| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 343511.3203 | 297974.1055 | 45537.2148 | 1865774.2781 | 1719572.8321 | 146201.4459 |
| Total P&L (%) | 343.5113 | 297.9741 | 45.5372 | 1865.7743 | 1719.5728 | 146.2014 |
| Avg Daily Profit (%) | 0.4145 | 0.3595 | 0.0549 | 0.36 | 0.3507 | 0.1088 |
| Buy And Hold Return (%) | 578.0899 | 578.0899 | 578.0899 | 578.0899 | 578.0899 | 578.0899 |
| Max Trade Drawdown | -40550 | -38603 | -29706 | -689278 | -689278 | -396900 |
| Profit Factor | 3.5023 | 4.8937 | 1.7496 | 1.9928 | 2.4053 | 1.223 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 81 | 44 | 37 | 81 | 44 | 37 |
| Losing Trades | 18 | 5 | 13 | 18 | 5 | 13 |
| Profitability (%) | 81.8182 | 89.7959 | 74 | 81.8182 | 89.7959 | 74 |
| Ratio Avg Win / Avg Loss | 0.7783 | 0.5561 | 0.6147 | 0.4429 | 0.2733 | 0.4297 |
| Largest Winning Trade | 34143 | 34143 | 9026 | 213209 | 213209 | 71926 |
| Largest Losing Trade | -37496 | -37496 | -19069 | -689278 | -689278 | -256140 |
| Avg Bars in Trades | 28 | 50 | 5 | 28 | 50 | 5 |
| Avg Bars in Winners | 16 | 27 | 3 | 16 | 27 | 3 |
| Avg Bars in Losers | 79 | 253 | 11 | 79 | 253 | 11 |
| Bars Traded | 2775 | 2483 | 292 | 2775 | 2483 | 292 |
| Profit Streak | 58.0557 | 79.5557 | 58.0557 | 58.0557 | 79.5557 | 58.0557 |
| Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -145950 | -145500 | -460051 | 502552 | 516574 | -390873 |
{
"trading_pair": "PENDLE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 3315,
"evaluation_days": 828.75,
"actual_first_datapoint_time": 1688364000000,
"first_datapoint_time": 1690999200000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759951216208,
"expiration_time": 1762538400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 123,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
343511.3203058994,
297974.1054868131,
45537.2148190864,
1865774.2780562656,
1719572.8321247732,
146201.445931492
],
[
343.51132,
297.974105,
45.537215,
1865.774278,
1719.572832,
146.201446
],
[
0.414493,
0.359546,
0.054947,
0.36004,
0.350681,
0.108775
],
[
578.089888,
578.089888,
578.089888,
578.089888,
578.089888,
578.089888
],
[
-40550,
-38603,
-29706,
-689278,
-689278,
-396900
],
[
3.502302,
4.893735,
1.749564,
1.992848,
2.405287,
1.223014
],
[
99,
49,
50,
99,
49,
50
],
[
81,
44,
37,
81,
44,
37
],
[
18,
5,
13,
18,
5,
13
],
[
81.818182,
89.795918,
74,
81.818182,
89.795918,
74
],
[
0.778289,
0.556106,
0.614712,
0.442855,
0.273328,
0.429708
],
[
34143,
34143,
9026,
213209,
213209,
71926
],
[
-37496,
-37496,
-19069,
-689278,
-689278,
-256140
],
[
28,
50,
5,
28,
50,
5
],
[
16,
27,
3,
16,
27,
3
],
[
79,
253,
11,
79,
253,
11
],
[
2775,
2483,
292,
2775,
2483,
292
],
[
58.055743,
79.555743,
58.055743,
58.055743,
79.555743,
58.055743
],
[
6,
4,
3,
6,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-145950,
-145500,
-460051,
502552,
516574,
-390873
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 3315,
"evaluation_days": 828.75,
"actual_first_datapoint_time": 1688364000000,
"first_datapoint_time": 1690999200000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759951216208,
"expiration_time": 1762538400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 123,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|