| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 162543.2626 | 108665.1549 | 53878.1077 | 103833.8785 | 119339.4606 | -15505.5821 |
| Total P&L (%) | 162.5433 | 108.6652 | 53.8781 | 103.8339 | 119.3395 | -15.5056 |
| Avg Daily Profit (%) | 0.3121 | 0.2086 | 0.1034 | 0.1368 | 0.1509 | -0.0323 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -75571 | -64764 | -48640 | -221979 | -78023 | -174097 |
| Profit Factor | 1.2055 | 1.2701 | 1.1386 | 1.0791 | 1.1844 | 0.9767 |
| Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
| Winning Trades | 239 | 125 | 114 | 239 | 125 | 114 |
| Losing Trades | 123 | 56 | 67 | 123 | 56 | 67 |
| Profitability (%) | 66.0221 | 69.0608 | 62.9834 | 66.0221 | 69.0608 | 62.9834 |
| Ratio Avg Win / Avg Loss | 0.6204 | 0.569 | 0.6692 | 0.5554 | 0.5306 | 0.574 |
| Largest Winning Trade | 21676 | 21676 | 12431 | 28572 | 23831 | 28572 |
| Largest Losing Trade | -33212 | -30338 | -33212 | -139627 | -60709 | -139627 |
| Avg Bars in Trades | 68 | 70 | 66 | 68 | 70 | 66 |
| Avg Bars in Winners | 44 | 44 | 45 | 44 | 44 | 45 |
| Avg Bars in Losers | 114 | 129 | 102 | 114 | 129 | 102 |
| Bars Traded | 24859 | 12767 | 12093 | 24859 | 12767 | 12093 |
| Profit Streak | 3.0502 | 0 | 7.0294 | 3.0502 | 0 | 7.0294 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 313858 | 296053 | -123063 | -143256 | -9834 | -578118 |
{
"trading_pair": "PENDLE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713868200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758890536232,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 16,
"offset": 0,
"a": 0.65921
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 79,
"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": [
[
162543.2625846115,
108665.1548928023,
53878.1076918091,
103833.8784509095,
119339.460568115,
-15505.5821172053
],
[
162.543263,
108.665155,
53.878108,
103.833878,
119.339461,
-15.505582
],
[
0.312085,
0.208638,
0.103447,
0.136824,
0.150921,
-0.032344
],
[
10,
10,
10,
10,
10,
10
],
[
-75571,
-64764,
-48640,
-221979,
-78023,
-174097
],
[
1.205453,
1.270097,
1.138566,
1.079102,
1.184421,
0.976703
],
[
362,
181,
181,
362,
181,
181
],
[
239,
125,
114,
239,
125,
114
],
[
123,
56,
67,
123,
56,
67
],
[
66.022099,
69.060773,
62.983425,
66.022099,
69.060773,
62.983425
],
[
0.62038,
0.569004,
0.669157,
0.555354,
0.530621,
0.574027
],
[
21676,
21676,
12431,
28572,
23831,
28572
],
[
-33212,
-30338,
-33212,
-139627,
-60709,
-139627
],
[
68,
70,
66,
68,
70,
66
],
[
44,
44,
45,
44,
44,
45
],
[
114,
129,
102,
114,
129,
102
],
[
24859,
12767,
12093,
24859,
12767,
12093
],
[
3.050188,
0,
7.029354,
3.050188,
0,
7.029355
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313858,
296053,
-123063,
-143256,
-9834,
-578118
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713868200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758890536232,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 16,
"offset": 0,
"a": 0.65921
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 79,
"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) |
|---|