Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178640.8712 | 126008.2817 | 52632.5895 | 149276.8117 | 206840.5253 | -57563.7136 |
Total P&L (%) | 178.6409 | 126.0083 | 52.6326 | 149.2768 | 206.8405 | -57.5637 |
Avg Daily Profit (%) | 0.343 | 0.2419 | 0.1011 | 0.1755 | 0.2155 | -0.1644 |
Buy And Hold Return (%) | 12.56 | 12.56 | 12.56 | 12.56 | 12.56 | 12.56 |
Max Trade Drawdown | -78632 | -65987 | -55539 | -350424 | -160128 | -272129 |
Profit Factor | 1.2244 | 1.3162 | 1.1324 | 1.0638 | 1.1818 | 0.9521 |
Total Trades | 433 | 217 | 216 | 433 | 217 | 216 |
Winning Trades | 249 | 123 | 126 | 249 | 123 | 126 |
Losing Trades | 184 | 94 | 90 | 184 | 94 | 90 |
Profitability (%) | 57.5058 | 56.682 | 58.3333 | 57.5058 | 56.682 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.9048 | 1.0059 | 0.8088 | 0.7861 | 0.9031 | 0.6801 |
Largest Winning Trade | 18757 | 18757 | 10356 | 52154 | 52154 | 45920 |
Largest Losing Trade | -35693 | -31643 | -35693 | -206571 | -84761 | -206571 |
Avg Bars in Trades | 56 | 57 | 56 | 56 | 57 | 56 |
Avg Bars in Winners | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Losers | 74 | 71 | 76 | 74 | 71 | 76 |
Bars Traded | 24589 | 12404 | 12185 | 24589 | 12404 | 12185 |
Profit Streak | 1.5768 | 4.2643 | 0 | 1.5768 | 4.2643 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 252629 | 358722 | -135600 | -144366 | -12703 | -579691 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714149000000, "first_datapoint_time": 1714543200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759148434325, "expiration_time": 1765627200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 131, "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": [ [ 178640.8711931012, 126008.2816674876, 52632.5895256132, 149276.8116959803, 206840.5253372518, -57563.7136412713 ], [ 178.640871, 126.008282, 52.63259, 149.276812, 206.840525, -57.563714 ], [ 0.342993, 0.241937, 0.101055, 0.175527, 0.215496, -0.164442 ], [ 12.560038, 12.560038, 12.560038, 12.560038, 12.560038, 12.560038 ], [ -78632, -65987, -55539, -350424, -160128, -272129 ], [ 1.224398, 1.316189, 1.132387, 1.063815, 1.181759, 0.952079 ], [ 433, 217, 216, 433, 217, 216 ], [ 249, 123, 126, 249, 123, 126 ], [ 184, 94, 90, 184, 94, 90 ], [ 57.505774, 56.682028, 58.333333, 57.505774, 56.682028, 58.333333 ], [ 0.904776, 1.005868, 0.808848, 0.786112, 0.903133, 0.680056 ], [ 18757, 18757, 10356, 52154, 52154, 45920 ], [ -35693, -31643, -35693, -206571, -84761, -206571 ], [ 56, 57, 56, 56, 57, 56 ], [ 43, 45, 41, 43, 45, 41 ], [ 74, 71, 76, 74, 71, 76 ], [ 24589, 12404, 12185, 24589, 12404, 12185 ], [ 1.576786, 4.264286, 0, 1.576786, 4.264286, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 252629, 358722, -135600, -144366, -12703, -579691 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714149000000, "first_datapoint_time": 1714543200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759148434325, "expiration_time": 1765627200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 131, "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) |
---|