Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100885.3556 | 94086.6322 | 6798.7234 | 13276.5919 | 41719.3693 | -28442.7775 |
Total P&L (%) | 100.8854 | 94.0866 | 6.7987 | 13.2766 | 41.7194 | -28.4428 |
Avg Daily Profit (%) | 0.1937 | 0.1806 | 0.0131 | 0.0239 | 0.067 | -0.0642 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85183 | -62856 | -58449 | -89916 | -69285 | -89653 |
Profit Factor | 1.1025 | 1.2004 | 1.0132 | 1.0135 | 1.088 | 0.9445 |
Total Trades | 514 | 257 | 257 | 514 | 257 | 257 |
Winning Trades | 346 | 175 | 171 | 346 | 175 | 171 |
Losing Trades | 168 | 82 | 86 | 168 | 82 | 86 |
Profitability (%) | 67.3152 | 68.0934 | 66.537 | 67.3152 | 68.0934 | 66.537 |
Ratio Avg Win / Avg Loss | 0.5353 | 0.5625 | 0.5096 | 0.4921 | 0.5098 | 0.475 |
Largest Winning Trade | 20887 | 20887 | 14327 | 15481 | 15481 | 14128 |
Largest Losing Trade | -36063 | -29559 | -36063 | -55420 | -43672 | -55420 |
Avg Bars in Trades | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Winners | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Losers | 84 | 84 | 83 | 84 | 84 | 83 |
Bars Traded | 24702 | 12606 | 12096 | 24702 | 12606 | 12096 |
Profit Streak | 3.4736 | 5.6611 | 3.4736 | 3.4736 | 5.6611 | 3.4736 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97315 | 324137 | -547178 | -427579 | -227292 | -579119 |
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{ "first_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 2.08114 } }, "second_band": { "type": "jma", "factors": { "length": 200, "offset": 0 } } }
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{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714804200000, "first_datapoint_time": 1715162400000, "last_datapoint_time": 1759802400000, "evaluation_time": 1759803716712, "expiration_time": 1766282400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 2.08114 } }, "second_band": { "type": "jma", "factors": { "length": 200, "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) |
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