| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 136239.5901 | 95251.579 | 40988.0111 | 159790.9381 | 178489.7615 | -18698.8234 |
| Total P&L (%) | 136.2396 | 95.2516 | 40.988 | 159.7909 | 178.4898 | -18.6988 |
| Avg Daily Profit (%) | 0.5232 | 0.3658 | 0.1574 | 0.3673 | 0.3941 | -0.0795 |
| Buy And Hold Return (%) | 10.3145 | 10.3145 | 10.3145 | 10.3145 | 10.3145 | 10.3145 |
| Max Trade Drawdown | -60663 | -24589 | -45241 | -235580 | -71134 | -192827 |
| Profit Factor | 1.4116 | 1.6192 | 1.2314 | 1.1785 | 1.4763 | 0.9641 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 109 | 56 | 53 | 109 | 56 | 53 |
| Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
| Profitability (%) | 63.3721 | 65.1163 | 61.6279 | 63.3721 | 65.1163 | 61.6279 |
| Ratio Avg Win / Avg Loss | 0.8159 | 0.8674 | 0.7667 | 0.6812 | 0.7909 | 0.6003 |
| Largest Winning Trade | 16573 | 16573 | 12625 | 49070 | 33803 | 49070 |
| Largest Losing Trade | -36670 | -22223 | -36670 | -164329 | -66465 | -164329 |
| Avg Bars in Trades | 143 | 140 | 146 | 143 | 140 | 146 |
| Avg Bars in Winners | 100 | 92 | 108 | 100 | 92 | 108 |
| Avg Bars in Losers | 217 | 227 | 207 | 217 | 227 | 207 |
| Bars Traded | 24640 | 12040 | 12600 | 24640 | 12040 | 12600 |
| Profit Streak | 7.6111 | 7.6111 | 10.2049 | 7.6111 | 7.6111 | 10.2049 |
| Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 447964 | 410582 | 167613 | -13778 | 390753 | -579131 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736790300000,
"first_datapoint_time": 1736978400000,
"last_datapoint_time": 1759289400000,
"evaluation_time": 1759290000095,
"expiration_time": 1765769400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 85,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 210,
"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": [
[
136239.5901316144,
95251.5789922714,
40988.0111393429,
159790.9381211648,
178489.7614788731,
-18698.8233577083
],
[
136.23959,
95.251579,
40.988011,
159.790938,
178.489761,
-18.698823
],
[
0.523153,
0.365761,
0.157392,
0.367276,
0.394066,
-0.079459
],
[
10.314465,
10.314465,
10.314465,
10.314465,
10.314465,
10.314465
],
[
-60663,
-24589,
-45241,
-235580,
-71134,
-192827
],
[
1.411605,
1.61919,
1.231357,
1.178549,
1.476341,
0.964057
],
[
172,
86,
86,
172,
86,
86
],
[
109,
56,
53,
109,
56,
53
],
[
63,
30,
33,
63,
30,
33
],
[
63.372093,
65.116279,
61.627907,
63.372093,
65.116279,
61.627907
],
[
0.815882,
0.867423,
0.766694,
0.68118,
0.790897,
0.600262
],
[
16573,
16573,
12625,
49070,
33803,
49070
],
[
-36670,
-22223,
-36670,
-164329,
-66465,
-164329
],
[
143,
140,
146,
143,
140,
146
],
[
100,
92,
108,
100,
92,
108
],
[
217,
227,
207,
217,
227,
207
],
[
24640,
12040,
12600,
24640,
12040,
12600
],
[
7.611112,
7.611112,
10.204862,
7.611112,
7.611112,
10.204862
],
[
7,
3,
4,
7,
3,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
447964,
410582,
167613,
-13778,
390753,
-579131
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736790300000,
"first_datapoint_time": 1736978400000,
"last_datapoint_time": 1759289400000,
"evaluation_time": 1759290000095,
"expiration_time": 1765769400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 85,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 210,
"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) |
|---|