Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56404.1431 | 22297.5945 | 34106.5486 | 70284.4332 | 26232.331 | 44052.1022 |
Total P&L (%) | 56.4041 | 22.2976 | 34.1065 | 70.2844 | 26.2323 | 44.0521 |
Avg Daily Profit (%) | 1.083 | 0.4281 | 0.6549 | 1.0273 | 0.4483 | 0.7033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13128 | -16725 | -6955 | -18964 | -24087 | -10883 |
Profit Factor | 1.7564 | 1.4819 | 2.2049 | 1.6383 | 1.3844 | 2.0523 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 68.8525 | 63.9344 | 73.7705 | 68.8525 | 63.9344 | 73.7705 |
Ratio Avg Win / Avg Loss | 0.7945 | 0.836 | 0.784 | 0.7412 | 0.7809 | 0.7297 |
Largest Winning Trade | 6407 | 6407 | 3270 | 8859 | 8859 | 4897 |
Largest Losing Trade | -10637 | -10637 | -5103 | -15255 | -15255 | -6497 |
Avg Bars in Trades | 193 | 197 | 189 | 193 | 197 | 189 |
Avg Bars in Winners | 134 | 112 | 152 | 134 | 112 | 152 |
Avg Bars in Losers | 323 | 346 | 293 | 323 | 346 | 293 |
Bars Traded | 23567 | 12020 | 11547 | 23567 | 12020 | 11547 |
Profit Streak | 0 | 13.9953 | 0 | 0 | 13.9953 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480653 | -157591 | -150197 | 503343 | -156104 | -149193 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754584560000, "last_datapoint_time": 1759047660000, "evaluation_time": 1760062090732, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 140, "offset": 0, "a": 0.23368 } } }
{ "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": [ [ 56404.1430801619, 22297.5944675722, 34106.5486125897, 70284.4332056964, 26232.3310209268, 44052.1021847696 ], [ 56.404143, 22.297594, 34.106549, 70.284433, 26.232331, 44.052102 ], [ 1.083029, 0.428141, 0.654888, 1.027322, 0.448302, 0.703316 ], [ 10, 10, 10, 10, 10, 10 ], [ -13128, -16725, -6955, -18964, -24087, -10883 ], [ 1.756363, 1.481931, 2.204938, 1.638349, 1.384403, 2.052326 ], [ 122, 61, 61, 122, 61, 61 ], [ 84, 39, 45, 84, 39, 45 ], [ 38, 22, 16, 38, 22, 16 ], [ 68.852459, 63.934426, 73.770492, 68.852459, 63.934426, 73.770492 ], [ 0.794545, 0.835961, 0.783978, 0.741158, 0.780945, 0.729716 ], [ 6407, 6407, 3270, 8859, 8859, 4897 ], [ -10637, -10637, -5103, -15255, -15255, -6497 ], [ 193, 197, 189, 193, 197, 189 ], [ 134, 112, 152, 134, 112, 152 ], [ 323, 346, 293, 323, 346, 293 ], [ 23567, 12020, 11547, 23567, 12020, 11547 ], [ 0, 13.995263, 0, 0, 13.995263, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 480653, -157591, -150197, 503343, -156104, -149193 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754584560000, "last_datapoint_time": 1759047660000, "evaluation_time": 1760062090732, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 140, "offset": 0, "a": 0.23368 } } }
# | 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) |
---|