| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 109079.6689 | 73989.2893 | 35090.3796 | 113103.9265 | 105006.5468 | 8097.3798 |
| Total P&L (%) | 109.0797 | 73.9893 | 35.0904 | 113.1039 | 105.0065 | 8.0974 |
| Avg Daily Profit (%) | 0.4189 | 0.2841 | 0.1347 | 0.291 | 0.276 | 0.0299 |
| Buy And Hold Return (%) | 20.5949 | 20.5949 | 20.5949 | 20.5949 | 20.5949 | 20.5949 |
| Max Trade Drawdown | -45263 | -32460 | -34183 | -107068 | -36783 | -94737 |
| Profit Factor | 1.437 | 1.7012 | 1.2435 | 1.2861 | 1.7152 | 1.0326 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 68.6441 | 67.7966 | 69.4915 | 68.6441 | 67.7966 | 69.4915 |
| Ratio Avg Win / Avg Loss | 0.6564 | 0.8081 | 0.5459 | 0.5875 | 0.8147 | 0.4533 |
| Largest Winning Trade | 16746 | 16746 | 16247 | 24235 | 16165 | 24235 |
| Largest Losing Trade | -34183 | -15234 | -34183 | -94737 | -30068 | -94737 |
| Avg Bars in Trades | 207 | 200 | 213 | 207 | 200 | 213 |
| Avg Bars in Winners | 135 | 125 | 146 | 135 | 125 | 146 |
| Avg Bars in Losers | 362 | 360 | 365 | 362 | 360 | 365 |
| Bars Traded | 24427 | 11847 | 12580 | 24427 | 11847 | 12580 |
| Profit Streak | 4.6587 | 4.6587 | 12.0858 | 4.6587 | 4.6587 | 12.0858 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 368509 | -169171 | -198400 | 300644 | -167896 | -679530 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736859600000,
"first_datapoint_time": 1737080100000,
"last_datapoint_time": 1759358700000,
"evaluation_time": 1759358910081,
"expiration_time": 1765838700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 246,
"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": [
[
109079.6688566103,
73989.2892763038,
35090.3795803066,
113103.9265350319,
105006.546776371,
8097.3797586608
],
[
109.079669,
73.989289,
35.09038,
113.103927,
105.006547,
8.09738
],
[
0.418861,
0.284115,
0.134745,
0.290957,
0.27604,
0.029903
],
[
20.594908,
20.594908,
20.594908,
20.594908,
20.594908,
20.594908
],
[
-45263,
-32460,
-34183,
-107068,
-36783,
-94737
],
[
1.436988,
1.701208,
1.243514,
1.286083,
1.715168,
1.032582
],
[
118,
59,
59,
118,
59,
59
],
[
81,
40,
41,
81,
40,
41
],
[
37,
19,
18,
37,
19,
18
],
[
68.644068,
67.79661,
69.491525,
68.644068,
67.79661,
69.491525
],
[
0.656402,
0.808074,
0.545933,
0.58747,
0.814705,
0.453329
],
[
16746,
16746,
16247,
24235,
16165,
24235
],
[
-34183,
-15234,
-34183,
-94737,
-30068,
-94737
],
[
207,
200,
213,
207,
200,
213
],
[
135,
125,
146,
135,
125,
146
],
[
362,
360,
365,
362,
360,
365
],
[
24427,
11847,
12580,
24427,
11847,
12580
],
[
4.658681,
4.658681,
12.085765,
4.658681,
4.658681,
12.085765
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368509,
-169171,
-198400,
300644,
-167896,
-679530
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736859600000,
"first_datapoint_time": 1737080100000,
"last_datapoint_time": 1759358700000,
"evaluation_time": 1759358910081,
"expiration_time": 1765838700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 246,
"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) |
|---|