000000,
"last_datapoint_time": 1759888800000,
"evaluation_time": 1759897845195,
"expiration_time": 1762480800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 174,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|