| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 187542.4597 | 118197.0377 | 69345.4219 | 342376.3259 | 247632.2918 | 94744.0341 |
| Total P&L (%) | 187.5425 | 118.197 | 69.3454 | 342.3763 | 247.6323 | 94.744 |
| Avg Daily Profit (%) | 0.7202 | 0.4539 | 0.2663 | 0.5726 | 0.4796 | 0.2563 |
| Buy And Hold Return (%) | 10.9389 | 10.9389 | 10.9389 | 10.9389 | 10.9389 | 10.9389 |
| Max Trade Drawdown | -46764 | -34332 | -40946 | -164143 | -71965 | -141584 |
| Profit Factor | 1.4285 | 1.5723 | 1.3 | 1.3075 | 1.4868 | 1.1566 |
| Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
| Winning Trades | 266 | 135 | 131 | 266 | 135 | 131 |
| Losing Trades | 84 | 40 | 44 | 84 | 40 | 44 |
| Profitability (%) | 76 | 77.1429 | 74.8571 | 76 | 77.1429 | 74.8571 |
| Ratio Avg Win / Avg Loss | 0.4511 | 0.4659 | 0.4366 | 0.4129 | 0.4405 | 0.3885 |
| Largest Winning Trade | 10283 | 6523 | 10283 | 20589 | 20589 | 16965 |
| Largest Losing Trade | -37627 | -15583 | -37627 | -129673 | -37156 | -129673 |
| Avg Bars in Trades | 70 | 68 | 72 | 70 | 68 | 72 |
| Avg Bars in Winners | 40 | 41 | 40 | 40 | 41 | 40 |
| Avg Bars in Losers | 165 | 161 | 169 | 165 | 161 | 169 |
| Bars Traded | 24689 | 11987 | 12701 | 24689 | 11987 | 12701 |
| Profit Streak | 3.1061 | 3.1061 | 6.8352 | 3.1061 | 3.1061 | 6.8352 |
| Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 536805 | 423632 | 359162 | 464787 | 412757 | -37999 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736338500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758849463471,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 16,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 227,
"offset": 0,
"std": 2.74391
}
}
}
{
"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": [
[
187542.4596710467,
118197.0377335437,
69345.4219375031,
342376.3258824494,
247632.2917979512,
94744.0340844981
],
[
187.54246,
118.197038,
69.345422,
342.376326,
247.632292,
94.744034
],
[
0.720154,
0.453871,
0.266283,
0.57263,
0.479595,
0.256267
],
[
10.938924,
10.938924,
10.938924,
10.938924,
10.938924,
10.938924
],
[
-46764,
-34332,
-40946,
-164143,
-71965,
-141584
],
[
1.428484,
1.572256,
1.300011,
1.307455,
1.486844,
1.156618
],
[
350,
175,
175,
350,
175,
175
],
[
266,
135,
131,
266,
135,
131
],
[
84,
40,
44,
84,
40,
44
],
[
76,
77.142857,
74.857143,
76,
77.142857,
74.857143
],
[
0.4511,
0.465854,
0.436645,
0.41288,
0.440546,
0.388483
],
[
10283,
6523,
10283,
20589,
20589,
16965
],
[
-37627,
-15583,
-37627,
-129673,
-37156,
-129673
],
[
70,
68,
72,
70,
68,
72
],
[
40,
41,
40,
40,
41,
40
],
[
165,
161,
169,
165,
161,
169
],
[
24689,
11987,
12701,
24689,
11987,
12701
],
[
3.106059,
3.106059,
6.835225,
3.106059,
3.106059,
6.835225
],
[
4,
2,
4,
4,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
536805,
423632,
359162,
464787,
412757,
-37999
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736338500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758849463471,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 16,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 227,
"offset": 0,
"std": 2.74391
}
}
}
| # | 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) |
|---|