| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 115851.2918 | 84899.8369 | 30951.4549 | 109775.7289 | 156150.6898 | -46374.9609 |
| Total P&L (%) | 115.8513 | 84.8998 | 30.9515 | 109.7757 | 156.1507 | -46.375 |
| Avg Daily Profit (%) | 0.4449 | 0.326 | 0.1189 | 0.2849 | 0.3618 | -0.239 |
| Buy And Hold Return (%) | 18.3277 | 18.3277 | 18.3277 | 18.3277 | 18.3277 | 18.3277 |
| Max Trade Drawdown | -75122 | -31426 | -50776 | -274549 | -82387 | -213369 |
| Profit Factor | 1.2578 | 1.4151 | 1.1264 | 1.0883 | 1.2901 | 0.9343 |
| Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
| Winning Trades | 138 | 74 | 64 | 138 | 74 | 64 |
| Losing Trades | 117 | 53 | 64 | 117 | 53 | 64 |
| Profitability (%) | 54.1176 | 58.2677 | 50 | 54.1176 | 58.2677 | 50 |
| Ratio Avg Win / Avg Loss | 1.0664 | 1.0135 | 1.1264 | 0.9227 | 0.924 | 0.9343 |
| Largest Winning Trade | 17223 | 17223 | 15100 | 42735 | 33898 | 42735 |
| Largest Losing Trade | -37181 | -13367 | -37181 | -174528 | -36347 | -174528 |
| Avg Bars in Trades | 96 | 94 | 98 | 96 | 94 | 98 |
| Avg Bars in Winners | 86 | 82 | 91 | 86 | 82 | 91 |
| Avg Bars in Losers | 108 | 111 | 105 | 108 | 111 | 105 |
| Bars Traded | 24622 | 11973 | 12649 | 24622 | 11973 | 12649 |
| Profit Streak | 5.3821 | 5.4133 | 5.3821 | 5.3821 | 5.4133 | 5.3821 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 386565 | 287741 | -125735 | -115768 | 271031 | -581679 |
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736406900000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758989410790,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 200,
"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": [
[
115851.2917810303,
84899.8368625395,
30951.4549184908,
109775.7288679616,
156150.6898059302,
-46374.9609379686
],
[
115.851292,
84.899837,
30.951455,
109.775729,
156.15069,
-46.374961
],
[
0.444863,
0.326011,
0.118852,
0.284895,
0.361837,
-0.239002
],
[
18.327662,
18.327662,
18.327662,
18.327662,
18.327662,
18.327662
],
[
-75122,
-31426,
-50776,
-274549,
-82387,
-213369
],
[
1.257757,
1.415139,
1.126358,
1.088274,
1.290146,
0.934257
],
[
255,
127,
128,
255,
127,
128
],
[
138,
74,
64,
138,
74,
64
],
[
117,
53,
64,
117,
53,
64
],
[
54.117647,
58.267717,
50,
54.117647,
58.267717,
50
],
[
1.066359,
1.013545,
1.126358,
0.922667,
0.924023,
0.934257
],
[
17223,
17223,
15100,
42735,
33898,
42735
],
[
-37181,
-13367,
-37181,
-174528,
-36347,
-174528
],
[
96,
94,
98,
96,
94,
98
],
[
86,
82,
91,
86,
82,
91
],
[
108,
111,
105,
108,
111,
105
],
[
24622,
11973,
12649,
24622,
11973,
12649
],
[
5.382069,
5.413319,
5.382069,
5.382069,
5.413319,
5.382069
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
386565,
287741,
-125735,
-115768,
271031,
-581679
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736406900000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758989410790,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 200,
"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) |
|---|