Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440341.6467 | 392721.6499 | 47619.9968 | 1615698.7286 | 1769992.988 | -154294.2593 |
Total P&L (%) | 440.3416 | 392.7217 | 47.62 | 1615.6987 | 1769.993 | -154.2943 |
Avg Daily Profit (%) | 0.5365 | 0.4785 | 0.058 | 0.3469 | 0.3574 | 0 |
Buy And Hold Return (%) | 460.3012 | 460.3012 | 460.3012 | 460.3012 | 460.3012 | 460.3012 |
Max Trade Drawdown | -64467 | -37490 | -76214 | -657731 | -216589 | -721613 |
Profit Factor | 1.9165 | 3.2902 | 1.1541 | 1.5406 | 3.0467 | 0.9274 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 63.2075 | 67.9245 | 58.4906 | 63.2075 | 67.9245 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.1156 | 1.5537 | 0.819 | 0.8968 | 1.4387 | 0.6581 |
Largest Winning Trade | 54300 | 54300 | 38346 | 256445 | 256445 | 204057 |
Largest Losing Trade | -49189 | -26448 | -49189 | -657731 | -186100 | -657731 |
Avg Bars in Trades | 29 | 32 | 27 | 29 | 32 | 27 |
Avg Bars in Winners | 25 | 31 | 18 | 25 | 31 | 18 |
Avg Bars in Losers | 37 | 34 | 39 | 37 | 34 | 39 |
Bars Traded | 3150 | 1708 | 1442 | 3150 | 1708 | 1442 |
Profit Streak | 19.6637 | 24.9137 | 19.6637 | 19.6637 | 24.9137 | 19.6637 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149010 | -326192 | -512014 | 369569 | -164973 | -758898 |
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{ "first_band": { "type": "sma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "PENDLE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3283, "evaluation_days": 820.75, "actual_first_datapoint_time": 1688364000000, "first_datapoint_time": 1689854400000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759269339408, "expiration_time": 1761847200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 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) |
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