| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 354452.19 | 307705.122 | 46747.068 | 1287106.925 | 1247170.9767 | 39935.9482 |
| Total P&L (%) | 354.4522 | 307.7051 | 46.7471 | 1287.1069 | 1247.171 | 39.9359 |
| Avg Daily Profit (%) | 0.4352 | 0.3778 | 0.0574 | 0.3234 | 0.3198 | 0.0413 |
| Buy And Hold Return (%) | 493.8492 | 493.8492 | 493.8492 | 493.8492 | 493.8492 | 493.8492 |
| Max Trade Drawdown | -117323 | -87577 | -75831 | -918508 | -704668 | -639255 |
| Profit Factor | 1.6937 | 2.0826 | 1.2062 | 1.366 | 1.6036 | 1.0275 |
| Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
| Winning Trades | 195 | 102 | 93 | 195 | 102 | 93 |
| Losing Trades | 50 | 20 | 30 | 50 | 20 | 30 |
| Profitability (%) | 79.5918 | 83.6066 | 75.6098 | 79.5918 | 83.6066 | 75.6098 |
| Ratio Avg Win / Avg Loss | 0.4343 | 0.4083 | 0.3891 | 0.3503 | 0.3144 | 0.3315 |
| Largest Winning Trade | 22884 | 22884 | 8489 | 188695 | 188695 | 73287 |
| Largest Losing Trade | -36230 | -36230 | -28190 | -301893 | -288351 | -301893 |
| Avg Bars in Trades | 13 | 19 | 6 | 13 | 19 | 6 |
| Avg Bars in Winners | 5 | 7 | 3 | 5 | 7 | 3 |
| Avg Bars in Losers | 40 | 79 | 14 | 40 | 79 | 14 |
| Bars Traded | 3190 | 2398 | 792 | 3190 | 2398 | 792 |
| Profit Streak | 18.0928 | 18.0928 | 45.5928 | 18.0928 | 18.0928 | 45.5928 |
| Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148679 | -149415 | -278968 | 413553 | 425737 | -490222 |
{
"trading_pair": "PENDLE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 3258,
"evaluation_days": 814.5,
"actual_first_datapoint_time": 1688364000000,
"first_datapoint_time": 1689292800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758874420950,
"expiration_time": 1761307200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 44,
"offset": 0,
"std": 1.25816
}
}
} {
"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": [
[
354452.1899596359,
307705.1220021773,
46747.0679574589,
1287106.9249593415,
1247170.9767200043,
39935.9482393383
],
[
354.45219,
307.705122,
46.747068,
1287.106925,
1247.170977,
39.935948
],
[
0.435178,
0.377784,
0.057394,
0.323395,
0.319797,
0.041263
],
[
493.849158,
493.849158,
493.849158,
493.849158,
493.849158,
493.849158
],
[
-117323,
-87577,
-75831,
-918508,
-704668,
-639255
],
[
1.693696,
2.082557,
1.206186,
1.366022,
1.603593,
1.027538
],
[
245,
122,
123,
245,
122,
123
],
[
195,
102,
93,
195,
102,
93
],
[
50,
20,
30,
50,
20,
30
],
[
79.591837,
83.606557,
75.609756,
79.591837,
83.606557,
75.609756
],
[
0.434281,
0.408344,
0.389092,
0.350262,
0.31443,
0.331464
],
[
22884,
22884,
8489,
188695,
188695,
73287
],
[
-36230,
-36230,
-28190,
-301893,
-288351,
-301893
],
[
13,
19,
6,
13,
19,
6
],
[
5,
7,
3,
5,
7,
3
],
[
40,
79,
14,
40,
79,
14
],
[
3190,
2398,
792,
3190,
2398,
792
],
[
18.092835,
18.092835,
45.592835,
18.092835,
18.092835,
45.592835
],
[
7,
3,
7,
7,
3,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148679,
-149415,
-278968,
413553,
425737,
-490222
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 3258,
"evaluation_days": 814.5,
"actual_first_datapoint_time": 1688364000000,
"first_datapoint_time": 1689292800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758874420950,
"expiration_time": 1761307200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 44,
"offset": 0,
"std": 1.25816
}
}
}
| # | 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) |
|---|