| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 194014.5433 | 135243.2581 | 58771.2852 | 280026.0058 | 241407.2628 | 38618.743 |
| Total P&L (%) | 194.0145 | 135.2433 | 58.7713 | 280.026 | 241.4073 | 38.6187 |
| Avg Daily Profit (%) | 0.3725 | 0.2597 | 0.1128 | 0.2567 | 0.236 | 0.0627 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -60404 | -22219 | -64439 | -205076 | -57038 | -213048 |
| Profit Factor | 1.6964 | 2.7532 | 1.2918 | 1.4749 | 2.5439 | 1.0891 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
| Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
| Profitability (%) | 62.069 | 67.4419 | 56.8182 | 62.069 | 67.4419 | 56.8182 |
| Ratio Avg Win / Avg Loss | 1.0367 | 1.3291 | 0.9817 | 0.9013 | 1.2281 | 0.8277 |
| Largest Winning Trade | 35305 | 32620 | 35305 | 73080 | 73080 | 62935 |
| Largest Losing Trade | -27203 | -15252 | -27203 | -95912 | -38983 | -95912 |
| Avg Bars in Trades | 272 | 156 | 386 | 272 | 156 | 386 |
| Avg Bars in Winners | 269 | 173 | 380 | 269 | 173 | 380 |
| Avg Bars in Losers | 277 | 120 | 393 | 277 | 120 | 393 |
| Bars Traded | 23720 | 6736 | 16984 | 23720 | 6736 | 16984 |
| Profit Streak | 20.2909 | 0 | 47.9159 | 20.2909 | 0 | 47.9159 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 477326 | 504600 | -42941 | 347451 | 482788 | -233896 |
{
"trading_pair": "PENDLE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715202000000,
"first_datapoint_time": 1715349600000,
"last_datapoint_time": 1760200200000,
"evaluation_time": 1760201936251,
"expiration_time": 1766680200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 52,
"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": [
[
194014.5432946412,
135243.2580643739,
58771.2852302672,
280026.0058475348,
241407.2628294431,
38618.7430180916
],
[
194.014543,
135.243258,
58.771285,
280.026006,
241.407263,
38.618743
],
[
0.37251,
0.259669,
0.112842,
0.256664,
0.236038,
0.062719
],
[
10,
10,
10,
10,
10,
10
],
[
-60404,
-22219,
-64439,
-205076,
-57038,
-213048
],
[
1.696426,
2.753161,
1.291751,
1.474861,
2.54385,
1.08912
],
[
87,
43,
44,
87,
43,
44
],
[
54,
29,
25,
54,
29,
25
],
[
33,
14,
19,
33,
14,
19
],
[
62.068966,
67.44186,
56.818182,
62.068966,
67.44186,
56.818182
],
[
1.036705,
1.329112,
0.981731,
0.901304,
1.228065,
0.827731
],
[
35305,
32620,
35305,
73080,
73080,
62935
],
[
-27203,
-15252,
-27203,
-95912,
-38983,
-95912
],
[
272,
156,
386,
272,
156,
386
],
[
269,
173,
380,
269,
173,
380
],
[
277,
120,
393,
277,
120,
393
],
[
23720,
6736,
16984,
23720,
6736,
16984
],
[
20.290929,
0,
47.915929,
20.290929,
0,
47.915929
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
477326,
504600,
-42941,
347451,
482788,
-233896
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715202000000,
"first_datapoint_time": 1715349600000,
"last_datapoint_time": 1760200200000,
"evaluation_time": 1760201936251,
"expiration_time": 1766680200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 52,
"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) |
|---|