| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 142349.0769 | 95481.5313 | 46867.5456 | 210018.5463 | 189638.2853 | 20380.261 |
| Total P&L (%) | 142.3491 | 95.4815 | 46.8675 | 210.0185 | 189.6383 | 20.3803 |
| Avg Daily Profit (%) | 0.5466 | 0.3666 | 0.18 | 0.4354 | 0.4092 | 0.0713 |
| Buy And Hold Return (%) | 18.1267 | 18.1267 | 18.1267 | 18.1267 | 18.1267 | 18.1267 |
| Max Trade Drawdown | -51670 | -37383 | -37828 | -228932 | -67106 | -178886 |
| Profit Factor | 1.7271 | 2.0006 | 1.4671 | 1.3775 | 1.8364 | 1.0618 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
| Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
| Profitability (%) | 70.4 | 74.1935 | 66.6667 | 70.4 | 74.1935 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.7262 | 0.6959 | 0.7335 | 0.5792 | 0.6388 | 0.5309 |
| Largest Winning Trade | 12575 | 12575 | 11079 | 30455 | 28534 | 30455 |
| Largest Losing Trade | -37828 | -23192 | -37828 | -177590 | -67106 | -177590 |
| Avg Bars in Trades | 189 | 273 | 106 | 189 | 273 | 106 |
| Avg Bars in Winners | 136 | 187 | 80 | 136 | 187 | 80 |
| Avg Bars in Losers | 315 | 520 | 159 | 315 | 520 | 159 |
| Bars Traded | 23663 | 16935 | 6728 | 23663 | 16935 | 6728 |
| Profit Streak | 13.7553 | 23.7137 | 13.7553 | 13.7553 | 23.7137 | 13.7553 |
| Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 494531 | -141978 | -141907 | 402544 | -140776 | -524389 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736427600000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758981159791,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 121,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 223,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
142349.0768576976,
95481.5312675653,
46867.5455901324,
210018.5463001995,
189638.2852954289,
20380.2610047707
],
[
142.349077,
95.481531,
46.867546,
210.018546,
189.638285,
20.380261
],
[
0.546613,
0.366644,
0.179969,
0.435421,
0.409199,
0.071251
],
[
18.126668,
18.126668,
18.126668,
18.126668,
18.126668,
18.126668
],
[
-51670,
-37383,
-37828,
-228932,
-67106,
-178886
],
[
1.727125,
2.000622,
1.467052,
1.377535,
1.836421,
1.06184
],
[
125,
62,
63,
125,
62,
63
],
[
88,
46,
42,
88,
46,
42
],
[
37,
16,
21,
37,
16,
21
],
[
70.4,
74.193548,
66.666667,
70.4,
74.193548,
66.666667
],
[
0.726177,
0.695869,
0.733526,
0.579191,
0.638755,
0.53092
],
[
12575,
12575,
11079,
30455,
28534,
30455
],
[
-37828,
-23192,
-37828,
-177590,
-67106,
-177590
],
[
189,
273,
106,
189,
273,
106
],
[
136,
187,
80,
136,
187,
80
],
[
315,
520,
159,
315,
520,
159
],
[
23663,
16935,
6728,
23663,
16935,
6728
],
[
13.755322,
23.713655,
13.755322,
13.755322,
23.713655,
13.755322
],
[
2,
5,
1,
2,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
494531,
-141978,
-141907,
402544,
-140776,
-524389
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736427600000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758981159791,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 121,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 223,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|