| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 45977.6844 | 15522.9824 | 30454.7021 | 52022.8397 | 13495.2684 | 38527.5712 |
| Total P&L (%) | 45.9777 | 15.523 | 30.4547 | 52.0228 | 13.4953 | 38.5276 |
| Avg Daily Profit (%) | 0.8828 | 0.2981 | 0.5848 | 0.8075 | 0.2434 | 0.6277 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -15935 | -18660 | -10367 | -23005 | -26615 | -14292 |
| Profit Factor | 1.3686 | 1.2355 | 1.5177 | 1.3009 | 1.145 | 1.4828 |
| Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
| Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
| Losing Trades | 116 | 59 | 57 | 116 | 59 | 57 |
| Profitability (%) | 50.4274 | 49.5727 | 51.2821 | 50.4274 | 49.5727 | 51.2821 |
| Ratio Avg Win / Avg Loss | 1.3454 | 1.2568 | 1.4419 | 1.2789 | 1.1648 | 1.4086 |
| Largest Winning Trade | 5918 | 5519 | 5918 | 6413 | 6050 | 6413 |
| Largest Losing Trade | -8450 | -8450 | -4769 | -12366 | -12366 | -6385 |
| Avg Bars in Trades | 102 | 108 | 96 | 102 | 108 | 96 |
| Avg Bars in Winners | 98 | 100 | 95 | 98 | 100 | 95 |
| Avg Bars in Losers | 106 | 115 | 97 | 106 | 115 | 97 |
| Bars Traded | 23972 | 12649 | 11323 | 23972 | 12649 | 11323 |
| Profit Streak | 5.4466 | 0 | 6.3362 | 5.4466 | 0 | 6.3362 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 416301 | -4191 | 323187 | 416792 | -112524 | 344549 |
{
"trading_pair": "PENDLE_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754577720000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759491967019,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 232,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 33,
"offset": 134
}
}
} {
"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": [
[
45977.6844355309,
15522.9823509473,
30454.7020845836,
52022.8396625539,
13495.2684205604,
38527.5712419937
],
[
45.977684,
15.522982,
30.454702,
52.02284,
13.495268,
38.527571
],
[
0.882828,
0.29806,
0.584768,
0.807507,
0.243366,
0.627729
],
[
10,
10,
10,
10,
10,
10
],
[
-15935,
-18660,
-10367,
-23005,
-26615,
-14292
],
[
1.368591,
1.235495,
1.517739,
1.300944,
1.145012,
1.482788
],
[
234,
117,
117,
234,
117,
117
],
[
118,
58,
60,
118,
58,
60
],
[
116,
59,
57,
116,
59,
57
],
[
50.42735,
49.57265,
51.282051,
50.42735,
49.57265,
51.282051
],
[
1.345395,
1.256796,
1.441852,
1.278894,
1.164754,
1.408648
],
[
5918,
5519,
5918,
6413,
6050,
6413
],
[
-8450,
-8450,
-4769,
-12366,
-12366,
-6385
],
[
102,
108,
96,
102,
108,
96
],
[
98,
100,
95,
98,
100,
95
],
[
106,
115,
97,
106,
115,
97
],
[
23972,
12649,
11323,
23972,
12649,
11323
],
[
5.446609,
0,
6.336192,
5.446609,
0,
6.336192
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
416301,
-4191,
323187,
416792,
-112524,
344549
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754577720000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759491967019,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 232,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 33,
"offset": 134
}
}
}
| # | 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) |
|---|