| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 47288.6305 | 15890.166 | 31398.4645 | 54821.7642 | 16015.7928 | 38805.9714 |
| Total P&L (%) | 47.2886 | 15.8902 | 31.3985 | 54.8218 | 16.0158 | 38.806 |
| Avg Daily Profit (%) | 0.908 | 0.3051 | 0.6029 | 0.8428 | 0.2857 | 0.6316 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -20266 | -22070 | -7682 | -25249 | -27434 | -9608 |
| Profit Factor | 1.4857 | 1.2888 | 1.7415 | 1.4278 | 1.215 | 1.7231 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 93 | 50 | 43 | 93 | 50 | 43 |
| Losing Trades | 61 | 27 | 34 | 61 | 27 | 34 |
| Profitability (%) | 60.3896 | 64.9351 | 55.8442 | 60.3896 | 64.9351 | 55.8442 |
| Ratio Avg Win / Avg Loss | 0.9745 | 0.696 | 1.377 | 0.9365 | 0.6561 | 1.3624 |
| Largest Winning Trade | 5151 | 4762 | 5151 | 6571 | 6571 | 5889 |
| Largest Losing Trade | -10392 | -10392 | -4192 | -13690 | -13690 | -5184 |
| Avg Bars in Trades | 154 | 160 | 148 | 154 | 160 | 148 |
| Avg Bars in Winners | 138 | 134 | 143 | 138 | 134 | 143 |
| Avg Bars in Losers | 179 | 209 | 155 | 179 | 209 | 155 |
| Bars Traded | 23838 | 12386 | 11452 | 23838 | 12386 | 11452 |
| Profit Streak | 3.2433 | 0 | 3.7933 | 3.2433 | 0 | 3.7933 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 359961 | -44283 | -32845 | 365438 | -45095 | -32254 |
{
"trading_pair": "PENDLE_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754581860000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759308800199,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 201,
"offset": 177,
"poles": 3
}
}
} {
"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": [
[
47288.6304851555,
15890.1660240194,
31398.4644611361,
54821.7642027359,
16015.7927809446,
38805.9714217914
],
[
47.28863,
15.890166,
31.398464,
54.821764,
16.015793,
38.805971
],
[
0.908,
0.305111,
0.602889,
0.842826,
0.285653,
0.631608
],
[
10,
10,
10,
10,
10,
10
],
[
-20266,
-22070,
-7682,
-25249,
-27434,
-9608
],
[
1.485681,
1.28881,
1.741474,
1.4278,
1.215035,
1.723072
],
[
154,
77,
77,
154,
77,
77
],
[
93,
50,
43,
93,
50,
43
],
[
61,
27,
34,
61,
27,
34
],
[
60.38961,
64.935065,
55.844156,
60.38961,
64.935065,
55.844156
],
[
0.974479,
0.695957,
1.37698,
0.936514,
0.656119,
1.362429
],
[
5151,
4762,
5151,
6571,
6571,
5889
],
[
-10392,
-10392,
-4192,
-13690,
-13690,
-5184
],
[
154,
160,
148,
154,
160,
148
],
[
138,
134,
143,
138,
134,
143
],
[
179,
209,
155,
179,
209,
155
],
[
23838,
12386,
11452,
23838,
12386,
11452
],
[
3.243289,
0,
3.793289,
3.243289,
0,
3.793289
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
359961,
-44283,
-32845,
365438,
-45095,
-32254
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754581860000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759308800199,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 201,
"offset": 177,
"poles": 3
}
}
}
| # | 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) |
|---|