| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 68226.3865 | 28849.0743 | 39377.3123 | 91586.9971 | 36999.5844 | 54587.4127 |
| Total P&L (%) | 68.2264 | 28.8491 | 39.3773 | 91.587 | 36.9996 | 54.5874 |
| Avg Daily Profit (%) | 1.31 | 0.5539 | 0.7561 | 1.2562 | 0.6063 | 0.8399 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -13893 | -17131 | -6443 | -20256 | -24577 | -10797 |
| Profit Factor | 2.0628 | 1.7755 | 2.4588 | 1.9419 | 1.6619 | 2.3207 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Profitability (%) | 67.2414 | 67.2414 | 67.2414 | 67.2414 | 67.2414 | 67.2414 |
| Ratio Avg Win / Avg Loss | 1.005 | 0.865 | 1.1979 | 0.9461 | 0.8096 | 1.1306 |
| Largest Winning Trade | 6274 | 6274 | 4308 | 8343 | 8343 | 6875 |
| Largest Losing Trade | -10724 | -10724 | -4554 | -15875 | -15875 | -7348 |
| Avg Bars in Trades | 203 | 217 | 189 | 203 | 217 | 189 |
| Avg Bars in Winners | 150 | 152 | 148 | 150 | 152 | 148 |
| Avg Bars in Losers | 311 | 349 | 273 | 311 | 349 | 273 |
| Bars Traded | 23603 | 12593 | 11010 | 23603 | 12593 | 11010 |
| Profit Streak | 0 | 14.4828 | 0 | 0 | 14.4828 | 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 | 589326 | -171263 | -165650 | 523505 | -170311 | -164812 |
{
"trading_pair": "PENDLE_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754581320000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1760110156460,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 150
}
}
} {
"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": [
[
68226.3865416025,
28849.0742546003,
39377.3122870023,
91586.9970769877,
36999.5843660848,
54587.4127109028
],
[
68.226387,
28.849074,
39.377312,
91.586997,
36.999584,
54.587413
],
[
1.31003,
0.553938,
0.756093,
1.256235,
0.6063,
0.839893
],
[
10,
10,
10,
10,
10,
10
],
[
-13893,
-17131,
-6443,
-20256,
-24577,
-10797
],
[
2.062794,
1.775481,
2.458755,
1.941925,
1.661862,
2.320721
],
[
116,
58,
58,
116,
58,
58
],
[
78,
39,
39,
78,
39,
39
],
[
38,
19,
19,
38,
19,
19
],
[
67.241379,
67.241379,
67.241379,
67.241379,
67.241379,
67.241379
],
[
1.004951,
0.864978,
1.197855,
0.946066,
0.809625,
1.130608
],
[
6274,
6274,
4308,
8343,
8343,
6875
],
[
-10724,
-10724,
-4554,
-15875,
-15875,
-7348
],
[
203,
217,
189,
203,
217,
189
],
[
150,
152,
148,
150,
152,
148
],
[
311,
349,
273,
311,
349,
273
],
[
23603,
12593,
11010,
23603,
12593,
11010
],
[
0,
14.482829,
0,
0,
14.482829,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
589326,
-171263,
-165650,
523505,
-170311,
-164812
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754581320000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1760110156460,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 150
}
}
}
| # | 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) |
|---|