Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 48885.0965 | 17984.6194 | 30900.4771 | 57291.782 | 18531.5311 | 38760.2509 |
Total P&L (%) | 48.8851 | 17.9846 | 30.9005 | 57.2918 | 18.5315 | 38.7603 |
Avg Daily Profit (%) | 0.9387 | 0.3453 | 0.5933 | 0.8735 | 0.327 | 0.631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16586 | -19179 | -7183 | -23905 | -26981 | -10017 |
Profit Factor | 1.557 | 1.3486 | 1.8541 | 1.4645 | 1.2512 | 1.7819 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 62.8378 | 62.1622 | 63.5135 | 62.8378 | 62.1622 | 63.5135 |
Ratio Avg Win / Avg Loss | 0.9208 | 0.8209 | 1.0651 | 0.8661 | 0.7616 | 1.0236 |
Largest Winning Trade | 6825 | 6825 | 3818 | 9188 | 9188 | 4981 |
Largest Losing Trade | -10794 | -10794 | -4721 | -15279 | -15279 | -6881 |
Avg Bars in Trades | 161 | 169 | 153 | 161 | 169 | 153 |
Avg Bars in Winners | 117 | 118 | 117 | 117 | 118 | 117 |
Avg Bars in Losers | 234 | 253 | 215 | 234 | 253 | 215 |
Bars Traded | 23868 | 12541 | 11327 | 23868 | 12541 | 11327 |
Profit Streak | 2.6483 | 0 | 3.6004 | 2.6483 | 0 | 3.6004 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358053 | -65315 | -53702 | 356739 | -65703 | -53099 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754580420000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759248933549, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 182, "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": [ [ 48885.0964685039, 17984.6193659323, 30900.4771025715, 57291.7819669857, 18531.531070526, 38760.2508964597 ], [ 48.885096, 17.984619, 30.900477, 57.291782, 18.531531, 38.760251 ], [ 0.938654, 0.345327, 0.593327, 0.873479, 0.326971, 0.630971 ], [ 10, 10, 10, 10, 10, 10 ], [ -16586, -19179, -7183, -23905, -26981, -10017 ], [ 1.556989, 1.348613, 1.854131, 1.464514, 1.251228, 1.781879 ], [ 148, 74, 74, 148, 74, 74 ], [ 93, 46, 47, 93, 46, 47 ], [ 55, 28, 27, 55, 28, 27 ], [ 62.837838, 62.162162, 63.513514, 62.837838, 62.162162, 63.513514 ], [ 0.9208, 0.820895, 1.065139, 0.86611, 0.761617, 1.023632 ], [ 6825, 6825, 3818, 9188, 9188, 4981 ], [ -10794, -10794, -4721, -15279, -15279, -6881 ], [ 161, 169, 153, 161, 169, 153 ], [ 117, 118, 117, 117, 118, 117 ], [ 234, 253, 215, 234, 253, 215 ], [ 23868, 12541, 11327, 23868, 12541, 11327 ], [ 2.648305, 0, 3.600388, 2.648305, 0, 3.600388 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 358053, -65315, -53702, 356739, -65703, -53099 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754580420000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759248933549, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 182, "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) |
---|