Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181648.0132 | 129849.1087 | 51798.9045 | 160937.2187 | 148708.6974 | 12228.5213 |
Total P&L (%) | 181.648 | 129.8491 | 51.7989 | 160.9372 | 148.7087 | 12.2285 |
Avg Daily Profit (%) | 0.3488 | 0.2493 | 0.0995 | 0.1843 | 0.1751 | 0.0222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132594 | -69858 | -60125 | -97906 | -28861 | -92611 |
Profit Factor | 1.368 | 1.5663 | 1.196 | 1.3831 | 2.0152 | 1.0447 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 157 | 77 | 80 | 157 | 77 | 80 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 74.4076 | 73.3333 | 75.4717 | 74.4076 | 73.3333 | 75.4717 |
Ratio Avg Win / Avg Loss | 0.4705 | 0.5696 | 0.3887 | 0.4757 | 0.7328 | 0.3395 |
Largest Winning Trade | 12890 | 12515 | 12890 | 21169 | 16671 | 21169 |
Largest Losing Trade | -50124 | -37026 | -50124 | -92611 | -28861 | -92611 |
Avg Bars in Trades | 115 | 116 | 113 | 115 | 116 | 113 |
Avg Bars in Winners | 62 | 63 | 62 | 62 | 63 | 62 |
Avg Bars in Losers | 267 | 264 | 270 | 267 | 264 | 270 |
Bars Traded | 24268 | 12271 | 11997 | 24268 | 12271 | 11997 |
Profit Streak | 11.2229 | 11.2229 | 13.9312 | 11.2229 | 11.2229 | 13.9312 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469308 | 418970 | -63752 | 422032 | 432396 | -428502 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714071600000, "first_datapoint_time": 1714449600000, "last_datapoint_time": 1759069800000, "evaluation_time": 1759071058288, "expiration_time": 1765549800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 211, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 181648.0132379477, 129849.108702812, 51798.9045351357, 160937.2186867307, 148708.6973680913, 12228.5213186395 ], [ 181.648013, 129.849109, 51.798905, 160.937219, 148.708697, 12.228521 ], [ 0.348766, 0.249312, 0.099455, 0.18432, 0.175088, 0.022153 ], [ 10, 10, 10, 10, 10, 10 ], [ -132594, -69858, -60125, -97906, -28861, -92611 ], [ 1.368032, 1.566262, 1.196017, 1.383137, 2.015162, 1.044701 ], [ 211, 105, 106, 211, 105, 106 ], [ 157, 77, 80, 157, 77, 80 ], [ 54, 28, 26, 54, 28, 26 ], [ 74.407583, 73.333333, 75.471698, 74.407583, 73.333333, 75.471698 ], [ 0.470533, 0.56955, 0.388706, 0.475729, 0.732786, 0.339528 ], [ 12890, 12515, 12890, 21169, 16671, 21169 ], [ -50124, -37026, -50124, -92611, -28861, -92611 ], [ 115, 116, 113, 115, 116, 113 ], [ 62, 63, 62, 62, 63, 62 ], [ 267, 264, 270, 267, 264, 270 ], [ 24268, 12271, 11997, 24268, 12271, 11997 ], [ 11.222897, 11.222897, 13.93123, 11.222897, 11.222897, 13.93123 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 469308, 418970, -63752, 422032, 432396, -428502 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714071600000, "first_datapoint_time": 1714449600000, "last_datapoint_time": 1759069800000, "evaluation_time": 1759071058288, "expiration_time": 1765549800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 211, "offset": 0, "scalar": 4 } } }
# | 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) |
---|