| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 108125.7786 | 78569.4491 | 29556.3296 | 95528.8666 | 84329.0932 | 11199.7734 |
| Total P&L (%) | 108.1258 | 78.5694 | 29.5563 | 95.5289 | 84.3291 | 11.1998 |
| Avg Daily Profit (%) | 0.4152 | 0.3017 | 0.1135 | 0.2578 | 0.2351 | 0.0408 |
| Buy And Hold Return (%) | 12.4249 | 12.4249 | 12.4249 | 12.4249 | 12.4249 | 12.4249 |
| Max Trade Drawdown | -63794 | -36561 | -67723 | -151968 | -81244 | -133201 |
| Profit Factor | 1.2524 | 1.3838 | 1.1321 | 1.1145 | 1.2086 | 1.026 |
| Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
| Winning Trades | 194 | 97 | 97 | 194 | 97 | 97 |
| Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Profitability (%) | 69.0391 | 69.2857 | 68.7943 | 69.0391 | 69.2857 | 68.7943 |
| Ratio Avg Win / Avg Loss | 0.5616 | 0.6134 | 0.5136 | 0.4998 | 0.5358 | 0.4654 |
| Largest Winning Trade | 11852 | 11530 | 11852 | 18301 | 17583 | 18301 |
| Largest Losing Trade | -39303 | -16534 | -39303 | -80158 | -32368 | -80158 |
| Avg Bars in Trades | 87 | 85 | 89 | 87 | 85 | 89 |
| Avg Bars in Winners | 50 | 50 | 51 | 50 | 50 | 51 |
| Avg Bars in Losers | 169 | 165 | 173 | 169 | 165 | 173 |
| Bars Traded | 24613 | 12020 | 12593 | 24613 | 12020 | 12593 |
| Profit Streak | 2.7642 | 0 | 6.8684 | 2.7642 | 0 | 6.8684 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315341 | 284031 | -120661 | -86954 | 236136 | -495753 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736339400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758852327503,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 125,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 74,
"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": [
[
108125.7786229367,
78569.449072787,
29556.3295501496,
95528.8666366097,
84329.0932358525,
11199.7734007573
],
[
108.125779,
78.569449,
29.55633,
95.528867,
84.329093,
11.199773
],
[
0.415198,
0.301703,
0.113495,
0.257815,
0.235109,
0.040773
],
[
12.424942,
12.424942,
12.424942,
12.424942,
12.424942,
12.424942
],
[
-63794,
-36561,
-67723,
-151968,
-81244,
-133201
],
[
1.252395,
1.383769,
1.132144,
1.114501,
1.208636,
1.026039
],
[
281,
140,
141,
281,
140,
141
],
[
194,
97,
97,
194,
97,
97
],
[
87,
43,
44,
87,
43,
44
],
[
69.039146,
69.285714,
68.794326,
69.039146,
69.285714,
68.794326
],
[
0.561641,
0.613423,
0.51355,
0.499802,
0.535787,
0.46542
],
[
11852,
11530,
11852,
18301,
17583,
18301
],
[
-39303,
-16534,
-39303,
-80158,
-32368,
-80158
],
[
87,
85,
89,
87,
85,
89
],
[
50,
50,
51,
50,
50,
51
],
[
169,
165,
173,
169,
165,
173
],
[
24613,
12020,
12593,
24613,
12020,
12593
],
[
2.764207,
0,
6.868374,
2.764207,
0,
6.868374
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315341,
284031,
-120661,
-86954,
236136,
-495753
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736339400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758852327503,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 125,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 74,
"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) |
|---|