Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46492.5813 | 17839.8939 | 28652.6875 | 53621.1126 | 16406.6128 | 37214.4998 |
Total P&L (%) | 46.4926 | 17.8399 | 28.6527 | 53.6211 | 16.4066 | 37.2145 |
Avg Daily Profit (%) | 0.8927 | 0.3425 | 0.5502 | 0.8278 | 0.2921 | 0.6093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19234 | -20034 | -9104 | -25984 | -27319 | -11849 |
Profit Factor | 1.5298 | 1.3427 | 1.8027 | 1.4577 | 1.2306 | 1.809 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 61.5942 | 62.3188 | 60.8696 | 61.5942 | 62.3188 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.9539 | 0.8119 | 1.1589 | 0.9089 | 0.7441 | 1.1629 |
Largest Winning Trade | 6539 | 6539 | 4564 | 8051 | 8051 | 5574 |
Largest Losing Trade | -10668 | -10668 | -4122 | -14990 | -14990 | -5593 |
Avg Bars in Trades | 170 | 176 | 164 | 170 | 176 | 164 |
Avg Bars in Winners | 132 | 126 | 138 | 132 | 126 | 138 |
Avg Bars in Losers | 231 | 259 | 204 | 231 | 259 | 204 |
Bars Traded | 23546 | 12194 | 11352 | 23546 | 12194 | 11352 |
Profit Streak | 3.7359 | 0 | 3.8422 | 3.7359 | 0 | 3.8422 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372728 | -102951 | -92447 | 374741 | -105023 | -91724 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754608680000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759286025318, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 106, "offset": 233 } } }
{ "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": [ [ 46492.5813278342, 17839.8938621731, 28652.6874656611, 53621.1126127752, 16406.6128131121, 37214.4997996631 ], [ 46.492581, 17.839894, 28.652687, 53.621113, 16.406613, 37.2145 ], [ 0.892715, 0.342548, 0.550167, 0.827752, 0.292129, 0.609328 ], [ 10, 10, 10, 10, 10, 10 ], [ -19234, -20034, -9104, -25984, -27319, -11849 ], [ 1.529847, 1.342726, 1.802725, 1.457702, 1.230584, 1.809002 ], [ 138, 69, 69, 138, 69, 69 ], [ 85, 43, 42, 85, 43, 42 ], [ 53, 26, 27, 53, 26, 27 ], [ 61.594203, 62.318841, 60.869565, 61.594203, 62.318841, 60.869565 ], [ 0.953904, 0.811881, 1.158895, 0.90892, 0.744074, 1.16293 ], [ 6539, 6539, 4564, 8051, 8051, 5574 ], [ -10668, -10668, -4122, -14990, -14990, -5593 ], [ 170, 176, 164, 170, 176, 164 ], [ 132, 126, 138, 132, 126, 138 ], [ 231, 259, 204, 231, 259, 204 ], [ 23546, 12194, 11352, 23546, 12194, 11352 ], [ 3.735941, 0, 3.842191, 3.735941, 0, 3.842191 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 372728, -102951, -92447, 374741, -105023, -91724 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754608680000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759286025318, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 106, "offset": 233 } } }
# | 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) |
---|