Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122754.2172 | 83090.5772 | 39663.6401 | 156339.1828 | 121370.8138 | 34968.369 |
Total P&L (%) | 122.7542 | 83.0906 | 39.6636 | 156.3392 | 121.3708 | 34.9684 |
Avg Daily Profit (%) | 0.4714 | 0.3191 | 0.1523 | 0.3621 | 0.3056 | 0.1152 |
Buy And Hold Return (%) | 21.0078 | 21.0078 | 21.0078 | 21.0078 | 21.0078 | 21.0078 |
Max Trade Drawdown | -44027 | -30452 | -36239 | -93416 | -35523 | -93416 |
Profit Factor | 1.5491 | 1.8893 | 1.3048 | 1.4277 | 1.8385 | 1.1584 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 72.2689 | 71.6667 | 72.8814 | 72.2689 | 71.6667 | 72.8814 |
Ratio Avg Win / Avg Loss | 0.5944 | 0.7469 | 0.4855 | 0.5478 | 0.7269 | 0.431 |
Largest Winning Trade | 12133 | 12133 | 10204 | 18578 | 16656 | 18578 |
Largest Losing Trade | -31622 | -16092 | -31622 | -93416 | -32148 | -93416 |
Avg Bars in Trades | 206 | 203 | 208 | 206 | 203 | 208 |
Avg Bars in Winners | 116 | 112 | 121 | 116 | 112 | 121 |
Avg Bars in Losers | 438 | 436 | 440 | 438 | 436 | 440 |
Bars Traded | 24529 | 12239 | 12290 | 24529 | 12239 | 12290 |
Profit Streak | 6.8851 | 6.8851 | 13.7184 | 6.8851 | 6.8851 | 13.7184 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461413 | -159425 | -176007 | 428861 | -158191 | -270308 |
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737061200000, "first_datapoint_time": 1737263700000, "last_datapoint_time": 1759560300000, "evaluation_time": 1759561168960, "expiration_time": 1766040300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 107, "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": [ [ 122754.2172201934, 83090.577166051, 39663.6400541422, 156339.1828108378, 121370.8138350474, 34968.3689757904 ], [ 122.754217, 83.090577, 39.66364, 156.339183, 121.370814, 34.968369 ], [ 0.47137, 0.319064, 0.152306, 0.362121, 0.305615, 0.115215 ], [ 21.007771, 21.007771, 21.007771, 21.007771, 21.007771, 21.007771 ], [ -44027, -30452, -36239, -93416, -35523, -93416 ], [ 1.549072, 1.889317, 1.304789, 1.427717, 1.83851, 1.15839 ], [ 119, 60, 59, 119, 60, 59 ], [ 86, 43, 43, 86, 43, 43 ], [ 33, 17, 16, 33, 17, 16 ], [ 72.268908, 71.666667, 72.881356, 72.268908, 71.666667, 72.881356 ], [ 0.594412, 0.746939, 0.485503, 0.547845, 0.726853, 0.431029 ], [ 12133, 12133, 10204, 18578, 16656, 18578 ], [ -31622, -16092, -31622, -93416, -32148, -93416 ], [ 206, 203, 208, 206, 203, 208 ], [ 116, 112, 121, 116, 112, 121 ], [ 438, 436, 440, 438, 436, 440 ], [ 24529, 12239, 12290, 24529, 12239, 12290 ], [ 6.885057, 6.885057, 13.718391, 6.885057, 6.885057, 13.718391 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 461413, -159425, -176007, 428861, -158191, -270308 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737061200000, "first_datapoint_time": 1737263700000, "last_datapoint_time": 1759560300000, "evaluation_time": 1759561168960, "expiration_time": 1766040300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 107, "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) |
---|