Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128509.6024 | 102906.5636 | 25603.0388 | 53908.7834 | 94109.8267 | -40201.0433 |
Total P&L (%) | 128.5096 | 102.9066 | 25.603 | 53.9088 | 94.1098 | -40.201 |
Avg Daily Profit (%) | 0.2467 | 0.1976 | 0.0492 | 0.0828 | 0.1274 | -0.0987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156176 | -69876 | -73917 | -97709 | -35652 | -104262 |
Profit Factor | 1.2987 | 1.641 | 1.0949 | 1.1415 | 1.8616 | 0.8521 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 68.0672 | 71.6667 | 64.4068 | 68.0672 | 71.6667 | 64.4068 |
Ratio Avg Win / Avg Loss | 0.6093 | 0.6488 | 0.6051 | 0.5355 | 0.736 | 0.4709 |
Largest Winning Trade | 32234 | 22376 | 32234 | 24997 | 20771 | 24997 |
Largest Losing Trade | -39992 | -34677 | -39992 | -66766 | -23498 | -66766 |
Avg Bars in Trades | 204 | 139 | 271 | 204 | 139 | 271 |
Avg Bars in Winners | 123 | 96 | 153 | 123 | 96 | 153 |
Avg Bars in Losers | 379 | 250 | 483 | 379 | 250 | 483 |
Bars Traded | 24391 | 8385 | 16005 | 24391 | 8385 | 16005 |
Profit Streak | 0 | 0 | 16.9112 | 0 | 0 | 16.9112 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306675 | -159010 | -423347 | -147917 | -189088 | -755588 |
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{ "first_band": { "type": "dcu", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 130, "offset": 212 } } }
{ "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": [ [ 128509.6024262834, 102906.5636191439, 25603.0388071395, 53908.7834231443, 94109.8267327059, -40201.0433095616 ], [ 128.509602, 102.906564, 25.603039, 53.908783, 94.109827, -40.201043 ], [ 0.24674, 0.197582, 0.049158, 0.082823, 0.127427, -0.098675 ], [ 10, 10, 10, 10, 10, 10 ], [ -156176, -69876, -73917, -97709, -35652, -104262 ], [ 1.298679, 1.640964, 1.094928, 1.141487, 1.861623, 0.852089 ], [ 119, 60, 59, 119, 60, 59 ], [ 81, 43, 38, 81, 43, 38 ], [ 38, 17, 21, 38, 17, 21 ], [ 68.067227, 71.666667, 64.40678, 68.067227, 71.666667, 64.40678 ], [ 0.609257, 0.648753, 0.605092, 0.535512, 0.73599, 0.470892 ], [ 32234, 22376, 32234, 24997, 20771, 24997 ], [ -39992, -34677, -39992, -66766, -23498, -66766 ], [ 204, 139, 271, 204, 139, 271 ], [ 123, 96, 153, 123, 96, 153 ], [ 379, 250, 483, 379, 250, 483 ], [ 24391, 8385, 16005, 24391, 8385, 16005 ], [ 0, 0, 16.911249, 0, 0, 16.911249 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306675, -159010, -423347, -147917, -189088, -755588 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714473000000, "first_datapoint_time": 1715086800000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759472531956, "expiration_time": 1765951200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 130, "offset": 212 } } }
# | 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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