Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55067.9759 | 22476.5778 | 32591.398 | 67355.6688 | 26763.9692 | 40591.6997 |
Total P&L (%) | 55.068 | 22.4766 | 32.5914 | 67.3557 | 26.764 | 40.5917 |
Avg Daily Profit (%) | 1.0574 | 0.4316 | 0.6258 | 0.9937 | 0.4564 | 0.6563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23878 | -21797 | -6371 | -35297 | -31370 | -10085 |
Profit Factor | 1.6315 | 1.4223 | 1.9589 | 1.5127 | 1.3355 | 1.7865 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 60.8696 | 55.0725 | 66.6667 | 60.8696 | 55.0725 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0488 | 1.1603 | 0.9795 | 0.9724 | 1.0895 | 0.8932 |
Largest Winning Trade | 4503 | 4503 | 3968 | 7161 | 7161 | 5756 |
Largest Losing Trade | -10824 | -10824 | -4617 | -16191 | -16191 | -6400 |
Avg Bars in Trades | 170 | 172 | 168 | 170 | 172 | 168 |
Avg Bars in Winners | 117 | 93 | 137 | 117 | 93 | 137 |
Avg Bars in Losers | 253 | 269 | 231 | 253 | 269 | 231 |
Bars Traded | 23568 | 11912 | 11656 | 23568 | 11912 | 11656 |
Profit Streak | 6.7193 | 7.8547 | 6.7193 | 6.7193 | 7.8547 | 6.7193 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544016 | -96473 | -91011 | 480114 | -95230 | -90927 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754589240000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759530823503, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 82, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 231, "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": [ [ 55067.9758562193, 22476.5778263449, 32591.3980298744, 67355.6688298926, 26763.9691690453, 40591.6996608472 ], [ 55.067976, 22.476578, 32.591398, 67.355669, 26.763969, 40.5917 ], [ 1.057373, 0.431578, 0.625795, 0.993674, 0.456408, 0.656311 ], [ 10, 10, 10, 10, 10, 10 ], [ -23878, -21797, -6371, -35297, -31370, -10085 ], [ 1.631461, 1.422342, 1.9589, 1.512655, 1.335493, 1.786493 ], [ 138, 69, 69, 138, 69, 69 ], [ 84, 38, 46, 84, 38, 46 ], [ 54, 31, 23, 54, 31, 23 ], [ 60.869565, 55.072464, 66.666667, 60.869565, 55.072464, 66.666667 ], [ 1.048796, 1.160331, 0.97945, 0.972421, 1.089481, 0.893247 ], [ 4503, 4503, 3968, 7161, 7161, 5756 ], [ -10824, -10824, -4617, -16191, -16191, -6400 ], [ 170, 172, 168, 170, 172, 168 ], [ 117, 93, 137, 117, 93, 137 ], [ 253, 269, 231, 253, 269, 231 ], [ 23568, 11912, 11656, 23568, 11912, 11656 ], [ 6.719253, 7.85467, 6.719253, 6.719253, 7.85467, 6.719253 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 544016, -96473, -91011, 480114, -95230, -90927 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754589240000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759530823503, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 82, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 231, "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) |
---|