Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97136.7146 | 78626.2226 | 18510.492 | 83229.5724 | 106691.2937 | -23461.7213 |
Total P&L (%) | 97.1367 | 78.6262 | 18.5105 | 83.2296 | 106.6913 | -23.4617 |
Avg Daily Profit (%) | 0.373 | 0.3019 | 0.0711 | 0.2328 | 0.2792 | -0.1026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58054 | -24807 | -53265 | -118826 | -52395 | -133471 |
Profit Factor | 1.2883 | 1.5313 | 1.098 | 1.1297 | 1.3985 | 0.9373 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 178 | 91 | 87 | 178 | 91 | 87 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 77.3913 | 79.1304 | 75.6522 | 77.3913 | 79.1304 | 75.6522 |
Ratio Avg Win / Avg Loss | 0.3763 | 0.4038 | 0.3534 | 0.33 | 0.3688 | 0.3017 |
Largest Winning Trade | 11429 | 9252 | 11429 | 18064 | 18064 | 17977 |
Largest Losing Trade | -33707 | -16994 | -33707 | -91199 | -32096 | -91199 |
Avg Bars in Trades | 105 | 102 | 109 | 105 | 102 | 109 |
Avg Bars in Winners | 53 | 51 | 56 | 53 | 51 | 56 |
Avg Bars in Losers | 283 | 297 | 272 | 283 | 297 | 272 |
Bars Traded | 24363 | 11806 | 12557 | 24363 | 11806 | 12557 |
Profit Streak | 0 | 14.5225 | 0 | 0 | 14.5225 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388946 | 442248 | -218400 | -68316 | 406053 | -578818 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737671400000, "first_datapoint_time": 1737893700000, "last_datapoint_time": 1760170500000, "evaluation_time": 1760171544436, "expiration_time": 1766650500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 248, "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": [ [ 97136.7145965418, 78626.2225995933, 18510.4919969485, 83229.5724017681, 106691.293729182, -23461.7213274139 ], [ 97.136715, 78.626223, 18.510492, 83.229572, 106.691294, -23.461721 ], [ 0.373, 0.301921, 0.071079, 0.232806, 0.279191, -0.10262 ], [ 10, 10, 10, 10, 10, 10 ], [ -58054, -24807, -53265, -118826, -52395, -133471 ], [ 1.288267, 1.531261, 1.097955, 1.129652, 1.398526, 0.937307 ], [ 230, 115, 115, 230, 115, 115 ], [ 178, 91, 87, 178, 91, 87 ], [ 52, 24, 28, 52, 24, 28 ], [ 77.391304, 79.130435, 75.652174, 77.391304, 79.130435, 75.652174 ], [ 0.376348, 0.403849, 0.353365, 0.330011, 0.368842, 0.301662 ], [ 11429, 9252, 11429, 18064, 18064, 17977 ], [ -33707, -16994, -33707, -91199, -32096, -91199 ], [ 105, 102, 109, 105, 102, 109 ], [ 53, 51, 56, 53, 51, 56 ], [ 283, 297, 272, 283, 297, 272 ], [ 24363, 11806, 12557, 24363, 11806, 12557 ], [ 0, 14.522505, 0, 0, 14.522505, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 388946, 442248, -218400, -68316, 406053, -578818 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737671400000, "first_datapoint_time": 1737893700000, "last_datapoint_time": 1760170500000, "evaluation_time": 1760171544436, "expiration_time": 1766650500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 248, "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) |
---|