Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51025.9967 | 18855.1576 | 32170.8391 | 61087.8569 | 19865.4455 | 41222.4114 |
Total P&L (%) | 51.026 | 18.8552 | 32.1708 | 61.0879 | 19.8654 | 41.2224 |
Avg Daily Profit (%) | 0.9798 | 0.362 | 0.6177 | 0.9197 | 0.3485 | 0.665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13719 | -18235 | -9885 | -20576 | -26680 | -14417 |
Profit Factor | 1.6209 | 1.3605 | 2.0768 | 1.5055 | 1.2577 | 1.9417 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 59.4203 | 53.6232 | 65.2174 | 59.4203 | 53.6232 | 65.2174 |
Ratio Avg Win / Avg Loss | 1.1069 | 1.1766 | 1.1076 | 1.0281 | 1.0878 | 1.0356 |
Largest Winning Trade | 7250 | 7250 | 4654 | 10174 | 10174 | 5326 |
Largest Losing Trade | -10000 | -10000 | -4502 | -14949 | -14949 | -6327 |
Avg Bars in Trades | 172 | 177 | 167 | 172 | 177 | 167 |
Avg Bars in Winners | 123 | 111 | 132 | 123 | 111 | 132 |
Avg Bars in Losers | 245 | 254 | 234 | 245 | 254 | 234 |
Bars Traded | 23849 | 12262 | 11587 | 23849 | 12262 | 11587 |
Profit Streak | 12.8771 | 0 | 13.4604 | 12.8771 | 0 | 13.4604 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494564 | -101460 | -89495 | 494586 | -101530 | -89103 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754581680000, "last_datapoint_time": 1759047660000, "evaluation_time": 1760135039904, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 77, "offset": 0, "std": 1.87571 } }, "second_band": { "type": "ema", "factors": { "length": 189, "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": [ [ 51025.9966964007, 18855.1576068344, 32170.8390895663, 61087.8569125344, 19865.4454626472, 41222.4114498872 ], [ 51.025997, 18.855158, 32.170839, 61.087857, 19.865445, 41.222411 ], [ 0.979762, 0.362042, 0.61772, 0.919679, 0.348532, 0.664962 ], [ 10, 10, 10, 10, 10, 10 ], [ -13719, -18235, -9885, -20576, -26680, -14417 ], [ 1.620857, 1.36045, 2.076799, 1.505454, 1.257713, 1.941711 ], [ 138, 69, 69, 138, 69, 69 ], [ 82, 37, 45, 82, 37, 45 ], [ 56, 32, 24, 56, 32, 24 ], [ 59.42029, 53.623188, 65.217391, 59.42029, 53.623188, 65.217391 ], [ 1.106926, 1.176605, 1.107626, 1.028115, 1.087752, 1.035579 ], [ 7250, 7250, 4654, 10174, 10174, 5326 ], [ -10000, -10000, -4502, -14949, -14949, -6327 ], [ 172, 177, 167, 172, 177, 167 ], [ 123, 111, 132, 123, 111, 132 ], [ 245, 254, 234, 245, 254, 234 ], [ 23849, 12262, 11587, 23849, 12262, 11587 ], [ 12.877082, 0, 13.460415, 12.877082, 0, 13.460416 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 494564, -101460, -89495, 494586, -101530, -89103 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754581680000, "last_datapoint_time": 1759047660000, "evaluation_time": 1760135039904, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 77, "offset": 0, "std": 1.87571 } }, "second_band": { "type": "ema", "factors": { "length": 189, "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) |
---|