| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 149815.7395 | 99445.2965 | 50370.443 | 148988.7152 | 133691.5145 | 15297.2007 |
| Total P&L (%) | 149.8157 | 99.4453 | 50.3704 | 148.9887 | 133.6915 | 15.2972 |
| Avg Daily Profit (%) | 0.2876 | 0.1909 | 0.0967 | 0.1753 | 0.1631 | 0.0273 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -59082 | -57990 | -39702 | -83939 | -50670 | -90530 |
| Profit Factor | 1.3793 | 1.5562 | 1.233 | 1.2752 | 1.6223 | 1.0469 |
| Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
| Winning Trades | 167 | 81 | 86 | 167 | 81 | 86 |
| Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
| Profitability (%) | 80.6763 | 78.6408 | 82.6923 | 80.6763 | 78.6408 | 82.6923 |
| Ratio Avg Win / Avg Loss | 0.3304 | 0.4227 | 0.2581 | 0.3054 | 0.4406 | 0.2191 |
| Largest Winning Trade | 11912 | 10333 | 11912 | 18526 | 18526 | 15711 |
| Largest Losing Trade | -35006 | -31760 | -35006 | -72186 | -32533 | -72186 |
| Avg Bars in Trades | 117 | 117 | 117 | 117 | 117 | 117 |
| Avg Bars in Winners | 47 | 48 | 47 | 47 | 48 | 47 |
| Avg Bars in Losers | 407 | 372 | 449 | 407 | 372 | 449 |
| Bars Traded | 24289 | 12097 | 12192 | 24289 | 12097 | 12192 |
| Profit Streak | 7.7289 | 19.1456 | 7.7289 | 7.7289 | 19.1456 | 7.7289 |
| Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 480608 | 442064 | -62438 | 423140 | 444678 | -332316 |
{
"trading_pair": "PENDLE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714167000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758972576895,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 245,
"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": [
[
149815.7394989287,
99445.2964657843,
50370.4430331445,
148988.7151978539,
133691.5145296597,
15297.2006681943
],
[
149.815739,
99.445296,
50.370443,
148.988715,
133.691515,
15.297201
],
[
0.287648,
0.190936,
0.096712,
0.175304,
0.16311,
0.027334
],
[
10,
10,
10,
10,
10,
10
],
[
-59082,
-57990,
-39702,
-83939,
-50670,
-90530
],
[
1.379347,
1.556248,
1.233032,
1.275248,
1.622332,
1.046857
],
[
207,
103,
104,
207,
103,
104
],
[
167,
81,
86,
167,
81,
86
],
[
40,
22,
18,
40,
22,
18
],
[
80.676329,
78.640777,
82.692308,
80.676329,
78.640777,
82.692308
],
[
0.330382,
0.422685,
0.258077,
0.305449,
0.440633,
0.21911
],
[
11912,
10333,
11912,
18526,
18526,
15711
],
[
-35006,
-31760,
-35006,
-72186,
-32533,
-72186
],
[
117,
117,
117,
117,
117,
117
],
[
47,
48,
47,
47,
48,
47
],
[
407,
372,
449,
407,
372,
449
],
[
24289,
12097,
12192,
24289,
12097,
12192
],
[
7.728899,
19.145566,
7.728899,
7.728899,
19.145566,
7.728899
],
[
4,
6,
2,
4,
6,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
480608,
442064,
-62438,
423140,
444678,
-332316
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714167000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758972576895,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 245,
"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) |
|---|