Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74806.1299 | 31406.0943 | 43400.0356 | 104021.3715 | 40154.0625 | 63867.309 |
Total P&L (%) | 74.8061 | 31.4061 | 43.4 | 104.0214 | 40.1541 | 63.8673 |
Avg Daily Profit (%) | 1.4364 | 0.603 | 0.8333 | 1.3786 | 0.6503 | 0.9528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13127 | -16595 | -5502 | -23079 | -28856 | -9568 |
Profit Factor | 2.0846 | 1.7872 | 2.4927 | 1.862 | 1.5681 | 2.2774 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 70.9677 | 72.5806 | 69.3548 | 70.9677 | 72.5806 | 69.3548 |
Ratio Avg Win / Avg Loss | 0.8528 | 0.6752 | 1.1014 | 0.7617 | 0.5924 | 1.0063 |
Largest Winning Trade | 7446 | 7446 | 4615 | 11725 | 11725 | 7813 |
Largest Losing Trade | -8804 | -8804 | -4033 | -15343 | -15343 | -6149 |
Avg Bars in Trades | 190 | 194 | 186 | 190 | 194 | 186 |
Avg Bars in Winners | 151 | 139 | 164 | 151 | 139 | 164 |
Avg Bars in Losers | 284 | 340 | 235 | 284 | 340 | 235 |
Bars Traded | 23593 | 12055 | 11538 | 23593 | 12055 | 11538 |
Profit Streak | 3.8108 | 4.9004 | 3.8108 | 3.8108 | 4.9004 | 3.8108 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559481 | -143528 | -139069 | 542207 | -142902 | -138426 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754587800000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759278630976, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 174, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 74806.1299049975, 31406.0942664321, 43400.0356385654, 104021.371462977, 40154.0624853874, 63867.3089775897 ], [ 74.80613, 31.406094, 43.400036, 104.021371, 40.154062, 63.867309 ], [ 1.43637, 0.603036, 0.833334, 1.378568, 0.650285, 0.952834 ], [ 10, 10, 10, 10, 10, 10 ], [ -13127, -16595, -5502, -23079, -28856, -9568 ], [ 2.084621, 1.787213, 2.492715, 1.86199, 1.568142, 2.277353 ], [ 124, 62, 62, 124, 62, 62 ], [ 88, 45, 43, 88, 45, 43 ], [ 36, 17, 19, 36, 17, 19 ], [ 70.967742, 72.580645, 69.354839, 70.967742, 72.580645, 69.354839 ], [ 0.8528, 0.67517, 1.101432, 0.761723, 0.592409, 1.006272 ], [ 7446, 7446, 4615, 11725, 11725, 7813 ], [ -8804, -8804, -4033, -15343, -15343, -6149 ], [ 190, 194, 186, 190, 194, 186 ], [ 151, 139, 164, 151, 139, 164 ], [ 284, 340, 235, 284, 340, 235 ], [ 23593, 12055, 11538, 23593, 12055, 11538 ], [ 3.810775, 4.900358, 3.810775, 3.810775, 4.900359, 3.810775 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 559481, -143528, -139069, 542207, -142902, -138426 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754587800000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759278630976, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 174, "offset": 0, "scalar": 1 } } }
# | 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) |
---|