Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144007.2506 | 93744.2754 | 50262.9752 | 213178.1597 | 187486.2125 | 25691.9472 |
Total P&L (%) | 144.0073 | 93.7443 | 50.263 | 213.1782 | 187.4862 | 25.6919 |
Avg Daily Profit (%) | 0.553 | 0.36 | 0.193 | 0.4393 | 0.4063 | 0.0878 |
Buy And Hold Return (%) | 26.1949 | 26.1949 | 26.1949 | 26.1949 | 26.1949 | 26.1949 |
Max Trade Drawdown | -39498 | -25188 | -31852 | -176649 | -79032 | -148080 |
Profit Factor | 1.5263 | 1.6681 | 1.377 | 1.3069 | 1.61 | 1.0663 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Profitability (%) | 59.2105 | 61.8421 | 56.5789 | 59.2105 | 61.8421 | 56.5789 |
Ratio Avg Win / Avg Loss | 1.0514 | 1.0293 | 1.0568 | 0.9003 | 0.9934 | 0.8184 |
Largest Winning Trade | 17307 | 16643 | 17307 | 35413 | 35413 | 22479 |
Largest Losing Trade | -26155 | -17517 | -26155 | -122196 | -50788 | -122196 |
Avg Bars in Trades | 161 | 201 | 122 | 161 | 201 | 122 |
Avg Bars in Winners | 133 | 154 | 110 | 133 | 154 | 110 |
Avg Bars in Losers | 202 | 277 | 137 | 202 | 277 | 137 |
Bars Traded | 24605 | 15301 | 9304 | 24605 | 15301 | 9304 |
Profit Streak | 3.2186 | 3.2498 | 3.2186 | 3.2186 | 3.2498 | 3.2186 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403663 | -41512 | -49979 | 296490 | -40298 | -441334 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736842500000, "first_datapoint_time": 1737037800000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759342484928, "expiration_time": 1765821600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 153, "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": [ [ 144007.2505868842, 93744.2753990352, 50262.9751878489, 213178.1597498872, 187486.2125194755, 25691.9472304118 ], [ 144.007251, 93.744275, 50.262975, 213.17816, 187.486213, 25.691947 ], [ 0.552981, 0.359973, 0.193007, 0.439332, 0.406324, 0.087844 ], [ 26.194877, 26.194877, 26.194877, 26.194877, 26.194877, 26.194877 ], [ -39498, -25188, -31852, -176649, -79032, -148080 ], [ 1.526294, 1.668094, 1.377041, 1.306919, 1.610018, 1.066348 ], [ 152, 76, 76, 152, 76, 76 ], [ 90, 47, 43, 90, 47, 43 ], [ 62, 29, 33, 62, 29, 33 ], [ 59.210526, 61.842105, 56.578947, 59.210526, 61.842105, 56.578947 ], [ 1.051447, 1.02925, 1.056799, 0.900322, 0.993415, 0.81836 ], [ 17307, 16643, 17307, 35413, 35413, 22479 ], [ -26155, -17517, -26155, -122196, -50788, -122196 ], [ 161, 201, 122, 161, 201, 122 ], [ 133, 154, 110, 133, 154, 110 ], [ 202, 277, 137, 202, 277, 137 ], [ 24605, 15301, 9304, 24605, 15301, 9304 ], [ 3.218575, 3.249825, 3.218575, 3.218576, 3.249826, 3.218576 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 403663, -41512, -49979, 296490, -40298, -441334 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736842500000, "first_datapoint_time": 1737037800000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759342484928, "expiration_time": 1765821600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 153, "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) |
---|