Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122516.46 | 85741.4901 | 36774.9699 | 136119.9759 | 147169.9462 | -11049.9703 |
Total P&L (%) | 122.5165 | 85.7415 | 36.775 | 136.12 | 147.1699 | -11.05 |
Avg Daily Profit (%) | 0.4705 | 0.3292 | 0.1412 | 0.3305 | 0.3481 | -0.045 |
Buy And Hold Return (%) | 21.7 | 21.7 | 21.7 | 21.7 | 21.7 | 21.7 |
Max Trade Drawdown | -46788 | -27156 | -39317 | -179858 | -59805 | -151355 |
Profit Factor | 1.3539 | 1.5644 | 1.1893 | 1.1783 | 1.4891 | 0.9761 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Losing Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Profitability (%) | 56.2189 | 59 | 53.4653 | 56.2189 | 59 | 53.4653 |
Ratio Avg Win / Avg Loss | 1.0544 | 1.0871 | 1.0352 | 0.9176 | 1.0348 | 0.8496 |
Largest Winning Trade | 13690 | 13005 | 13690 | 35572 | 21504 | 35572 |
Largest Losing Trade | -37326 | -19660 | -37326 | -150178 | -54443 | -150178 |
Avg Bars in Trades | 121 | 118 | 123 | 121 | 118 | 123 |
Avg Bars in Winners | 106 | 104 | 108 | 106 | 104 | 108 |
Avg Bars in Losers | 140 | 138 | 141 | 140 | 138 | 141 |
Bars Traded | 24401 | 11880 | 12521 | 24401 | 11880 | 12521 |
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 | 356631 | 275158 | -26927 | -17392 | 340721 | -582009 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736433900000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758900801796, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 212, "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": [ [ 122516.460029328, 85741.4901152168, 36774.9699141112, 136119.9759015926, 147169.9461952134, -11049.970293621 ], [ 122.51646, 85.74149, 36.77497, 136.119976, 147.169946, -11.04997 ], [ 0.470457, 0.329243, 0.141214, 0.330462, 0.348084, -0.044954 ], [ 21.7, 21.7, 21.7, 21.7, 21.7, 21.7 ], [ -46788, -27156, -39317, -179858, -59805, -151355 ], [ 1.353947, 1.564392, 1.189342, 1.178261, 1.489099, 0.976118 ], [ 201, 100, 101, 201, 100, 101 ], [ 113, 59, 54, 113, 59, 54 ], [ 88, 41, 47, 88, 41, 47 ], [ 56.218905, 59, 53.465347, 56.218905, 59, 53.465347 ], [ 1.054401, 1.08712, 1.035168, 0.917584, 1.034797, 0.849585 ], [ 13690, 13005, 13690, 35572, 21504, 35572 ], [ -37326, -19660, -37326, -150178, -54443, -150178 ], [ 121, 118, 123, 121, 118, 123 ], [ 106, 104, 108, 106, 104, 108 ], [ 140, 138, 141, 140, 138, 141 ], [ 24401, 11880, 12521, 24401, 11880, 12521 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356631, 275158, -26927, -17392, 340721, -582009 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736433900000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758900801796, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 212, "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) |
---|