Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53254.3969 | 20973.7597 | 32280.6372 | 64365.7571 | 22319.3828 | 42046.3743 |
Total P&L (%) | 53.2544 | 20.9738 | 32.2806 | 64.3658 | 22.3194 | 42.0464 |
Avg Daily Profit (%) | 1.0226 | 0.4027 | 0.6198 | 0.9587 | 0.3876 | 0.6762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19369 | -21897 | -10058 | -31246 | -34638 | -15502 |
Profit Factor | 1.6246 | 1.4171 | 1.9229 | 1.4852 | 1.2825 | 1.7839 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 65.1515 | 68.1818 | 62.1212 | 65.1515 | 68.1818 | 62.1212 |
Ratio Avg Win / Avg Loss | 0.869 | 0.6613 | 1.1725 | 0.7944 | 0.5985 | 1.0878 |
Largest Winning Trade | 5529 | 5529 | 3830 | 8816 | 8816 | 5789 |
Largest Losing Trade | -10039 | -10039 | -4756 | -16441 | -16441 | -7077 |
Avg Bars in Trades | 178 | 180 | 175 | 178 | 180 | 175 |
Avg Bars in Winners | 113 | 105 | 122 | 113 | 105 | 122 |
Avg Bars in Losers | 299 | 342 | 263 | 299 | 342 | 263 |
Bars Traded | 23546 | 11933 | 11613 | 23546 | 11933 | 11613 |
Profit Streak | 3.2085 | 4.3626 | 3.2085 | 3.2085 | 4.3626 | 3.2085 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427917 | -121051 | -114220 | 425629 | -121106 | -113694 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754621100000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759231272267, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 176, "offset": 220 } } }
{ "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": [ [ 53254.396927407, 20973.7597432316, 32280.6371841753, 64365.7571308171, 22319.3827865645, 42046.3743442527 ], [ 53.254397, 20.97376, 32.280637, 64.365757, 22.319383, 42.046374 ], [ 1.02255, 0.402722, 0.619828, 0.958722, 0.387587, 0.676207 ], [ 10, 10, 10, 10, 10, 10 ], [ -19369, -21897, -10058, -31246, -34638, -15502 ], [ 1.62461, 1.41711, 1.922917, 1.485228, 1.282469, 1.783935 ], [ 132, 66, 66, 132, 66, 66 ], [ 86, 45, 41, 86, 45, 41 ], [ 46, 21, 25, 46, 21, 25 ], [ 65.151515, 68.181818, 62.121212, 65.151515, 68.181818, 62.121212 ], [ 0.868977, 0.661318, 1.17251, 0.794425, 0.598485, 1.087765 ], [ 5529, 5529, 3830, 8816, 8816, 5789 ], [ -10039, -10039, -4756, -16441, -16441, -7077 ], [ 178, 180, 175, 178, 180, 175 ], [ 113, 105, 122, 113, 105, 122 ], [ 299, 342, 263, 299, 342, 263 ], [ 23546, 11933, 11613, 23546, 11933, 11613 ], [ 3.208475, 4.362642, 3.208475, 3.208475, 4.362642, 3.208475 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 427917, -121051, -114220, 425629, -121106, -113694 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754621100000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759231272267, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 176, "offset": 220 } } }
# | 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) |
---|