Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49388.1825 | 18862.3049 | 30525.8776 | 56956.1147 | 21499.918 | 35456.1968 |
Total P&L (%) | 49.3882 | 18.8623 | 30.5259 | 56.9561 | 21.4999 | 35.4562 |
Avg Daily Profit (%) | 0.9483 | 0.3622 | 0.5861 | 0.8693 | 0.3746 | 0.5844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33780 | -22507 | -13631 | -46977 | -29327 | -20588 |
Profit Factor | 1.779 | 1.5363 | 2.0814 | 1.6602 | 1.4582 | 1.9013 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 71.2121 | 63.6364 | 78.7879 | 71.2121 | 63.6364 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.7192 | 0.8779 | 0.5604 | 0.6712 | 0.8332 | 0.5119 |
Largest Winning Trade | 7847 | 6463 | 7847 | 8354 | 6710 | 8354 |
Largest Losing Trade | -12113 | -10586 | -12113 | -18266 | -14128 | -18266 |
Avg Bars in Trades | 351 | 376 | 327 | 351 | 376 | 327 |
Avg Bars in Winners | 220 | 217 | 222 | 220 | 217 | 222 |
Avg Bars in Losers | 676 | 654 | 715 | 676 | 654 | 715 |
Bars Traded | 23222 | 12422 | 10800 | 23222 | 12422 | 10800 |
Profit Streak | 4.8802 | 4.8802 | 11.8573 | 4.8802 | 4.8802 | 11.8573 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114221 | 54413 | 443826 | -114001 | 104359 | 446557 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754620920000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759294172151, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 215, "offset": 192 } } }
{ "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": [ [ 49388.1824899928, 18862.3048697302, 30525.8776202626, 56956.1147369716, 21499.9179701492, 35456.1967668225 ], [ 49.388182, 18.862305, 30.525878, 56.956115, 21.499918, 35.456197 ], [ 0.948314, 0.362179, 0.586134, 0.869341, 0.374631, 0.584416 ], [ 10, 10, 10, 10, 10, 10 ], [ -33780, -22507, -13631, -46977, -29327, -20588 ], [ 1.77899, 1.536279, 2.081414, 1.66022, 1.458152, 1.901255 ], [ 66, 33, 33, 66, 33, 33 ], [ 47, 21, 26, 47, 21, 26 ], [ 19, 12, 7, 19, 12, 7 ], [ 71.212121, 63.636364, 78.787879, 71.212121, 63.636364, 78.787879 ], [ 0.719166, 0.877874, 0.560381, 0.671153, 0.83323, 0.511876 ], [ 7847, 6463, 7847, 8354, 6710, 8354 ], [ -12113, -10586, -12113, -18266, -14128, -18266 ], [ 351, 376, 327, 351, 376, 327 ], [ 220, 217, 222, 220, 217, 222 ], [ 676, 654, 715, 676, 654, 715 ], [ 23222, 12422, 10800, 23222, 12422, 10800 ], [ 4.880233, 4.880233, 11.857316, 4.880233, 4.880233, 11.857317 ], [ 3, 1, 6, 3, 1, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -114221, 54413, 443826, -114001, 104359, 446557 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754620920000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759294172151, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 215, "offset": 192 } } }
# | 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) |
---|