Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118704.6567 | 85729.5266 | 32975.1301 | 117568.2639 | 113274.9475 | 4293.3164 |
Total P&L (%) | 118.7047 | 85.7295 | 32.9751 | 117.5683 | 113.2749 | 4.2933 |
Avg Daily Profit (%) | 0.4558 | 0.3292 | 0.1266 | 0.2989 | 0.2913 | 0.0161 |
Buy And Hold Return (%) | 23.6945 | 23.6945 | 23.6945 | 23.6945 | 23.6945 | 23.6945 |
Max Trade Drawdown | -52958 | -36011 | -60080 | -119651 | -65549 | -128707 |
Profit Factor | 1.2415 | 1.3856 | 1.1225 | 1.1293 | 1.2794 | 1.0085 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 366 | 190 | 176 | 366 | 190 | 176 |
Losing Trades | 102 | 44 | 58 | 102 | 44 | 58 |
Profitability (%) | 78.2051 | 81.1966 | 75.2137 | 78.2051 | 81.1966 | 75.2137 |
Ratio Avg Win / Avg Loss | 0.346 | 0.3209 | 0.3699 | 0.3147 | 0.2963 | 0.3324 |
Largest Winning Trade | 8159 | 6418 | 8159 | 10743 | 10743 | 9226 |
Largest Losing Trade | -40219 | -18259 | -40219 | -87580 | -31027 | -87580 |
Avg Bars in Trades | 52 | 52 | 53 | 52 | 52 | 53 |
Avg Bars in Winners | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Losers | 148 | 156 | 142 | 148 | 156 | 142 |
Bars Traded | 24751 | 12198 | 12553 | 24751 | 12198 | 12553 |
Profit Streak | 0 | 0 | 2.346 | 0 | 0 | 2.346 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404898 | 301780 | -154538 | -68177 | 303941 | -549099 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736855100000, "first_datapoint_time": 1737027900000, "last_datapoint_time": 1759354200000, "evaluation_time": 1759354390498, "expiration_time": 1765834200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 193, "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": [ [ 118704.6567304441, 85729.5266359626, 32975.1300944814, 117568.2638863735, 113274.947461624, 4293.3164247494 ], [ 118.704657, 85.729527, 32.97513, 117.568264, 113.274947, 4.293316 ], [ 0.45582, 0.329197, 0.126623, 0.298942, 0.291266, 0.016143 ], [ 23.694466, 23.694466, 23.694466, 23.694466, 23.694466, 23.694466 ], [ -52958, -36011, -60080, -119651, -65549, -128707 ], [ 1.241534, 1.385624, 1.122517, 1.129282, 1.279403, 1.008519 ], [ 468, 234, 234, 468, 234, 234 ], [ 366, 190, 176, 366, 190, 176 ], [ 102, 44, 58, 102, 44, 58 ], [ 78.205128, 81.196581, 75.213675, 78.205128, 81.196581, 75.213675 ], [ 0.346001, 0.320881, 0.36992, 0.314718, 0.296283, 0.332353 ], [ 8159, 6418, 8159, 10743, 10743, 9226 ], [ -40219, -18259, -40219, -87580, -31027, -87580 ], [ 52, 52, 53, 52, 52, 53 ], [ 26, 28, 24, 26, 28, 24 ], [ 148, 156, 142, 148, 156, 142 ], [ 24751, 12198, 12553, 24751, 12198, 12553 ], [ 0, 0, 2.345955, 0, 0, 2.345955 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 404898, 301780, -154538, -68177, 303941, -549099 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736855100000, "first_datapoint_time": 1737027900000, "last_datapoint_time": 1759354200000, "evaluation_time": 1759354390498, "expiration_time": 1765834200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 193, "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) |
---|