Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46744.9428 | 17573.0414 | 29171.9014 | 54783.072 | 19462.5676 | 35320.5045 |
Total P&L (%) | 46.7449 | 17.573 | 29.1719 | 54.7831 | 19.4626 | 35.3205 |
Avg Daily Profit (%) | 0.8976 | 0.3374 | 0.5601 | 0.8423 | 0.342 | 0.5825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19772 | -20041 | -7703 | -30040 | -29336 | -11646 |
Profit Factor | 1.5446 | 1.341 | 1.8504 | 1.4304 | 1.2546 | 1.6944 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 66.2162 | 60.8108 | 71.6216 | 66.2162 | 60.8108 | 71.6216 |
Ratio Avg Win / Avg Loss | 0.7881 | 0.8642 | 0.7332 | 0.7298 | 0.8085 | 0.6714 |
Largest Winning Trade | 4086 | 4086 | 3863 | 5968 | 5968 | 5043 |
Largest Losing Trade | -10357 | -10357 | -4130 | -15460 | -15460 | -5702 |
Avg Bars in Trades | 159 | 160 | 157 | 159 | 160 | 157 |
Avg Bars in Winners | 106 | 98 | 112 | 106 | 98 | 112 |
Avg Bars in Losers | 262 | 256 | 271 | 262 | 256 | 271 |
Bars Traded | 23567 | 11901 | 11666 | 23567 | 11901 | 11666 |
Profit Streak | 0 | 3.7442 | 0 | 0 | 3.7442 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426157 | -66058 | -54630 | 411196 | -65564 | -54749 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754590860000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759174779520, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 240, "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": [ [ 46744.9428231495, 17573.0414075087, 29171.9014156409, 54783.0720161653, 19462.5675593219, 35320.5044568434 ], [ 46.744943, 17.573041, 29.171901, 54.783072, 19.462568, 35.320504 ], [ 0.89756, 0.337424, 0.560136, 0.842342, 0.342045, 0.582481 ], [ 10, 10, 10, 10, 10, 10 ], [ -19772, -20041, -7703, -30040, -29336, -11646 ], [ 1.544581, 1.34101, 1.850389, 1.430354, 1.254642, 1.694372 ], [ 148, 74, 74, 148, 74, 74 ], [ 98, 45, 53, 98, 45, 53 ], [ 50, 29, 21, 50, 29, 21 ], [ 66.216216, 60.810811, 71.621622, 66.216216, 60.810811, 71.621622 ], [ 0.788051, 0.864206, 0.733173, 0.729772, 0.808547, 0.671355 ], [ 4086, 4086, 3863, 5968, 5968, 5043 ], [ -10357, -10357, -4130, -15460, -15460, -5702 ], [ 159, 160, 157, 159, 160, 157 ], [ 106, 98, 112, 106, 98, 112 ], [ 262, 256, 271, 262, 256, 271 ], [ 23567, 11901, 11666, 23567, 11901, 11666 ], [ 0, 3.744207, 0, 0, 3.744207, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 426157, -66058, -54630, 411196, -65564, -54749 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754590860000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759174779520, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 240, "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) |
---|