| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 121782.9309 | 87317.9729 | 34464.958 | 133554.6631 | 127336.4159 | 6218.2472 |
| Total P&L (%) | 121.7829 | 87.318 | 34.465 | 133.5547 | 127.3364 | 6.2182 |
| Avg Daily Profit (%) | 0.4676 | 0.3353 | 0.1323 | 0.3263 | 0.3159 | 0.0232 |
| Buy And Hold Return (%) | 17.7151 | 17.7151 | 17.7151 | 17.7151 | 17.7151 | 17.7151 |
| Max Trade Drawdown | -42707 | -21747 | -52544 | -122925 | -43939 | -130127 |
| Profit Factor | 1.3594 | 1.5468 | 1.1923 | 1.1944 | 1.4122 | 1.0164 |
| Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
| Winning Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Profitability (%) | 70.4082 | 70.4082 | 70.4082 | 70.4082 | 70.4082 | 70.4082 |
| Ratio Avg Win / Avg Loss | 0.5713 | 0.6501 | 0.5011 | 0.502 | 0.5936 | 0.4272 |
| Largest Winning Trade | 11279 | 9798 | 11279 | 17499 | 17499 | 16464 |
| Largest Losing Trade | -38549 | -19142 | -38549 | -108460 | -38964 | -108460 |
| Avg Bars in Trades | 125 | 122 | 128 | 125 | 122 | 128 |
| Avg Bars in Winners | 72 | 69 | 75 | 72 | 69 | 75 |
| Avg Bars in Losers | 252 | 248 | 256 | 252 | 248 | 256 |
| Bars Traded | 24642 | 12011 | 12631 | 24642 | 12011 | 12631 |
| Profit Streak | 4.6902 | 4.6902 | 12.0027 | 4.6902 | 4.6902 | 12.0027 |
| Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 441728 | 339580 | -31373 | 143509 | 354264 | -528926 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736817300000,
"first_datapoint_time": 1736958600000,
"last_datapoint_time": 1759316400000,
"evaluation_time": 1759316630946,
"expiration_time": 1765796400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 158,
"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": [
[
121782.9309093965,
87317.9729190465,
34464.9579903501,
133554.6631031079,
127336.4158690281,
6218.2472340799
],
[
121.782931,
87.317973,
34.464958,
133.554663,
127.336416,
6.218247
],
[
0.46764,
0.335297,
0.132344,
0.326253,
0.315858,
0.023167
],
[
17.715148,
17.715148,
17.715148,
17.715148,
17.715148,
17.715148
],
[
-42707,
-21747,
-52544,
-122925,
-43939,
-130127
],
[
1.359351,
1.546816,
1.192313,
1.194377,
1.412242,
1.016442
],
[
196,
98,
98,
196,
98,
98
],
[
138,
69,
69,
138,
69,
69
],
[
58,
29,
29,
58,
29,
29
],
[
70.408163,
70.408163,
70.408163,
70.408163,
70.408163,
70.408163
],
[
0.571321,
0.650111,
0.501117,
0.501985,
0.593551,
0.4272
],
[
11279,
9798,
11279,
17499,
17499,
16464
],
[
-38549,
-19142,
-38549,
-108460,
-38964,
-108460
],
[
125,
122,
128,
125,
122,
128
],
[
72,
69,
75,
72,
69,
75
],
[
252,
248,
256,
252,
248,
256
],
[
24642,
12011,
12631,
24642,
12011,
12631
],
[
4.690173,
4.690173,
12.002673,
4.690173,
4.690173,
12.002673
],
[
5,
2,
6,
5,
2,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
441728,
339580,
-31373,
143509,
354264,
-528926
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736817300000,
"first_datapoint_time": 1736958600000,
"last_datapoint_time": 1759316400000,
"evaluation_time": 1759316630946,
"expiration_time": 1765796400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 158,
"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) |
|---|