Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107835.4707 | 82327.9915 | 25507.4792 | 62329.0706 | 52510.4933 | 9818.5774 |
Total P&L (%) | 107.8355 | 82.328 | 25.5075 | 62.3291 | 52.5105 | 9.8186 |
Avg Daily Profit (%) | 0.207 | 0.1581 | 0.049 | 0.0931 | 0.0811 | 0.018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71710 | -59013 | -23551 | -36831 | -32360 | -29538 |
Profit Factor | 1.4031 | 1.5152 | 1.2368 | 1.3496 | 1.5679 | 1.1144 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 66.1972 | 65.7143 | 66.6667 | 66.1972 | 65.7143 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7165 | 0.7906 | 0.6184 | 0.6891 | 0.818 | 0.5572 |
Largest Winning Trade | 21230 | 21230 | 12127 | 15350 | 14995 | 15350 |
Largest Losing Trade | -37329 | -37329 | -35788 | -35788 | -16808 | -35788 |
Avg Bars in Trades | 341 | 520 | 167 | 341 | 520 | 167 |
Avg Bars in Winners | 206 | 311 | 105 | 206 | 311 | 105 |
Avg Bars in Losers | 606 | 920 | 293 | 606 | 920 | 293 |
Bars Traded | 24249 | 18206 | 6043 | 24249 | 18206 | 6043 |
Profit Streak | 7.6782 | 0 | 57.8032 | 7.6782 | 0 | 57.8032 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82063 | 304332 | -129878 | -159310 | -84367 | -427868 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715149800000, "first_datapoint_time": 1715592600000, "last_datapoint_time": 1760148000000, "evaluation_time": 1760148994588, "expiration_time": 1766628000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 170, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 107835.4707000438, 82327.9914577072, 25507.4792423366, 62329.0706458031, 52510.4932683966, 9818.5773774065 ], [ 107.835471, 82.327991, 25.507479, 62.329071, 52.510493, 9.818577 ], [ 0.207045, 0.158071, 0.048975, 0.093059, 0.081069, 0.017984 ], [ 10, 10, 10, 10, 10, 10 ], [ -71710, -59013, -23551, -36831, -32360, -29538 ], [ 1.403104, 1.515223, 1.236791, 1.349558, 1.567863, 1.114385 ], [ 71, 35, 36, 71, 35, 36 ], [ 47, 23, 24, 47, 23, 24 ], [ 24, 12, 12, 24, 12, 12 ], [ 66.197183, 65.714286, 66.666667, 66.197183, 65.714286, 66.666667 ], [ 0.716479, 0.790551, 0.618395, 0.689136, 0.818015, 0.557193 ], [ 21230, 21230, 12127, 15350, 14995, 15350 ], [ -37329, -37329, -35788, -35788, -16808, -35788 ], [ 341, 520, 167, 341, 520, 167 ], [ 206, 311, 105, 206, 311, 105 ], [ 606, 920, 293, 606, 920, 293 ], [ 24249, 18206, 6043, 24249, 18206, 6043 ], [ 7.678178, 0, 57.803178, 7.678178, 0, 57.803178 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -82063, 304332, -129878, -159310, -84367, -427868 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715149800000, "first_datapoint_time": 1715592600000, "last_datapoint_time": 1760148000000, "evaluation_time": 1760148994588, "expiration_time": 1766628000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 170, "offset": 0, "scalar": 2 } } }
# | 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) |
---|