Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135658.8678 | 91554.6113 | 44104.2565 | 177099.2529 | 156935.5057 | 20163.7472 |
Total P&L (%) | 135.6589 | 91.5546 | 44.1043 | 177.0993 | 156.9355 | 20.1637 |
Avg Daily Profit (%) | 0.5209 | 0.3516 | 0.1694 | 0.3921 | 0.363 | 0.0706 |
Buy And Hold Return (%) | 24.386 | 24.386 | 24.386 | 24.386 | 24.386 | 24.386 |
Max Trade Drawdown | -36734 | -17724 | -34869 | -126546 | -46604 | -121397 |
Profit Factor | 1.4223 | 1.5768 | 1.2714 | 1.265 | 1.5232 | 1.0548 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Losing Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Profitability (%) | 64.1791 | 65.3465 | 63 | 64.1791 | 65.3465 | 63 |
Ratio Avg Win / Avg Loss | 0.7938 | 0.8362 | 0.7467 | 0.7061 | 0.8077 | 0.6195 |
Largest Winning Trade | 13080 | 13080 | 11693 | 26489 | 21684 | 26489 |
Largest Losing Trade | -34148 | -17413 | -34148 | -116758 | -29376 | -116758 |
Avg Bars in Trades | 122 | 118 | 125 | 122 | 118 | 125 |
Avg Bars in Winners | 91 | 85 | 97 | 91 | 85 | 97 |
Avg Bars in Losers | 176 | 180 | 173 | 176 | 180 | 173 |
Bars Traded | 24549 | 11982 | 12567 | 24549 | 11982 | 12567 |
Profit Streak | 5.2651 | 5.2651 | 8.0047 | 5.2651 | 5.2651 | 8.0047 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422408 | 290669 | -1003 | 382671 | 356699 | -424910 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736894700000, "first_datapoint_time": 1737097200000, "last_datapoint_time": 1759393800000, "evaluation_time": 1759394204921, "expiration_time": 1765873800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 55, "offset": 171 } } }
{ "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": [ [ 135658.867807812, 91554.6112643443, 44104.2565434677, 177099.252861773, 156935.5056875231, 20163.74717425 ], [ 135.658868, 91.554611, 44.104257, 177.099253, 156.935506, 20.163747 ], [ 0.520923, 0.351565, 0.169358, 0.392137, 0.363016, 0.070559 ], [ 24.385965, 24.385965, 24.385965, 24.385965, 24.385965, 24.385965 ], [ -36734, -17724, -34869, -126546, -46604, -121397 ], [ 1.422297, 1.576823, 1.27138, 1.265026, 1.523166, 1.054754 ], [ 201, 101, 100, 201, 101, 100 ], [ 129, 66, 63, 129, 66, 63 ], [ 72, 35, 37, 72, 35, 37 ], [ 64.179104, 65.346535, 63, 64.179104, 65.346535, 63 ], [ 0.79384, 0.836194, 0.746684, 0.706061, 0.807739, 0.619459 ], [ 13080, 13080, 11693, 26489, 21684, 26489 ], [ -34148, -17413, -34148, -116758, -29376, -116758 ], [ 122, 118, 125, 122, 118, 125 ], [ 91, 85, 97, 91, 85, 97 ], [ 176, 180, 173, 176, 180, 173 ], [ 24549, 11982, 12567, 24549, 11982, 12567 ], [ 5.265103, 5.265103, 8.004686, 5.265103, 5.265103, 8.004687 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 422408, 290669, -1003, 382671, 356699, -424910 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736894700000, "first_datapoint_time": 1737097200000, "last_datapoint_time": 1759393800000, "evaluation_time": 1759394204921, "expiration_time": 1765873800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 55, "offset": 171 } } }
# | 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) |
---|