Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177899.1438 | 116968.5803 | 60930.5635 | 285966.113 | 306641.854 | -20675.7409 |
Total P&L (%) | 177.8991 | 116.9686 | 60.9306 | 285.9661 | 306.6419 | -20.6757 |
Avg Daily Profit (%) | 0.6831 | 0.4492 | 0.234 | 0.52 | 0.5401 | -0.0889 |
Buy And Hold Return (%) | 14.1383 | 14.1383 | 14.1383 | 14.1383 | 14.1383 | 14.1383 |
Max Trade Drawdown | -47163 | -28441 | -40931 | -294023 | -94413 | -273231 |
Profit Factor | 1.4145 | 1.5834 | 1.2664 | 1.1642 | 1.411 | 0.9792 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 153 | 78 | 75 | 153 | 78 | 75 |
Losing Trades | 138 | 67 | 71 | 138 | 67 | 71 |
Profitability (%) | 52.5773 | 53.7931 | 51.3699 | 52.5773 | 53.7931 | 51.3699 |
Ratio Avg Win / Avg Loss | 1.2758 | 1.3601 | 1.1988 | 1.0501 | 1.212 | 0.927 |
Largest Winning Trade | 15260 | 15260 | 13430 | 70043 | 52006 | 70043 |
Largest Losing Trade | -36516 | -17322 | -36516 | -239033 | -76606 | -239033 |
Avg Bars in Trades | 83 | 82 | 84 | 83 | 82 | 84 |
Avg Bars in Winners | 80 | 80 | 79 | 80 | 80 | 79 |
Avg Bars in Losers | 88 | 85 | 90 | 88 | 85 | 90 |
Bars Traded | 24411 | 12016 | 12395 | 24411 | 12016 | 12395 |
Profit Streak | 3.4938 | 3.5563 | 3.4938 | 3.4938 | 3.5563 | 3.4938 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459471 | 355064 | 135737 | -29333 | 345126 | -582850 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736380800000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758828067359, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 164, "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": [ [ 177899.1438314442, 116968.5803329187, 60930.5634985259, 285966.113046288, 306641.8539738374, -20675.7409275496 ], [ 177.899144, 116.96858, 60.930563, 285.966113, 306.641854, -20.675741 ], [ 0.683124, 0.449154, 0.23397, 0.519963, 0.540107, -0.088904 ], [ 14.138335, 14.138335, 14.138335, 14.138335, 14.138335, 14.138335 ], [ -47163, -28441, -40931, -294023, -94413, -273231 ], [ 1.414472, 1.583417, 1.266387, 1.16419, 1.411038, 0.979234 ], [ 291, 145, 146, 291, 145, 146 ], [ 153, 78, 75, 153, 78, 75 ], [ 138, 67, 71, 138, 67, 71 ], [ 52.57732, 53.793103, 51.369863, 52.57732, 53.793103, 51.369863 ], [ 1.275799, 1.360115, 1.198846, 1.050053, 1.212046, 0.927008 ], [ 15260, 15260, 13430, 70043, 52006, 70043 ], [ -36516, -17322, -36516, -239033, -76606, -239033 ], [ 83, 82, 84, 83, 82, 84 ], [ 80, 80, 79, 80, 80, 79 ], [ 88, 85, 90, 88, 85, 90 ], [ 24411, 12016, 12395, 24411, 12016, 12395 ], [ 3.493835, 3.556335, 3.493835, 3.493835, 3.556335, 3.493835 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 459471, 355064, 135737, -29333, 345126, -582850 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736380800000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758828067359, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 164, "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) |
---|