| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 95569.2618 | 70900.5975 | 24668.6643 | 83781.8254 | 94938.397 | -11156.5716 |
| Total P&L (%) | 95.5693 | 70.9006 | 24.6687 | 83.7818 | 94.9384 | -11.1566 |
| Avg Daily Profit (%) | 0.367 | 0.2723 | 0.0947 | 0.234 | 0.2567 | -0.0454 |
| Buy And Hold Return (%) | 12.5029 | 12.5029 | 12.5029 | 12.5029 | 12.5029 | 12.5029 |
| Max Trade Drawdown | -47777 | -29265 | -44033 | -134857 | -76355 | -101752 |
| Profit Factor | 1.2441 | 1.387 | 1.1184 | 1.1109 | 1.2746 | 0.9728 |
| Total Trades | 373 | 187 | 186 | 373 | 187 | 186 |
| Winning Trades | 295 | 153 | 142 | 295 | 153 | 142 |
| Losing Trades | 78 | 34 | 44 | 78 | 34 | 44 |
| Profitability (%) | 79.0885 | 81.8182 | 76.3441 | 79.0885 | 81.8182 | 76.3441 |
| Ratio Avg Win / Avg Loss | 0.329 | 0.3082 | 0.3466 | 0.2937 | 0.2832 | 0.3014 |
| Largest Winning Trade | 14356 | 8682 | 14356 | 15482 | 11038 | 15482 |
| Largest Losing Trade | -36717 | -15743 | -36717 | -91260 | -31253 | -91260 |
| Avg Bars in Trades | 65 | 65 | 66 | 65 | 65 | 66 |
| Avg Bars in Winners | 29 | 28 | 31 | 29 | 28 | 31 |
| Avg Bars in Losers | 201 | 229 | 179 | 201 | 229 | 179 |
| Bars Traded | 24554 | 12199 | 12355 | 24554 | 12199 | 12355 |
| Profit Streak | 6.5845 | 6.5845 | 13.9283 | 6.5845 | 6.5845 | 13.9283 |
| Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 470853 | 390115 | -161445 | -86485 | 392478 | -576744 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736978400000,
"first_datapoint_time": 1737159300000,
"last_datapoint_time": 1759477500000,
"evaluation_time": 1759478502593,
"expiration_time": 1765957500000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 133,
"offset": 69
}
}
} {
"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": [
[
95569.2617676668,
70900.5974720748,
24668.664295592,
83781.8253689884,
94938.3969626952,
-11156.5715937069
],
[
95.569262,
70.900597,
24.668664,
83.781825,
94.938397,
-11.156572
],
[
0.366981,
0.272255,
0.094726,
0.233965,
0.256651,
-0.045414
],
[
12.502868,
12.502868,
12.502868,
12.502868,
12.502868,
12.502868
],
[
-47777,
-29265,
-44033,
-134857,
-76355,
-101752
],
[
1.244137,
1.387044,
1.118444,
1.110947,
1.274598,
0.97275
],
[
373,
187,
186,
373,
187,
186
],
[
295,
153,
142,
295,
153,
142
],
[
78,
34,
44,
78,
34,
44
],
[
79.088472,
81.818182,
76.344086,
79.088472,
81.818182,
76.344086
],
[
0.328958,
0.308232,
0.34656,
0.293742,
0.283244,
0.301415
],
[
14356,
8682,
14356,
15482,
11038,
15482
],
[
-36717,
-15743,
-36717,
-91260,
-31253,
-91260
],
[
65,
65,
66,
65,
65,
66
],
[
29,
28,
31,
29,
28,
31
],
[
201,
229,
179,
201,
229,
179
],
[
24554,
12199,
12355,
24554,
12199,
12355
],
[
6.584521,
6.584521,
13.928271,
6.584521,
6.584521,
13.928271
],
[
4,
2,
5,
4,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
470853,
390115,
-161445,
-86485,
392478,
-576744
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736978400000,
"first_datapoint_time": 1737159300000,
"last_datapoint_time": 1759477500000,
"evaluation_time": 1759478502593,
"expiration_time": 1765957500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 133,
"offset": 69
}
}
}
| # | 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) |
|---|