Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115479.9268 | 91055.6868 | 24424.24 | 56730.7722 | 87607.3746 | -30876.6024 |
Total P&L (%) | 115.4799 | 91.0557 | 24.4242 | 56.7308 | 87.6074 | -30.8766 |
Avg Daily Profit (%) | 0.2217 | 0.1748 | 0.0469 | 0.0863 | 0.1209 | -0.0709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102509 | -67057 | -47877 | -118537 | -44795 | -111613 |
Profit Factor | 1.258 | 1.463 | 1.0973 | 1.1176 | 1.4934 | 0.8987 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 74.6269 | 74 | 75.2475 | 74.6269 | 74 | 75.2475 |
Ratio Avg Win / Avg Loss | 0.4277 | 0.514 | 0.361 | 0.38 | 0.5247 | 0.2956 |
Largest Winning Trade | 16223 | 11774 | 16223 | 15375 | 15223 | 15375 |
Largest Losing Trade | -39284 | -32901 | -39284 | -69378 | -29113 | -69378 |
Avg Bars in Trades | 120 | 122 | 119 | 120 | 122 | 119 |
Avg Bars in Winners | 63 | 65 | 62 | 63 | 65 | 62 |
Avg Bars in Losers | 288 | 284 | 292 | 288 | 284 | 292 |
Bars Traded | 24282 | 12256 | 12026 | 24282 | 12256 | 12026 |
Profit Streak | 8.9007 | 24.5673 | 8.9007 | 8.9007 | 24.5673 | 8.9007 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387368 | 393720 | -245979 | -166668 | -27920 | -577412 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714071600000, "first_datapoint_time": 1714397400000, "last_datapoint_time": 1759069800000, "evaluation_time": 1759072017662, "expiration_time": 1765549800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 182, "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": [ [ 115479.9268363914, 91055.686800127, 24424.2400362644, 56730.7721845046, 87607.3746178385, -30876.602433334 ], [ 115.479927, 91.055687, 24.42424, 56.730772, 87.607375, -30.876602 ], [ 0.221723, 0.174828, 0.046895, 0.086315, 0.120877, -0.070876 ], [ 10, 10, 10, 10, 10, 10 ], [ -102509, -67057, -47877, -118537, -44795, -111613 ], [ 1.257993, 1.462967, 1.097334, 1.117579, 1.493361, 0.898738 ], [ 201, 100, 101, 201, 100, 101 ], [ 150, 74, 76, 150, 74, 76 ], [ 51, 26, 25, 51, 26, 25 ], [ 74.626866, 74, 75.247525, 74.626866, 74, 75.247525 ], [ 0.427717, 0.514015, 0.360965, 0.379977, 0.524694, 0.295638 ], [ 16223, 11774, 16223, 15375, 15223, 15375 ], [ -39284, -32901, -39284, -69378, -29113, -69378 ], [ 120, 122, 119, 120, 122, 119 ], [ 63, 65, 62, 63, 65, 62 ], [ 288, 284, 292, 288, 284, 292 ], [ 24282, 12256, 12026, 24282, 12256, 12026 ], [ 8.900667, 24.567334, 8.900667, 8.900667, 24.567334, 8.900667 ], [ 2, 6, 1, 2, 6, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 387368, 393720, -245979, -166668, -27920, -577412 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714071600000, "first_datapoint_time": 1714397400000, "last_datapoint_time": 1759069800000, "evaluation_time": 1759072017662, "expiration_time": 1765549800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 182, "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) |
---|