| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 96446.4419 | 77468.3251 | 18978.1168 | 93857.3961 | 82827.8925 | 11029.5036 |
| Total P&L (%) | 96.4464 | 77.4683 | 18.9781 | 93.8574 | 82.8279 | 11.0295 |
| Avg Daily Profit (%) | 0.3704 | 0.2975 | 0.0729 | 0.2545 | 0.232 | 0.0402 |
| Buy And Hold Return (%) | 23.2661 | 23.2661 | 23.2661 | 23.2661 | 23.2661 | 23.2661 |
| Max Trade Drawdown | -52476 | -30420 | -36245 | -59159 | -33993 | -59159 |
| Profit Factor | 1.4026 | 1.7132 | 1.145 | 1.2928 | 1.591 | 1.0611 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
| Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Profitability (%) | 72.3077 | 70.7692 | 73.8462 | 72.3077 | 70.7692 | 73.8462 |
| Ratio Avg Win / Avg Loss | 0.5372 | 0.7076 | 0.4055 | 0.4951 | 0.6572 | 0.3758 |
| Largest Winning Trade | 15084 | 15084 | 11525 | 12017 | 12017 | 10862 |
| Largest Losing Trade | -30717 | -16163 | -30717 | -59159 | -27951 | -59159 |
| Avg Bars in Trades | 187 | 190 | 184 | 187 | 190 | 184 |
| Avg Bars in Winners | 106 | 101 | 111 | 106 | 101 | 111 |
| Avg Bars in Losers | 398 | 408 | 388 | 398 | 408 | 388 |
| Bars Traded | 24377 | 12408 | 11969 | 24377 | 12408 | 11969 |
| Profit Streak | 6.4677 | 13.3323 | 6.4677 | 6.4677 | 13.3323 | 6.4677 |
| Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 342071 | -122713 | -452975 | 278708 | -123341 | -588762 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737608400000,
"first_datapoint_time": 1737790200000,
"last_datapoint_time": 1760107500000,
"evaluation_time": 1760108311378,
"expiration_time": 1766587500000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 82,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 203,
"offset": 156,
"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": [
[
96446.4419352535,
77468.3250956944,
18978.1168395591,
93857.396063933,
82827.8924907782,
11029.5035731548
],
[
96.446442,
77.468325,
18.978117,
93.857396,
82.827892,
11.029504
],
[
0.37035,
0.297475,
0.072875,
0.25451,
0.231962,
0.040184
],
[
23.266096,
23.266096,
23.266096,
23.266096,
23.266096,
23.266096
],
[
-52476,
-30420,
-36245,
-59159,
-33993,
-59159
],
[
1.402638,
1.713226,
1.14496,
1.292822,
1.591039,
1.061143
],
[
130,
65,
65,
130,
65,
65
],
[
94,
46,
48,
94,
46,
48
],
[
36,
19,
17,
36,
19,
17
],
[
72.307692,
70.769231,
73.846154,
72.307692,
70.769231,
73.846154
],
[
0.537181,
0.707637,
0.405507,
0.495123,
0.657168,
0.375822
],
[
15084,
15084,
11525,
12017,
12017,
10862
],
[
-30717,
-16163,
-30717,
-59159,
-27951,
-59159
],
[
187,
190,
184,
187,
190,
184
],
[
106,
101,
111,
106,
101,
111
],
[
398,
408,
388,
398,
408,
388
],
[
24377,
12408,
11969,
24377,
12408,
11969
],
[
6.467724,
13.332308,
6.467724,
6.467724,
13.332308,
6.467724
],
[
4,
4,
2,
4,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342071,
-122713,
-452975,
278708,
-123341,
-588762
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737608400000,
"first_datapoint_time": 1737790200000,
"last_datapoint_time": 1760107500000,
"evaluation_time": 1760108311378,
"expiration_time": 1766587500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 82,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 203,
"offset": 156,
"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) |
|---|