Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143303.0609 | 114957.4128 | 28345.6481 | 94380.8032 | 60884.686 | 33496.1172 |
Total P&L (%) | 143.3031 | 114.9574 | 28.3456 | 94.3808 | 60.8847 | 33.4961 |
Avg Daily Profit (%) | 0.2751 | 0.2207 | 0.0544 | 0.1277 | 0.0913 | 0.0555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76865 | -76421 | -42008 | -89060 | -99204 | -28710 |
Profit Factor | 1.2562 | 1.3188 | 1.1426 | 1.153 | 1.1479 | 1.1632 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 163 | 83 | 80 | 163 | 83 | 80 |
Losing Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Profitability (%) | 60.5948 | 61.9403 | 59.2593 | 60.5948 | 61.9403 | 59.2593 |
Ratio Avg Win / Avg Loss | 0.8169 | 0.8104 | 0.7855 | 0.7498 | 0.7053 | 0.7997 |
Largest Winning Trade | 24312 | 24312 | 11544 | 42797 | 42797 | 10059 |
Largest Losing Trade | -37121 | -37121 | -16911 | -45357 | -45357 | -16861 |
Avg Bars in Trades | 89 | 141 | 38 | 89 | 141 | 38 |
Avg Bars in Winners | 64 | 96 | 31 | 64 | 96 | 31 |
Avg Bars in Losers | 129 | 215 | 48 | 129 | 215 | 48 |
Bars Traded | 24199 | 19026 | 5173 | 24199 | 19026 | 5173 |
Profit Streak | 8.4549 | 0 | 8.5174 | 8.4549 | 0 | 8.5174 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334654 | 255977 | -187759 | -73600 | -130396 | -163194 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714044600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758963302638, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 221, "offset": 7, "std": 2.53757 } }, "second_band": { "type": "sinwma", "factors": { "length": 177, "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": [ [ 143303.060918879, 114957.4128260442, 28345.6480928348, 94380.8032459898, 60884.6860118439, 33496.1172341459 ], [ 143.303061, 114.957413, 28.345648, 94.380803, 60.884686, 33.496117 ], [ 0.275144, 0.22072, 0.054424, 0.127695, 0.091342, 0.055485 ], [ 10, 10, 10, 10, 10, 10 ], [ -76865, -76421, -42008, -89060, -99204, -28710 ], [ 1.256174, 1.318815, 1.14257, 1.15296, 1.147856, 1.1632 ], [ 269, 134, 135, 269, 134, 135 ], [ 163, 83, 80, 163, 83, 80 ], [ 106, 51, 55, 106, 51, 55 ], [ 60.594796, 61.940299, 59.259259, 60.594796, 61.940299, 59.259259 ], [ 0.816899, 0.810356, 0.785517, 0.749778, 0.705309, 0.7997 ], [ 24312, 24312, 11544, 42797, 42797, 10059 ], [ -37121, -37121, -16911, -45357, -45357, -16861 ], [ 89, 141, 38, 89, 141, 38 ], [ 64, 96, 31, 64, 96, 31 ], [ 129, 215, 48, 129, 215, 48 ], [ 24199, 19026, 5173, 24199, 19026, 5173 ], [ 8.454891, 0, 8.517391, 8.454892, 0, 8.517392 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334654, 255977, -187759, -73600, -130396, -163194 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714044600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758963302638, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 221, "offset": 7, "std": 2.53757 } }, "second_band": { "type": "sinwma", "factors": { "length": 177, "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) |
---|