Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171101.462 | 115515.0246 | 55586.4373 | 163634.4955 | 172119.2164 | -8484.7209 |
Total P&L (%) | 171.1015 | 115.515 | 55.5864 | 163.6345 | 172.1192 | -8.4847 |
Avg Daily Profit (%) | 0.3285 | 0.2218 | 0.1067 | 0.1863 | 0.1924 | -0.017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106174 | -67448 | -66919 | -259990 | -49966 | -218835 |
Profit Factor | 1.4574 | 1.7107 | 1.2628 | 1.2788 | 1.8633 | 0.9781 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7287 | 0.8553 | 0.6314 | 0.6394 | 0.9317 | 0.4891 |
Largest Winning Trade | 28017 | 28017 | 21501 | 39776 | 38993 | 39776 |
Largest Losing Trade | -37158 | -33253 | -37158 | -127843 | -40173 | -127843 |
Avg Bars in Trades | 228 | 227 | 228 | 228 | 227 | 228 |
Avg Bars in Winners | 133 | 149 | 116 | 133 | 149 | 116 |
Avg Bars in Losers | 418 | 383 | 452 | 418 | 383 | 452 |
Bars Traded | 24629 | 12297 | 12332 | 24629 | 12297 | 12332 |
Profit Streak | 13.8745 | 24.062 | 13.8745 | 13.8745 | 24.062 | 13.8745 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413090 | -169161 | -231140 | 330027 | -169118 | -758643 |
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{ "first_band": { "type": "tema", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 93, "offset": 208 } } }
{ "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": [ [ 171101.4619554324, 115515.0246189891, 55586.4373364432, 163634.4954712957, 172119.2163840981, -8484.7209128027 ], [ 171.101462, 115.515025, 55.586437, 163.634495, 172.119216, -8.484721 ], [ 0.328517, 0.22179, 0.106727, 0.186298, 0.192392, -0.017022 ], [ 10, 10, 10, 10, 10, 10 ], [ -106174, -67448, -66919, -259990, -49966, -218835 ], [ 1.457449, 1.710685, 1.262829, 1.278797, 1.863329, 0.978108 ], [ 108, 54, 54, 108, 54, 54 ], [ 72, 36, 36, 72, 36, 36 ], [ 36, 18, 18, 36, 18, 18 ], [ 66.666667, 66.666667, 66.666667, 66.666667, 66.666667, 66.666667 ], [ 0.728725, 0.855342, 0.631414, 0.639398, 0.931664, 0.489054 ], [ 28017, 28017, 21501, 39776, 38993, 39776 ], [ -37158, -33253, -37158, -127843, -40173, -127843 ], [ 228, 227, 228, 228, 227, 228 ], [ 133, 149, 116, 133, 149, 116 ], [ 418, 383, 452, 418, 383, 452 ], [ 24629, 12297, 12332, 24629, 12297, 12332 ], [ 13.87454, 24.06204, 13.87454, 13.87454, 24.06204, 13.87454 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 413090, -169161, -231140, 330027, -169118, -758643 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714199400000, "first_datapoint_time": 1714739400000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759199360222, "expiration_time": 1765677600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 93, "offset": 208 } } }
# | 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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