Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192097.463 | 126658.539 | 65438.924 | 231173.2455 | 187940.7467 | 43232.4988 |
Total P&L (%) | 192.0975 | 126.6585 | 65.4389 | 231.1732 | 187.9407 | 43.2325 |
Avg Daily Profit (%) | 0.3688 | 0.2432 | 0.1256 | 0.2302 | 0.2033 | 0.069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116212 | -73984 | -62095 | -202165 | -58582 | -181742 |
Profit Factor | 1.5418 | 1.7344 | 1.3594 | 1.4364 | 1.8737 | 1.1374 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Losing Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Profitability (%) | 65.3465 | 72 | 58.8235 | 65.3465 | 72 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.8176 | 0.6745 | 0.9516 | 0.7617 | 0.7287 | 0.7962 |
Largest Winning Trade | 35838 | 35838 | 23618 | 67198 | 45872 | 67198 |
Largest Losing Trade | -33643 | -33643 | -31336 | -89282 | -43779 | -89282 |
Avg Bars in Trades | 239 | 239 | 240 | 239 | 239 | 240 |
Avg Bars in Winners | 161 | 173 | 148 | 161 | 173 | 148 |
Avg Bars in Losers | 387 | 410 | 372 | 387 | 410 | 372 |
Bars Traded | 24236 | 11972 | 12264 | 24236 | 11972 | 12264 |
Profit Streak | 11.191 | 22.0244 | 11.191 | 11.191 | 22.0244 | 11.191 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422658 | -168723 | -205647 | 356813 | -168795 | -352611 |
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{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 188, "offset": 148 } } }
{ "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": [ [ 192097.4630353367, 126658.5390439084, 65438.9239914284, 231173.2454808255, 187940.746652116, 43232.4988287095 ], [ 192.097463, 126.658539, 65.438924, 231.173245, 187.940747, 43.232499 ], [ 0.368829, 0.243186, 0.125644, 0.23018, 0.203264, 0.06901 ], [ 10, 10, 10, 10, 10, 10 ], [ -116212, -73984, -62095, -202165, -58582, -181742 ], [ 1.541779, 1.73437, 1.359366, 1.436397, 1.873692, 1.137412 ], [ 101, 50, 51, 101, 50, 51 ], [ 66, 36, 30, 66, 36, 30 ], [ 35, 14, 21, 35, 14, 21 ], [ 65.346535, 72, 58.823529, 65.346535, 72, 58.823529 ], [ 0.81761, 0.674477, 0.951556, 0.761726, 0.728658, 0.796188 ], [ 35838, 35838, 23618, 67198, 45872, 67198 ], [ -33643, -33643, -31336, -89282, -43779, -89282 ], [ 239, 239, 240, 239, 239, 240 ], [ 161, 173, 148, 161, 173, 148 ], [ 387, 410, 372, 387, 410, 372 ], [ 24236, 11972, 12264, 24236, 11972, 12264 ], [ 11.191033, 22.024366, 11.191033, 11.191033, 22.024366, 11.191033 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 422658, -168723, -205647, 356813, -168795, -352611 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714330800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758985505264, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 188, "offset": 148 } } }
# | 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) |
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