Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192035.5354 | 136690.1803 | 55345.3551 | 197458.2418 | 177181.0322 | 20277.2096 |
Total P&L (%) | 192.0355 | 136.6902 | 55.3454 | 197.4582 | 177.181 | 20.2772 |
Avg Daily Profit (%) | 0.3687 | 0.2624 | 0.1063 | 0.2095 | 0.1959 | 0.0355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57357 | -59198 | -45342 | -162026 | -82980 | -142185 |
Profit Factor | 1.2696 | 1.3908 | 1.1527 | 1.1492 | 1.277 | 1.0296 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 235 | 120 | 115 | 235 | 120 | 115 |
Losing Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Profitability (%) | 68.314 | 69.7674 | 66.8605 | 68.314 | 69.7674 | 66.8605 |
Ratio Avg Win / Avg Loss | 0.5889 | 0.6027 | 0.5713 | 0.533 | 0.5534 | 0.5103 |
Largest Winning Trade | 22955 | 22955 | 12410 | 29040 | 22013 | 29040 |
Largest Losing Trade | -33434 | -33115 | -33434 | -136455 | -58680 | -136455 |
Avg Bars in Trades | 71 | 73 | 70 | 71 | 73 | 70 |
Avg Bars in Winners | 45 | 44 | 47 | 45 | 44 | 47 |
Avg Bars in Losers | 127 | 140 | 115 | 127 | 140 | 115 |
Bars Traded | 24682 | 12634 | 12048 | 24682 | 12634 | 12048 |
Profit Streak | 4.0472 | 10.8597 | 4.0472 | 4.0472 | 10.8597 | 4.0472 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418400 | 397531 | -104583 | -46078 | 352038 | -340041 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714852800000, "first_datapoint_time": 1715018400000, "last_datapoint_time": 1759851000000, "evaluation_time": 1759853276360, "expiration_time": 1766331000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 93, "offset": 0, "std": 4.65191 } } }
{ "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": [ [ 192035.5354263614, 136690.1803206893, 55345.355105672, 197458.2417835187, 177181.0321572231, 20277.2096262954 ], [ 192.035535, 136.69018, 55.345355, 197.458242, 177.181032, 20.27721 ], [ 0.368711, 0.262447, 0.106264, 0.20952, 0.195937, 0.035455 ], [ 10, 10, 10, 10, 10, 10 ], [ -57357, -59198, -45342, -162026, -82980, -142185 ], [ 1.269587, 1.390783, 1.152657, 1.149168, 1.277018, 1.029639 ], [ 344, 172, 172, 344, 172, 172 ], [ 235, 120, 115, 235, 120, 115 ], [ 109, 52, 57, 109, 52, 57 ], [ 68.313953, 69.767442, 66.860465, 68.313953, 69.767442, 66.860465 ], [ 0.588872, 0.602672, 0.571317, 0.533018, 0.553374, 0.510343 ], [ 22955, 22955, 12410, 29040, 22013, 29040 ], [ -33434, -33115, -33434, -136455, -58680, -136455 ], [ 71, 73, 70, 71, 73, 70 ], [ 45, 44, 47, 45, 44, 47 ], [ 127, 140, 115, 127, 140, 115 ], [ 24682, 12634, 12048, 24682, 12634, 12048 ], [ 4.04718, 10.85968, 4.04718, 4.04718, 10.85968, 4.04718 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 418400, 397531, -104583, -46078, 352038, -340041 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714852800000, "first_datapoint_time": 1715018400000, "last_datapoint_time": 1759851000000, "evaluation_time": 1759853276360, "expiration_time": 1766331000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 93, "offset": 0, "std": 4.65191 } } }
# | 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) |
---|