Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65660.2548 | 27436.7701 | 38223.4847 | 85952.5676 | 33122.4168 | 52830.1508 |
Total P&L (%) | 65.6603 | 27.4368 | 38.2235 | 85.9526 | 33.1224 | 52.8302 |
Avg Daily Profit (%) | 1.2608 | 0.5268 | 0.7339 | 1.1982 | 0.5509 | 0.8178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14435 | -18580 | -7114 | -23496 | -29485 | -11414 |
Profit Factor | 1.8119 | 1.547 | 2.2445 | 1.6699 | 1.4109 | 2.1074 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 67.6923 | 63.0769 | 72.3077 | 67.6923 | 63.0769 | 72.3077 |
Ratio Avg Win / Avg Loss | 0.8648 | 0.9055 | 0.8596 | 0.797 | 0.8259 | 0.8071 |
Largest Winning Trade | 6164 | 6164 | 3673 | 9303 | 9303 | 5393 |
Largest Losing Trade | -10369 | -10369 | -4312 | -16665 | -16665 | -6107 |
Avg Bars in Trades | 181 | 190 | 172 | 181 | 190 | 172 |
Avg Bars in Winners | 130 | 121 | 138 | 130 | 121 | 138 |
Avg Bars in Losers | 287 | 307 | 260 | 287 | 307 | 260 |
Bars Traded | 23579 | 12355 | 11224 | 23579 | 12355 | 11224 |
Profit Streak | 10.268 | 11.2951 | 10.268 | 10.268 | 11.2951 | 10.268 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547237 | -123948 | -118333 | 545831 | -124069 | -117338 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754589780000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759827356206, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 132, "offset": 0, "std": 2.47977 } }, "second_band": { "type": "swma", "factors": { "length": 234, "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": [ [ 65660.2547981779, 27436.7701131893, 38223.4846849888, 85952.5675576966, 33122.416774699, 52830.1507829975 ], [ 65.660255, 27.43677, 38.223485, 85.952568, 33.122417, 52.830151 ], [ 1.260758, 0.52682, 0.733938, 1.198215, 0.550857, 0.817759 ], [ 10, 10, 10, 10, 10, 10 ], [ -14435, -18580, -7114, -23496, -29485, -11414 ], [ 1.811867, 1.546959, 2.244531, 1.669852, 1.410893, 2.107436 ], [ 130, 65, 65, 130, 65, 65 ], [ 88, 41, 47, 88, 41, 47 ], [ 42, 24, 18, 42, 24, 18 ], [ 67.692308, 63.076923, 72.307692, 67.692308, 63.076923, 72.307692 ], [ 0.864755, 0.905537, 0.859608, 0.796975, 0.825889, 0.807103 ], [ 6164, 6164, 3673, 9303, 9303, 5393 ], [ -10369, -10369, -4312, -16665, -16665, -6107 ], [ 181, 190, 172, 181, 190, 172 ], [ 130, 121, 138, 130, 121, 138 ], [ 287, 307, 260, 287, 307, 260 ], [ 23579, 12355, 11224, 23579, 12355, 11224 ], [ 10.268012, 11.295095, 10.268012, 10.268012, 11.295095, 10.268012 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 547237, -123948, -118333, 545831, -124069, -117338 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754589780000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759827356206, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 132, "offset": 0, "std": 2.47977 } }, "second_band": { "type": "swma", "factors": { "length": 234, "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) |
---|