| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 147818.7546 | 99303.5732 | 48515.1813 | 242959.1561 | 199660.4534 | 43298.7028 |
| Total P&L (%) | 147.8188 | 99.3036 | 48.5152 | 242.9592 | 199.6605 | 43.2987 |
| Avg Daily Profit (%) | 0.5676 | 0.3813 | 0.1863 | 0.4744 | 0.4223 | 0.1382 |
| Buy And Hold Return (%) | 31.1417 | 31.1417 | 31.1417 | 31.1417 | 31.1417 | 31.1417 |
| Max Trade Drawdown | -39280 | -22592 | -44816 | -163305 | -35818 | -181313 |
| Profit Factor | 2.1368 | 3.122 | 1.5829 | 1.6501 | 2.6889 | 1.1695 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
| Profitability (%) | 75.8065 | 74.1935 | 77.4194 | 75.8065 | 74.1935 | 77.4194 |
| Ratio Avg Win / Avg Loss | 0.6819 | 1.0859 | 0.4617 | 0.5266 | 0.9353 | 0.3411 |
| Largest Winning Trade | 25820 | 25820 | 16228 | 34076 | 31484 | 34076 |
| Largest Losing Trade | -24454 | -12872 | -24454 | -107942 | -27990 | -107942 |
| Avg Bars in Trades | 385 | 385 | 386 | 385 | 385 | 386 |
| Avg Bars in Winners | 274 | 268 | 280 | 274 | 268 | 280 |
| Avg Bars in Losers | 734 | 720 | 749 | 734 | 720 | 749 |
| Bars Traded | 23914 | 11944 | 11970 | 23914 | 11944 | 11970 |
| Profit Streak | 6.1339 | 6.1339 | 20.0297 | 6.1339 | 6.1339 | 20.0297 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144890 | 485211 | 35885 | -145068 | 499570 | -85395 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737175500000,
"first_datapoint_time": 1737561600000,
"last_datapoint_time": 1759674600000,
"evaluation_time": 1759675369857,
"expiration_time": 1766154600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 171,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 189,
"offset": 241
}
}
} {
"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": [
[
147818.7545611542,
99303.5732417998,
48515.1813193543,
242959.1561221921,
199660.4533631624,
43298.7027590296
],
[
147.818755,
99.303573,
48.515181,
242.959156,
199.660453,
43.298703
],
[
0.567617,
0.381321,
0.186296,
0.474373,
0.422316,
0.138242
],
[
31.141678,
31.141678,
31.141678,
31.141678,
31.141678,
31.141678
],
[
-39280,
-22592,
-44816,
-163305,
-35818,
-181313
],
[
2.136774,
3.122009,
1.582859,
1.650147,
2.688947,
1.169478
],
[
62,
31,
31,
62,
31,
31
],
[
47,
23,
24,
47,
23,
24
],
[
15,
8,
7,
15,
8,
7
],
[
75.806452,
74.193548,
77.419355,
75.806452,
74.193548,
77.419355
],
[
0.681949,
1.085916,
0.461667,
0.526643,
0.935286,
0.341098
],
[
25820,
25820,
16228,
34076,
31484,
34076
],
[
-24454,
-12872,
-24454,
-107942,
-27990,
-107942
],
[
385,
385,
386,
385,
385,
386
],
[
274,
268,
280,
274,
268,
280
],
[
734,
720,
749,
734,
720,
749
],
[
23914,
11944,
11970,
23914,
11944,
11970
],
[
6.13391,
6.13391,
20.029744,
6.13391,
6.13391,
20.029744
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144890,
485211,
35885,
-145068,
499570,
-85395
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737175500000,
"first_datapoint_time": 1737561600000,
"last_datapoint_time": 1759674600000,
"evaluation_time": 1759675369857,
"expiration_time": 1766154600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 171,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 189,
"offset": 241
}
}
}
| # | 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) |
|---|