Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93327.2657 | 76058.6514 | 17268.6143 | 72420.4959 | 93562.5319 | -21142.036 |
Total P&L (%) | 93.3273 | 76.0587 | 17.2686 | 72.4205 | 93.5625 | -21.142 |
Avg Daily Profit (%) | 0.3584 | 0.2921 | 0.0663 | 0.2094 | 0.2539 | -0.0912 |
Buy And Hold Return (%) | 18.0387 | 18.0387 | 18.0387 | 18.0387 | 18.0387 | 18.0387 |
Max Trade Drawdown | -69607 | -36289 | -60560 | -177120 | -90518 | -127923 |
Profit Factor | 1.2094 | 1.3804 | 1.0703 | 1.0848 | 1.2506 | 0.956 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 234 | 120 | 114 | 234 | 120 | 114 |
Losing Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Profitability (%) | 69.2308 | 71.0059 | 67.4556 | 69.2308 | 71.0059 | 67.4556 |
Ratio Avg Win / Avg Loss | 0.5375 | 0.5636 | 0.5164 | 0.4821 | 0.5107 | 0.4612 |
Largest Winning Trade | 9694 | 9694 | 9658 | 14153 | 14153 | 14075 |
Largest Losing Trade | -39161 | -17028 | -39161 | -84698 | -39015 | -84698 |
Avg Bars in Trades | 72 | 70 | 74 | 72 | 70 | 74 |
Avg Bars in Winners | 41 | 41 | 42 | 41 | 41 | 42 |
Avg Bars in Losers | 142 | 141 | 142 | 142 | 141 | 142 |
Bars Traded | 24614 | 11946 | 12668 | 24614 | 11946 | 12668 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305469 | 249966 | -413873 | -120583 | 239249 | -579581 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737136800000, "first_datapoint_time": 1737315900000, "last_datapoint_time": 1759635900000, "evaluation_time": 1759636391164, "expiration_time": 1766115900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 200, "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": [ [ 93327.265749116, 76058.6514477523, 17268.6143013638, 72420.4959100191, 93562.5318794743, -21142.0359694552 ], [ 93.327266, 76.058651, 17.268614, 72.420496, 93.562532, -21.142036 ], [ 0.358372, 0.292061, 0.066311, 0.209406, 0.253924, -0.091166 ], [ 18.038741, 18.038741, 18.038741, 18.038741, 18.038741, 18.038741 ], [ -69607, -36289, -60560, -177120, -90518, -127923 ], [ 1.209382, 1.380355, 1.070266, 1.084776, 1.250625, 0.95604 ], [ 338, 169, 169, 338, 169, 169 ], [ 234, 120, 114, 234, 120, 114 ], [ 104, 49, 55, 104, 49, 55 ], [ 69.230769, 71.005917, 67.455621, 69.230769, 71.005917, 67.455621 ], [ 0.537503, 0.563645, 0.516356, 0.482123, 0.510672, 0.461248 ], [ 9694, 9694, 9658, 14153, 14153, 14075 ], [ -39161, -17028, -39161, -84698, -39015, -84698 ], [ 72, 70, 74, 72, 70, 74 ], [ 41, 41, 42, 41, 41, 42 ], [ 142, 141, 142, 142, 141, 142 ], [ 24614, 11946, 12668, 24614, 11946, 12668 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305469, 249966, -413873, -120583, 239249, -579581 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737136800000, "first_datapoint_time": 1737315900000, "last_datapoint_time": 1759635900000, "evaluation_time": 1759636391164, "expiration_time": 1766115900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 200, "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) |
---|