Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31784.4168 | 9796.8612 | 21987.5556 | 33196.6707 | 7673.7811 | 25522.8896 |
Total P&L (%) | 31.7844 | 9.7969 | 21.9876 | 33.1967 | 7.6738 | 25.5229 |
Avg Daily Profit (%) | 0.6103 | 0.1881 | 0.4222 | 0.5519 | 0.1421 | 0.4374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24000 | -21809 | -10041 | -35411 | -32003 | -13374 |
Profit Factor | 1.3029 | 1.1602 | 1.5022 | 1.2303 | 1.0907 | 1.4283 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 190 | 93 | 97 | 190 | 93 | 97 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 69.3431 | 67.8832 | 70.8029 | 69.3431 | 67.8832 | 70.8029 |
Ratio Avg Win / Avg Loss | 0.576 | 0.5489 | 0.6195 | 0.5439 | 0.516 | 0.589 |
Largest Winning Trade | 3391 | 3391 | 2676 | 5122 | 5122 | 3346 |
Largest Losing Trade | -10841 | -10841 | -4432 | -16393 | -16393 | -6218 |
Avg Bars in Trades | 86 | 87 | 86 | 86 | 87 | 86 |
Avg Bars in Winners | 47 | 37 | 57 | 47 | 37 | 57 |
Avg Bars in Losers | 176 | 194 | 156 | 176 | 194 | 156 |
Bars Traded | 23831 | 12012 | 11819 | 23831 | 12012 | 11819 |
Profit Streak | 4.9424 | 0 | 5.4153 | 4.9424 | 0 | 5.4153 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339667 | -203873 | 191587 | 300246 | -291475 | 243985 |
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{ "first_band": { "type": "midprice", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 246, "offset": 0 } } }
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{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754591940000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759439220133, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 246, "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) |
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