| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 126451.8285 | 90623.3753 | 35828.4532 | 135506.0019 | 159425.4153 | -23919.4134 |
| Total P&L (%) | 126.4518 | 90.6234 | 35.8285 | 135.506 | 159.4254 | -23.9194 |
| Avg Daily Profit (%) | 0.4856 | 0.348 | 0.1376 | 0.3295 | 0.3667 | -0.1049 |
| Buy And Hold Return (%) | 20.5927 | 20.5927 | 20.5927 | 20.5927 | 20.5927 | 20.5927 |
| Max Trade Drawdown | -82629 | -29895 | -59536 | -338325 | -143227 | -238728 |
| Profit Factor | 1.3296 | 1.4485 | 1.1973 | 1.1252 | 1.2971 | 0.9562 |
| Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
| Winning Trades | 145 | 74 | 71 | 145 | 74 | 71 |
| Losing Trades | 89 | 43 | 46 | 89 | 43 | 46 |
| Profitability (%) | 61.9658 | 63.2479 | 60.6838 | 61.9658 | 63.2479 | 60.6838 |
| Ratio Avg Win / Avg Loss | 0.8161 | 0.8417 | 0.7757 | 0.6906 | 0.7537 | 0.6195 |
| Largest Winning Trade | 13811 | 13811 | 12581 | 47194 | 35222 | 47194 |
| Largest Losing Trade | -37475 | -19015 | -37475 | -159132 | -78266 | -159132 |
| Avg Bars in Trades | 105 | 103 | 108 | 105 | 103 | 108 |
| Avg Bars in Winners | 74 | 72 | 77 | 74 | 72 | 77 |
| Avg Bars in Losers | 155 | 155 | 156 | 155 | 155 | 156 |
| Bars Traded | 24712 | 12053 | 12659 | 24712 | 12053 | 12659 |
| Profit Streak | 7.808 | 7.808 | 11.0059 | 7.808 | 7.808 | 11.0059 |
| Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 403271 | 289108 | -21819 | -72939 | 328730 | -579418 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736855100000,
"first_datapoint_time": 1737083700000,
"last_datapoint_time": 1759354200000,
"evaluation_time": 1759354708523,
"expiration_time": 1765834200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 197,
"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": [
[
126451.8285479677,
90623.3753020319,
35828.453245936,
135506.0019023184,
159425.41526082,
-23919.4133585017
],
[
126.451829,
90.623375,
35.828453,
135.506002,
159.425415,
-23.919413
],
[
0.485569,
0.347989,
0.137579,
0.329459,
0.366733,
-0.10492
],
[
20.592705,
20.592705,
20.592705,
20.592705,
20.592705,
20.592705
],
[
-82629,
-29895,
-59536,
-338325,
-143227,
-238728
],
[
1.329598,
1.44854,
1.197278,
1.125174,
1.297082,
0.956184
],
[
234,
117,
117,
234,
117,
117
],
[
145,
74,
71,
145,
74,
71
],
[
89,
43,
46,
89,
43,
46
],
[
61.965812,
63.247863,
60.683761,
61.965812,
63.247863,
60.683761
],
[
0.816098,
0.841719,
0.775701,
0.690624,
0.75371,
0.619499
],
[
13811,
13811,
12581,
47194,
35222,
47194
],
[
-37475,
-19015,
-37475,
-159132,
-78266,
-159132
],
[
105,
103,
108,
105,
103,
108
],
[
74,
72,
77,
74,
72,
77
],
[
155,
155,
156,
155,
155,
156
],
[
24712,
12053,
12659,
24712,
12053,
12659
],
[
7.807969,
7.807969,
11.005886,
7.807969,
7.807969,
11.005886
],
[
8,
4,
5,
8,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
403271,
289108,
-21819,
-72939,
328730,
-579418
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736855100000,
"first_datapoint_time": 1737083700000,
"last_datapoint_time": 1759354200000,
"evaluation_time": 1759354708523,
"expiration_time": 1765834200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 197,
"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) |
|---|