Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157431.8549 | 108352.2553 | 49079.5996 | 249397.7127 | 192568.8213 | 56828.8914 |
Total P&L (%) | 157.4319 | 108.3523 | 49.0796 | 249.3977 | 192.5688 | 56.8289 |
Avg Daily Profit (%) | 0.6045 | 0.4161 | 0.1885 | 0.4815 | 0.4131 | 0.1729 |
Buy And Hold Return (%) | 30.477 | 30.477 | 30.477 | 30.477 | 30.477 | 30.477 |
Max Trade Drawdown | -46722 | -32936 | -33269 | -114821 | -45671 | -114821 |
Profit Factor | 1.6608 | 2.0059 | 1.376 | 1.5347 | 1.9921 | 1.2087 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 71.7742 | 70.9677 | 72.5806 | 71.7742 | 70.9677 | 72.5806 |
Ratio Avg Win / Avg Loss | 0.6531 | 0.8206 | 0.5198 | 0.6035 | 0.8149 | 0.4566 |
Largest Winning Trade | 17769 | 14298 | 17769 | 30425 | 30425 | 25080 |
Largest Losing Trade | -30242 | -17914 | -30242 | -114821 | -45671 | -114821 |
Avg Bars in Trades | 198 | 190 | 205 | 198 | 190 | 205 |
Avg Bars in Winners | 134 | 129 | 139 | 134 | 129 | 139 |
Avg Bars in Losers | 359 | 339 | 380 | 359 | 339 | 380 |
Bars Traded | 24596 | 11831 | 12765 | 24596 | 11831 | 12765 |
Profit Streak | 8.4179 | 8.4179 | 15.6679 | 8.4179 | 8.4179 | 15.6679 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490438 | -143849 | -154245 | 478037 | -141738 | -153705 |
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{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 249, "offset": 0 } } }
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{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737206100000, "first_datapoint_time": 1737429300000, "last_datapoint_time": 1759705200000, "evaluation_time": 1759705307942, "expiration_time": 1766185200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 249, "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) |
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