| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 95239.4029 | 72181.866 | 23057.5369 | 74215.2148 | 100400.6377 | -26185.4229 |
| Total P&L (%) | 95.2394 | 72.1819 | 23.0575 | 74.2152 | 100.4006 | -26.1854 |
| Avg Daily Profit (%) | 0.3657 | 0.2772 | 0.0885 | 0.2134 | 0.2673 | -0.1165 |
| Buy And Hold Return (%) | 14.8926 | 14.8926 | 14.8926 | 14.8926 | 14.8926 | 14.8926 |
| Max Trade Drawdown | -50358 | -33333 | -55062 | -129824 | -67888 | -131713 |
| Profit Factor | 1.194 | 1.3302 | 1.0847 | 1.0761 | 1.237 | 0.9526 |
| Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
| Winning Trades | 367 | 188 | 179 | 367 | 188 | 179 |
| Losing Trades | 117 | 54 | 63 | 117 | 54 | 63 |
| Profitability (%) | 75.8264 | 77.686 | 73.9669 | 75.8264 | 77.686 | 73.9669 |
| Ratio Avg Win / Avg Loss | 0.3806 | 0.3821 | 0.3818 | 0.343 | 0.3553 | 0.3353 |
| Largest Winning Trade | 9115 | 8178 | 9115 | 12966 | 12966 | 12730 |
| Largest Losing Trade | -39691 | -16974 | -39691 | -96322 | -29765 | -96322 |
| Avg Bars in Trades | 51 | 50 | 51 | 51 | 50 | 51 |
| Avg Bars in Winners | 25 | 25 | 24 | 25 | 25 | 24 |
| Avg Bars in Losers | 132 | 135 | 129 | 132 | 135 | 129 |
| Bars Traded | 24685 | 12188 | 12497 | 24685 | 12188 | 12497 |
| Profit Streak | 0 | 0 | 7.3401 | 0 | 0 | 7.3401 |
| Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 155312 | 299408 | -209579 | -127667 | 322566 | -576646 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736388000000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758891280338,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.21412,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 179,
"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": [
[
95239.4029131658,
72181.8659848454,
23057.5369283203,
74215.2148340463,
100400.63773573,
-26185.4229016838
],
[
95.239403,
72.181866,
23.057537,
74.215215,
100.400638,
-26.185423
],
[
0.365715,
0.277175,
0.08854,
0.213391,
0.26729,
-0.116518
],
[
14.892613,
14.892613,
14.892613,
14.892613,
14.892613,
14.892613
],
[
-50358,
-33333,
-55062,
-129824,
-67888,
-131713
],
[
1.193993,
1.330173,
1.084669,
1.076052,
1.236988,
0.952579
],
[
484,
242,
242,
484,
242,
242
],
[
367,
188,
179,
367,
188,
179
],
[
117,
54,
63,
117,
54,
63
],
[
75.826446,
77.68595,
73.966942,
75.826446,
77.68595,
73.966942
],
[
0.380646,
0.382071,
0.381755,
0.343047,
0.355305,
0.335265
],
[
9115,
8178,
9115,
12966,
12966,
12730
],
[
-39691,
-16974,
-39691,
-96322,
-29765,
-96322
],
[
51,
50,
51,
51,
50,
51
],
[
25,
25,
24,
25,
25,
24
],
[
132,
135,
129,
132,
135,
129
],
[
24685,
12188,
12497,
24685,
12188,
12497
],
[
0,
0,
7.34005,
0,
0,
7.34005
],
[
0,
0,
6,
0,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
155312,
299408,
-209579,
-127667,
322566,
-576646
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736388000000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758891280338,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.21412,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 179,
"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) |
|---|