Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133681.0651 | 94937.4124 | 38743.6527 | 153860.7525 | 212517.1071 | -58656.3546 |
Total P&L (%) | 133.6811 | 94.9374 | 38.7437 | 153.8608 | 212.5171 | -58.6564 |
Avg Daily Profit (%) | 0.5133 | 0.3646 | 0.1488 | 0.3584 | 0.4385 | -0.3386 |
Buy And Hold Return (%) | 13.1567 | 13.1567 | 13.1567 | 13.1567 | 13.1567 | 13.1567 |
Max Trade Drawdown | -74390 | -33574 | -50298 | -372819 | -174029 | -252302 |
Profit Factor | 1.3687 | 1.524 | 1.2136 | 1.1163 | 1.3462 | 0.9172 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Losing Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Profitability (%) | 62.1891 | 64 | 60.396 | 62.1891 | 64 | 60.396 |
Ratio Avg Win / Avg Loss | 0.8322 | 0.8572 | 0.7958 | 0.6787 | 0.7572 | 0.6015 |
Largest Winning Trade | 23958 | 23958 | 15559 | 64928 | 64928 | 55938 |
Largest Losing Trade | -35708 | -16001 | -35708 | -193084 | -54139 | -193084 |
Avg Bars in Trades | 122 | 119 | 125 | 122 | 119 | 125 |
Avg Bars in Winners | 88 | 85 | 90 | 88 | 85 | 90 |
Avg Bars in Losers | 178 | 180 | 177 | 178 | 180 | 177 |
Bars Traded | 24579 | 11951 | 12628 | 24579 | 11951 | 12628 |
Profit Streak | 4.2422 | 0 | 6.513 | 4.2422 | 0 | 6.513 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373633 | 322020 | 23232 | -84004 | 305670 | -580420 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736360100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758986323963, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 144, "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": [ [ 133681.0650717095, 94937.4124013153, 38743.6526703941, 153860.7524884114, 212517.1070540998, -58656.3545656885 ], [ 133.681065, 94.937412, 38.743653, 153.860752, 212.517107, -58.656355 ], [ 0.513329, 0.364555, 0.148774, 0.358376, 0.438517, -0.33859 ], [ 13.156671, 13.156671, 13.156671, 13.156671, 13.156671, 13.156671 ], [ -74390, -33574, -50298, -372819, -174029, -252302 ], [ 1.368717, 1.523952, 1.213626, 1.116338, 1.34619, 0.917229 ], [ 201, 100, 101, 201, 100, 101 ], [ 125, 64, 61, 125, 64, 61 ], [ 76, 36, 40, 76, 36, 40 ], [ 62.189055, 64, 60.39604, 62.189055, 64, 60.39604 ], [ 0.83218, 0.857223, 0.79582, 0.678734, 0.757232, 0.601461 ], [ 23958, 23958, 15559, 64928, 64928, 55938 ], [ -35708, -16001, -35708, -193084, -54139, -193084 ], [ 122, 119, 125, 122, 119, 125 ], [ 88, 85, 90, 88, 85, 90 ], [ 178, 180, 177, 178, 180, 177 ], [ 24579, 11951, 12628, 24579, 11951, 12628 ], [ 4.242175, 0, 6.513009, 4.242175, 0, 6.513009 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373633, 322020, 23232, -84004, 305670, -580420 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736360100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758986323963, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 144, "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) |
---|