Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95868.636 | 88817.329 | 7051.307 | 14693.213 | 48041.7736 | -33348.5606 |
Total P&L (%) | 95.8686 | 88.8173 | 7.0513 | 14.6932 | 48.0418 | -33.3486 |
Avg Daily Profit (%) | 0.1841 | 0.1705 | 0.0135 | 0.0263 | 0.0754 | -0.0779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89224 | -61136 | -79905 | -65448 | -44175 | -46676 |
Profit Factor | 1.1577 | 1.3238 | 1.0211 | 1.0394 | 1.3165 | 0.8491 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 144 | 71 | 73 | 144 | 71 | 73 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 64.574 | 63.964 | 65.1786 | 64.574 | 63.964 | 65.1786 |
Ratio Avg Win / Avg Loss | 0.6351 | 0.7458 | 0.5455 | 0.5702 | 0.7417 | 0.4536 |
Largest Winning Trade | 18944 | 18944 | 18934 | 14472 | 14472 | 9631 |
Largest Losing Trade | -38123 | -27236 | -38123 | -46676 | -15955 | -46676 |
Avg Bars in Trades | 109 | 107 | 112 | 109 | 107 | 112 |
Avg Bars in Winners | 69 | 66 | 73 | 69 | 66 | 73 |
Avg Bars in Losers | 182 | 181 | 184 | 182 | 181 | 184 |
Bars Traded | 24514 | 11930 | 12584 | 24514 | 11930 | 12584 |
Profit Streak | 14.6355 | 14.6355 | 22.073 | 14.6355 | 14.6355 | 22.073 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37081 | 302603 | -536818 | -352170 | -92848 | -578125 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715227200000, "first_datapoint_time": 1715542200000, "last_datapoint_time": 1760225400000, "evaluation_time": 1760226308051, "expiration_time": 1766705400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 32, "offset": 0, "a": 0.70497 } }, "second_band": { "type": "sinwma", "factors": { "length": 176, "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": [ [ 95868.6359636747, 88817.3290029619, 7051.3069607128, 14693.2130145881, 48041.7736127265, -33348.5605981384 ], [ 95.868636, 88.817329, 7.051307, 14.693213, 48.041774, -33.348561 ], [ 0.184069, 0.17053, 0.013539, 0.026325, 0.075355, -0.077863 ], [ 10, 10, 10, 10, 10, 10 ], [ -89224, -61136, -79905, -65448, -44175, -46676 ], [ 1.157714, 1.323767, 1.021141, 1.039413, 1.316488, 0.849104 ], [ 223, 111, 112, 223, 111, 112 ], [ 144, 71, 73, 144, 71, 73 ], [ 79, 40, 39, 79, 40, 39 ], [ 64.573991, 63.963964, 65.178571, 64.573991, 63.963964, 65.178571 ], [ 0.635135, 0.745784, 0.545541, 0.570234, 0.741683, 0.453631 ], [ 18944, 18944, 18934, 14472, 14472, 9631 ], [ -38123, -27236, -38123, -46676, -15955, -46676 ], [ 109, 107, 112, 109, 107, 112 ], [ 69, 66, 73, 69, 66, 73 ], [ 182, 181, 184, 182, 181, 184 ], [ 24514, 11930, 12584, 24514, 11930, 12584 ], [ 14.63551, 14.63551, 22.07301, 14.63551, 14.63551, 22.07301 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -37081, 302603, -536818, -352170, -92848, -578125 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715227200000, "first_datapoint_time": 1715542200000, "last_datapoint_time": 1760225400000, "evaluation_time": 1760226308051, "expiration_time": 1766705400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 32, "offset": 0, "a": 0.70497 } }, "second_band": { "type": "sinwma", "factors": { "length": 176, "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) |
---|