Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68590.2348 | 27603.2528 | 40986.982 | 91474.3194 | 34890.7265 | 56583.5929 |
Total P&L (%) | 68.5902 | 27.6033 | 40.987 | 91.4743 | 34.8907 | 56.5836 |
Avg Daily Profit (%) | 1.317 | 0.53 | 0.787 | 1.2551 | 0.5763 | 0.8647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12377 | -15818 | -8484 | -16429 | -19890 | -11011 |
Profit Factor | 1.8757 | 1.5897 | 2.3005 | 1.8069 | 1.5037 | 2.2833 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 59.5238 | 53.9683 | 65.0794 | 59.5238 | 53.9683 | 65.0794 |
Ratio Avg Win / Avg Loss | 1.2755 | 1.3559 | 1.2344 | 1.2287 | 1.2826 | 1.2252 |
Largest Winning Trade | 6181 | 6181 | 5248 | 10767 | 10767 | 6825 |
Largest Losing Trade | -9735 | -9735 | -5810 | -12434 | -12434 | -7885 |
Avg Bars in Trades | 187 | 196 | 177 | 187 | 196 | 177 |
Avg Bars in Winners | 166 | 154 | 176 | 166 | 154 | 176 |
Avg Bars in Losers | 217 | 245 | 180 | 217 | 245 | 180 |
Bars Traded | 23595 | 12386 | 11209 | 23595 | 12386 | 11209 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542348 | -139250 | -133009 | 539014 | -138732 | -131635 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754622540000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759091979959, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 173, "offset": 0, "a": 0.71112 } }, "second_band": { "type": "linreg", "factors": { "length": 232, "offset": 184 } } }
{ "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": [ [ 68590.2347515025, 27603.2527647609, 40986.9819867415, 91474.3193736186, 34890.7264614489, 56583.5929121697 ], [ 68.590235, 27.603253, 40.986982, 91.474319, 34.890726, 56.583593 ], [ 1.317017, 0.530016, 0.787, 1.255091, 0.576337, 0.864739 ], [ 10, 10, 10, 10, 10, 10 ], [ -12377, -15818, -8484, -16429, -19890, -11011 ], [ 1.875738, 1.589733, 2.300498, 1.806917, 1.503692, 2.283284 ], [ 126, 63, 63, 126, 63, 63 ], [ 75, 34, 41, 75, 34, 41 ], [ 51, 29, 22, 51, 29, 22 ], [ 59.52381, 53.968254, 65.079365, 59.52381, 53.968254, 65.079365 ], [ 1.275502, 1.355948, 1.234413, 1.228704, 1.282561, 1.225177 ], [ 6181, 6181, 5248, 10767, 10767, 6825 ], [ -9735, -9735, -5810, -12434, -12434, -7885 ], [ 187, 196, 177, 187, 196, 177 ], [ 166, 154, 176, 166, 154, 176 ], [ 217, 245, 180, 217, 245, 180 ], [ 23595, 12386, 11209, 23595, 12386, 11209 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 542348, -139250, -133009, 539014, -138732, -131635 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754622540000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759091979959, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 173, "offset": 0, "a": 0.71112 } }, "second_band": { "type": "linreg", "factors": { "length": 232, "offset": 184 } } }
# | 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) |
---|