Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181885.959 | 117578.5943 | 64307.3646 | 328315.8739 | 253735.9482 | 74579.9257 |
Total P&L (%) | 181.886 | 117.5786 | 64.3074 | 328.3159 | 253.7359 | 74.5799 |
Avg Daily Profit (%) | 0.6984 | 0.4515 | 0.2469 | 0.5602 | 0.4863 | 0.2142 |
Buy And Hold Return (%) | 16.5455 | 16.5455 | 16.5455 | 16.5455 | 16.5455 | 16.5455 |
Max Trade Drawdown | -36570 | -23392 | -39096 | -158862 | -51570 | -158862 |
Profit Factor | 1.6154 | 1.8876 | 1.3943 | 1.4659 | 1.8981 | 1.1767 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Profitability (%) | 67.4699 | 69.8795 | 65.0602 | 67.4699 | 69.8795 | 65.0602 |
Ratio Avg Win / Avg Loss | 0.7788 | 0.8136 | 0.7488 | 0.7068 | 0.8182 | 0.6319 |
Largest Winning Trade | 20973 | 13106 | 20973 | 34132 | 33758 | 34132 |
Largest Losing Trade | -32976 | -15914 | -32976 | -158862 | -46704 | -158862 |
Avg Bars in Trades | 149 | 147 | 151 | 149 | 147 | 151 |
Avg Bars in Winners | 113 | 112 | 115 | 113 | 112 | 115 |
Avg Bars in Losers | 223 | 229 | 218 | 223 | 229 | 218 |
Bars Traded | 24796 | 12246 | 12550 | 24796 | 12246 | 12550 |
Profit Streak | 9.259 | 9.259 | 14.509 | 9.259 | 9.259 | 14.509 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562151 | 477035 | 244389 | 489040 | 488480 | -19786 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737069300000, "first_datapoint_time": 1737213300000, "last_datapoint_time": 1759568400000, "evaluation_time": 1759569174287, "expiration_time": 1766048400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 219, "offset": 0, "std": 4.70895 } }, "second_band": { "type": "kcb", "factors": { "length": 161, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 181885.9589742362, 117578.5943263772, 64307.3646478589, 328315.8738984963, 253735.9482045668, 74579.9256939294 ], [ 181.885959, 117.578594, 64.307365, 328.315874, 253.735948, 74.579926 ], [ 0.698433, 0.451496, 0.246937, 0.560157, 0.486311, 0.214196 ], [ 16.545543, 16.545543, 16.545543, 16.545543, 16.545543, 16.545543 ], [ -36570, -23392, -39096, -158862, -51570, -158862 ], [ 1.615373, 1.887575, 1.394285, 1.465926, 1.898126, 1.176673 ], [ 166, 83, 83, 166, 83, 83 ], [ 112, 58, 54, 112, 58, 54 ], [ 54, 25, 29, 54, 25, 29 ], [ 67.46988, 69.879518, 65.060241, 67.46988, 69.879518, 65.060241 ], [ 0.77884, 0.81361, 0.748783, 0.706786, 0.818158, 0.631917 ], [ 20973, 13106, 20973, 34132, 33758, 34132 ], [ -32976, -15914, -32976, -158862, -46704, -158862 ], [ 149, 147, 151, 149, 147, 151 ], [ 113, 112, 115, 113, 112, 115 ], [ 223, 229, 218, 223, 229, 218 ], [ 24796, 12246, 12550, 24796, 12246, 12550 ], [ 9.258962, 9.258962, 14.508962, 9.258962, 9.258962, 14.508962 ], [ 7, 3, 5, 7, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 562151, 477035, 244389, 489040, 488480, -19786 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737069300000, "first_datapoint_time": 1737213300000, "last_datapoint_time": 1759568400000, "evaluation_time": 1759569174287, "expiration_time": 1766048400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 219, "offset": 0, "std": 4.70895 } }, "second_band": { "type": "kcb", "factors": { "length": 161, "offset": 0, "scalar": 1 } } }
# | 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) |
---|