Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72498.0079 | 30788.3784 | 41709.6295 | 99100.8426 | 40235.1946 | 58865.648 |
Total P&L (%) | 72.498 | 30.7884 | 41.7096 | 99.1008 | 40.2352 | 58.8656 |
Avg Daily Profit (%) | 1.3921 | 0.5912 | 0.8009 | 1.3311 | 0.6514 | 0.8928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15146 | -18299 | -6310 | -25891 | -30195 | -10803 |
Profit Factor | 1.9835 | 1.674 | 2.4879 | 1.7884 | 1.5162 | 2.2331 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 66.9492 | 61.0169 | 72.8814 | 66.9492 | 61.0169 | 72.8814 |
Ratio Avg Win / Avg Loss | 0.9792 | 1.0695 | 0.9257 | 0.8829 | 0.9687 | 0.8309 |
Largest Winning Trade | 7495 | 7495 | 3986 | 12059 | 12059 | 6515 |
Largest Losing Trade | -10168 | -10168 | -4374 | -17093 | -17093 | -6267 |
Avg Bars in Trades | 199 | 204 | 194 | 199 | 204 | 194 |
Avg Bars in Winners | 151 | 123 | 175 | 151 | 123 | 175 |
Avg Bars in Losers | 297 | 332 | 246 | 297 | 332 | 246 |
Bars Traded | 23587 | 12092 | 11495 | 23587 | 12092 | 11495 |
Profit Streak | 1.636 | 2.7485 | 1.636 | 1.636 | 2.7485 | 1.636 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458390 | -168238 | -164968 | 442931 | -169205 | -164608 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754592480000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759091987434, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 242, "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": [ [ 72498.0078633948, 30788.3783946189, 41709.6294687758, 99100.8425949906, 40235.1945601159, 58865.6480348746 ], [ 72.498008, 30.788378, 41.709629, 99.100843, 40.235195, 58.865648 ], [ 1.392051, 0.591175, 0.800876, 1.331057, 0.651404, 0.892765 ], [ 10, 10, 10, 10, 10, 10 ], [ -15146, -18299, -6310, -25891, -30195, -10803 ], [ 1.983529, 1.674009, 2.487897, 1.788447, 1.516158, 2.233053 ], [ 118, 59, 59, 118, 59, 59 ], [ 79, 36, 43, 79, 36, 43 ], [ 39, 23, 16, 39, 23, 16 ], [ 66.949153, 61.016949, 72.881356, 66.949153, 61.016949, 72.881356 ], [ 0.979211, 1.069506, 0.925729, 0.882904, 0.968656, 0.830903 ], [ 7495, 7495, 3986, 12059, 12059, 6515 ], [ -10168, -10168, -4374, -17093, -17093, -6267 ], [ 199, 204, 194, 199, 204, 194 ], [ 151, 123, 175, 151, 123, 175 ], [ 297, 332, 246, 297, 332, 246 ], [ 23587, 12092, 11495, 23587, 12092, 11495 ], [ 1.635966, 2.748466, 1.635966, 1.635966, 2.748466, 1.635966 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 458390, -168238, -164968, 442931, -169205, -164608 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754592480000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759091987434, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 242, "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) |
---|