Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163445.0283 | 112985.9647 | 50459.0636 | 252004.594 | 178164.7446 | 73839.8494 |
Total P&L (%) | 163.445 | 112.986 | 50.4591 | 252.0046 | 178.1647 | 73.8398 |
Avg Daily Profit (%) | 0.6276 | 0.4339 | 0.1938 | 0.4844 | 0.3936 | 0.2126 |
Buy And Hold Return (%) | 23.9757 | 23.9757 | 23.9757 | 23.9757 | 23.9757 | 23.9757 |
Max Trade Drawdown | -53283 | -49304 | -29937 | -108162 | -60491 | -94654 |
Profit Factor | 1.3863 | 1.5996 | 1.2151 | 1.317 | 1.5032 | 1.1675 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 168 | 86 | 82 | 168 | 86 | 82 |
Losing Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Profitability (%) | 63.6364 | 65.1515 | 62.1212 | 63.6364 | 65.1515 | 62.1212 |
Ratio Avg Win / Avg Loss | 0.7922 | 0.8556 | 0.7409 | 0.7526 | 0.804 | 0.7119 |
Largest Winning Trade | 16631 | 16631 | 12087 | 26160 | 23624 | 26160 |
Largest Losing Trade | -23189 | -21056 | -23189 | -77779 | -35093 | -77779 |
Avg Bars in Trades | 93 | 94 | 92 | 93 | 94 | 92 |
Avg Bars in Winners | 70 | 76 | 63 | 70 | 76 | 63 |
Avg Bars in Losers | 134 | 127 | 141 | 134 | 127 | 141 |
Bars Traded | 24735 | 12467 | 12268 | 24735 | 12467 | 12268 |
Profit Streak | 3.4847 | 4.4639 | 3.4847 | 3.4847 | 4.4639 | 3.4847 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434925 | 351118 | -560 | 380002 | 374730 | -33096 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737193500000, "first_datapoint_time": 1737414900000, "last_datapoint_time": 1759692600000, "evaluation_time": 1759693080301, "expiration_time": 1766172600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 106, "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": [ [ 163445.0283024657, 112985.9647145577, 50459.0635879079, 252004.5939722679, 178164.7445935184, 73839.8493787491 ], [ 163.445028, 112.985965, 50.459064, 252.004594, 178.164745, 73.839849 ], [ 0.627621, 0.433861, 0.19376, 0.484417, 0.393616, 0.212561 ], [ 23.975681, 23.975681, 23.975681, 23.975681, 23.975681, 23.975681 ], [ -53283, -49304, -29937, -108162, -60491, -94654 ], [ 1.386331, 1.599559, 1.215065, 1.317015, 1.503175, 1.167495 ], [ 264, 132, 132, 264, 132, 132 ], [ 168, 86, 82, 168, 86, 82 ], [ 96, 46, 50, 96, 46, 50 ], [ 63.636364, 65.151515, 62.121212, 63.636364, 65.151515, 62.121212 ], [ 0.792189, 0.855578, 0.740894, 0.75258, 0.804024, 0.711887 ], [ 16631, 16631, 12087, 26160, 23624, 26160 ], [ -23189, -21056, -23189, -77779, -35093, -77779 ], [ 93, 94, 92, 93, 94, 92 ], [ 70, 76, 63, 70, 76, 63 ], [ 134, 127, 141, 134, 127, 141 ], [ 24735, 12467, 12268, 24735, 12467, 12268 ], [ 3.484726, 4.463892, 3.484726, 3.484726, 4.463892, 3.484726 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 434925, 351118, -560, 380002, 374730, -33096 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737193500000, "first_datapoint_time": 1737414900000, "last_datapoint_time": 1759692600000, "evaluation_time": 1759693080301, "expiration_time": 1766172600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 106, "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) |
---|