Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117404.5772 | 84254.2624 | 33150.3148 | 141531.0134 | 118915.7973 | 22615.2161 |
Total P&L (%) | 117.4046 | 84.2543 | 33.1503 | 141.531 | 118.9158 | 22.6152 |
Avg Daily Profit (%) | 0.4508 | 0.3235 | 0.1273 | 0.3392 | 0.3013 | 0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39026 | -33124 | -31591 | -91947 | -47834 | -88716 |
Profit Factor | 1.461 | 1.6698 | 1.2572 | 1.3077 | 1.57 | 1.09 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 70.6294 | 71.831 | 69.4444 | 70.6294 | 71.831 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.6075 | 0.6548 | 0.5532 | 0.5438 | 0.6157 | 0.4796 |
Largest Winning Trade | 12716 | 12716 | 8818 | 18477 | 14572 | 18477 |
Largest Losing Trade | -31184 | -16516 | -31184 | -88716 | -31268 | -88716 |
Avg Bars in Trades | 171 | 171 | 171 | 171 | 171 | 171 |
Avg Bars in Winners | 99 | 107 | 90 | 99 | 107 | 90 |
Avg Bars in Losers | 345 | 335 | 353 | 345 | 335 | 353 |
Bars Traded | 24494 | 12181 | 12313 | 24494 | 12181 | 12313 |
Profit Streak | 7.1507 | 14.0986 | 7.1507 | 7.1507 | 14.0986 | 7.1507 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447896 | -74627 | -104658 | 379810 | -75135 | -293669 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737657000000, "first_datapoint_time": 1737808200000, "last_datapoint_time": 1760156100000, "evaluation_time": 1760156520351, "expiration_time": 1766636100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 149, "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": [ [ 117404.5771913244, 84254.262438042, 33150.3147532824, 141531.0133877818, 118915.7972937096, 22615.2160940723 ], [ 117.404577, 84.254262, 33.150315, 141.531013, 118.915797, 22.615216 ], [ 0.450828, 0.323532, 0.127296, 0.339191, 0.30132, 0.07832 ], [ 10, 10, 10, 10, 10, 10 ], [ -39026, -33124, -31591, -91947, -47834, -88716 ], [ 1.461009, 1.669795, 1.257223, 1.307657, 1.56997, 1.089959 ], [ 143, 71, 72, 143, 71, 72 ], [ 101, 51, 50, 101, 51, 50 ], [ 42, 20, 22, 42, 20, 22 ], [ 70.629371, 71.830986, 69.444444, 70.629371, 71.830986, 69.444444 ], [ 0.607548, 0.654822, 0.553178, 0.543778, 0.615674, 0.479582 ], [ 12716, 12716, 8818, 18477, 14572, 18477 ], [ -31184, -16516, -31184, -88716, -31268, -88716 ], [ 171, 171, 171, 171, 171, 171 ], [ 99, 107, 90, 99, 107, 90 ], [ 345, 335, 353, 345, 335, 353 ], [ 24494, 12181, 12313, 24494, 12181, 12313 ], [ 7.150698, 14.098615, 7.150698, 7.150698, 14.098615, 7.150698 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 447896, -74627, -104658, 379810, -75135, -293669 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737657000000, "first_datapoint_time": 1737808200000, "last_datapoint_time": 1760156100000, "evaluation_time": 1760156520351, "expiration_time": 1766636100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 149, "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) |
---|