| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 129094.3702 | 91786.5066 | 37307.8635 | 139793.9643 | 126325.9115 | 13468.0527 |
| Total P&L (%) | 129.0944 | 91.7865 | 37.3079 | 139.794 | 126.3259 | 13.4681 |
| Avg Daily Profit (%) | 0.4957 | 0.3525 | 0.1433 | 0.3364 | 0.3141 | 0.0485 |
| Buy And Hold Return (%) | 12.6421 | 12.6421 | 12.6421 | 12.6421 | 12.6421 | 12.6421 |
| Max Trade Drawdown | -50265 | -30553 | -62084 | -123752 | -62506 | -138001 |
| Profit Factor | 1.2776 | 1.4334 | 1.1473 | 1.1497 | 1.3005 | 1.0262 |
| Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
| Winning Trades | 286 | 146 | 140 | 286 | 146 | 140 |
| Losing Trades | 98 | 46 | 52 | 98 | 46 | 52 |
| Profitability (%) | 74.4792 | 76.0417 | 72.9167 | 74.4792 | 76.0417 | 72.9167 |
| Ratio Avg Win / Avg Loss | 0.4378 | 0.4516 | 0.4262 | 0.3939 | 0.4098 | 0.3812 |
| Largest Winning Trade | 8034 | 8034 | 7977 | 13701 | 12760 | 13701 |
| Largest Losing Trade | -40605 | -18228 | -40605 | -97286 | -31624 | -97286 |
| Avg Bars in Trades | 64 | 62 | 66 | 64 | 62 | 66 |
| Avg Bars in Winners | 35 | 36 | 33 | 35 | 36 | 33 |
| Avg Bars in Losers | 150 | 146 | 153 | 150 | 146 | 153 |
| Bars Traded | 24776 | 12090 | 12686 | 24776 | 12090 | 12686 |
| 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 | 439708 | 381115 | -63048 | -44988 | 340091 | -464877 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737014400000,
"first_datapoint_time": 1737167400000,
"last_datapoint_time": 1759513500000,
"evaluation_time": 1759513903392,
"expiration_time": 1765993500000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 171,
"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": [
[
129094.370152677,
91786.5066450046,
37307.8635076723,
139793.964263813,
126325.9115311913,
13468.0527326217
],
[
129.09437,
91.786507,
37.307864,
139.793964,
126.325912,
13.468053
],
[
0.495716,
0.352456,
0.14326,
0.33641,
0.314142,
0.04853
],
[
12.642078,
12.642078,
12.642078,
12.642078,
12.642078,
12.642078
],
[
-50265,
-30553,
-62084,
-123752,
-62506,
-138001
],
[
1.277621,
1.433394,
1.147335,
1.149667,
1.300511,
1.02622
],
[
384,
192,
192,
384,
192,
192
],
[
286,
146,
140,
286,
146,
140
],
[
98,
46,
52,
98,
46,
52
],
[
74.479167,
76.041667,
72.916667,
74.479167,
76.041667,
72.916667
],
[
0.437786,
0.451617,
0.426153,
0.393942,
0.40975,
0.381167
],
[
8034,
8034,
7977,
13701,
12760,
13701
],
[
-40605,
-18228,
-40605,
-97286,
-31624,
-97286
],
[
64,
62,
66,
64,
62,
66
],
[
35,
36,
33,
35,
36,
33
],
[
150,
146,
153,
150,
146,
153
],
[
24776,
12090,
12686,
24776,
12090,
12686
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
439708,
381115,
-63048,
-44988,
340091,
-464877
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737014400000,
"first_datapoint_time": 1737167400000,
"last_datapoint_time": 1759513500000,
"evaluation_time": 1759513903392,
"expiration_time": 1765993500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 171,
"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) |
|---|