Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73589.0756 | 30989.0319 | 42600.0437 | 100323.2692 | 38977.9614 | 61345.3078 |
Total P&L (%) | 73.5891 | 30.989 | 42.6 | 100.3233 | 38.978 | 61.3453 |
Avg Daily Profit (%) | 1.413 | 0.595 | 0.818 | 1.343 | 0.634 | 0.9228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10568 | -13611 | -8855 | -20450 | -21358 | -15598 |
Profit Factor | 2.0884 | 1.828 | 2.4112 | 1.9329 | 1.6491 | 2.2917 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 68 | 64 | 72 | 68 | 64 | 72 |
Ratio Avg Win / Avg Loss | 0.9828 | 1.0283 | 0.9377 | 0.9096 | 0.9276 | 0.8912 |
Largest Winning Trade | 7255 | 5889 | 7255 | 10649 | 7989 | 10649 |
Largest Losing Trade | -9077 | -9077 | -8855 | -15598 | -14840 | -15598 |
Avg Bars in Trades | 235 | 247 | 224 | 235 | 247 | 224 |
Avg Bars in Winners | 167 | 156 | 177 | 167 | 156 | 177 |
Avg Bars in Losers | 380 | 408 | 345 | 380 | 408 | 345 |
Bars Traded | 23589 | 12361 | 11228 | 23589 | 12361 | 11228 |
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 | 550617 | -169966 | -166670 | 537624 | -170934 | -165396 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754584200000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759961709783, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 202 } } }
{ "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": [ [ 73589.0755673976, 30989.0318572667, 42600.0437101308, 100323.2692209931, 38977.9613831923, 61345.3078378008 ], [ 73.589076, 30.989032, 42.600044, 100.323269, 38.977961, 61.345308 ], [ 1.413001, 0.595027, 0.817973, 1.342967, 0.634001, 0.922774 ], [ 10, 10, 10, 10, 10, 10 ], [ -10568, -13611, -8855, -20450, -21358, -15598 ], [ 2.088402, 1.828039, 2.411183, 1.932881, 1.649089, 2.291724 ], [ 100, 50, 50, 100, 50, 50 ], [ 68, 32, 36, 68, 32, 36 ], [ 32, 18, 14, 32, 18, 14 ], [ 68, 64, 72, 68, 64, 72 ], [ 0.982777, 1.028272, 0.937682, 0.909591, 0.927612, 0.891226 ], [ 7255, 5889, 7255, 10649, 7989, 10649 ], [ -9077, -9077, -8855, -15598, -14840, -15598 ], [ 235, 247, 224, 235, 247, 224 ], [ 167, 156, 177, 167, 156, 177 ], [ 380, 408, 345, 380, 408, 345 ], [ 23589, 12361, 11228, 23589, 12361, 11228 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 550617, -169966, -166670, 537624, -170934, -165396 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754584200000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759961709783, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 202 } } }
# | 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) |
---|