Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144880.1477 | 92814.2351 | 52065.9127 | 221826.6312 | 165532.8091 | 56293.8221 |
Total P&L (%) | 144.8801 | 92.8142 | 52.0659 | 221.8266 | 165.5328 | 56.2938 |
Avg Daily Profit (%) | 0.5563 | 0.3564 | 0.1999 | 0.4498 | 0.3757 | 0.1716 |
Buy And Hold Return (%) | 23.8239 | 23.8239 | 23.8239 | 23.8239 | 23.8239 | 23.8239 |
Max Trade Drawdown | -48135 | -32878 | -33699 | -142170 | -82132 | -133003 |
Profit Factor | 1.6437 | 1.925 | 1.4174 | 1.3545 | 1.6147 | 1.1579 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 69.6296 | 68.6567 | 70.5882 | 69.6296 | 68.6567 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.7169 | 0.8788 | 0.5906 | 0.5908 | 0.7372 | 0.4825 |
Largest Winning Trade | 15598 | 15598 | 11826 | 29342 | 25297 | 29342 |
Largest Losing Trade | -30797 | -14298 | -30797 | -133003 | -46404 | -133003 |
Avg Bars in Trades | 183 | 187 | 178 | 183 | 187 | 178 |
Avg Bars in Winners | 104 | 107 | 102 | 104 | 107 | 102 |
Avg Bars in Losers | 363 | 364 | 363 | 363 | 364 | 363 |
Bars Traded | 24751 | 12583 | 12168 | 24751 | 12583 | 12168 |
Profit Streak | 1.8679 | 0 | 11.0554 | 1.8679 | 0 | 11.0554 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349308 | -108136 | -105711 | 281546 | -106290 | -152376 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736751600000, "first_datapoint_time": 1736945100000, "last_datapoint_time": 1759250700000, "evaluation_time": 1759251884767, "expiration_time": 1765730700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 216, "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": [ [ 144880.1477377237, 92814.2350715366, 52065.9126661873, 221826.6311739812, 165532.8090858444, 56293.8220881368 ], [ 144.880148, 92.814235, 52.065913, 221.826631, 165.532809, 56.293822 ], [ 0.556333, 0.356402, 0.199931, 0.449839, 0.375701, 0.171627 ], [ 23.823934, 23.823934, 23.823934, 23.823934, 23.823934, 23.823934 ], [ -48135, -32878, -33699, -142170, -82132, -133003 ], [ 1.643688, 1.925008, 1.417398, 1.354511, 1.614732, 1.157929 ], [ 135, 67, 68, 135, 67, 68 ], [ 94, 46, 48, 94, 46, 48 ], [ 41, 21, 20, 41, 21, 20 ], [ 69.62963, 68.656716, 70.588235, 69.62963, 68.656716, 70.588235 ], [ 0.716928, 0.878808, 0.590582, 0.590797, 0.73716, 0.482471 ], [ 15598, 15598, 11826, 29342, 25297, 29342 ], [ -30797, -14298, -30797, -133003, -46404, -133003 ], [ 183, 187, 178, 183, 187, 178 ], [ 104, 107, 102, 104, 107, 102 ], [ 363, 364, 363, 363, 364, 363 ], [ 24751, 12583, 12168, 24751, 12583, 12168 ], [ 1.867879, 0, 11.055379, 1.867879, 0, 11.055379 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 349308, -108136, -105711, 281546, -106290, -152376 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736751600000, "first_datapoint_time": 1736945100000, "last_datapoint_time": 1759250700000, "evaluation_time": 1759251884767, "expiration_time": 1765730700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 216, "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) |
---|