Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112974.3692 | 90665.2399 | 22309.1294 | 30933.5354 | 63399.8156 | -32466.2802 |
Total P&L (%) | 112.9744 | 90.6652 | 22.3091 | 30.9335 | 63.3998 | -32.4663 |
Avg Daily Profit (%) | 0.2169 | 0.1741 | 0.0428 | 0.0518 | 0.0943 | -0.0753 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92907 | -59555 | -68109 | -115278 | -31720 | -104574 |
Profit Factor | 1.2436 | 1.4494 | 1.0851 | 1.0758 | 1.412 | 0.8722 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 71.6312 | 70 | 73.2394 | 71.6312 | 70 | 73.2394 |
Ratio Avg Win / Avg Loss | 0.4925 | 0.6212 | 0.3965 | 0.4261 | 0.6051 | 0.3187 |
Largest Winning Trade | 25346 | 25346 | 13455 | 17331 | 17331 | 16290 |
Largest Losing Trade | -48431 | -36156 | -48431 | -61436 | -22836 | -61436 |
Avg Bars in Trades | 172 | 171 | 172 | 172 | 171 | 172 |
Avg Bars in Winners | 99 | 100 | 98 | 99 | 100 | 98 |
Avg Bars in Losers | 357 | 338 | 378 | 357 | 338 | 378 |
Bars Traded | 24294 | 12012 | 12282 | 24294 | 12012 | 12282 |
Profit Streak | 10.9118 | 22.5785 | 10.9118 | 10.9118 | 22.5785 | 10.9118 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343487 | -84385 | -353171 | -261892 | -159496 | -664371 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714303800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758887582013, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 215, "offset": 106 } } }
{ "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": [ [ 112974.369224423, 90665.2398658425, 22309.1293585805, 30933.5354420631, 63399.8156305051, -32466.280188442 ], [ 112.974369, 90.66524, 22.309129, 30.933535, 63.399816, -32.46628 ], [ 0.216912, 0.174078, 0.042834, 0.051761, 0.094323, -0.07534 ], [ 10, 10, 10, 10, 10, 10 ], [ -92907, -59555, -68109, -115278, -31720, -104574 ], [ 1.24361, 1.449425, 1.085145, 1.075835, 1.411994, 0.872192 ], [ 141, 70, 71, 141, 70, 71 ], [ 101, 49, 52, 101, 49, 52 ], [ 40, 21, 19, 40, 21, 19 ], [ 71.631206, 70, 73.239437, 71.631206, 70, 73.239437 ], [ 0.492519, 0.621182, 0.396495, 0.426073, 0.60514, 0.318685 ], [ 25346, 25346, 13455, 17331, 17331, 16290 ], [ -48431, -36156, -48431, -61436, -22836, -61436 ], [ 172, 171, 172, 172, 171, 172 ], [ 99, 100, 98, 99, 100, 98 ], [ 357, 338, 378, 357, 338, 378 ], [ 24294, 12012, 12282, 24294, 12012, 12282 ], [ 10.911829, 22.578495, 10.911829, 10.911829, 22.578496, 10.911829 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343487, -84385, -353171, -261892, -159496, -664371 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714303800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758887582013, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 215, "offset": 106 } } }
# | 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) |
---|