| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 59460.3929 | 23042.3373 | 36418.0555 | 75248.9173 | 27532.3808 | 47716.5365 |
| Total P&L (%) | 59.4604 | 23.0423 | 36.4181 | 75.2489 | 27.5324 | 47.7165 |
| Avg Daily Profit (%) | 1.1417 | 0.4424 | 0.6993 | 1.0831 | 0.4681 | 0.7519 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -10270 | -16764 | -10044 | -15950 | -25782 | -15427 |
| Profit Factor | 1.9516 | 1.7132 | 2.2068 | 1.7633 | 1.5386 | 2.0053 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
| Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Profitability (%) | 62.2222 | 66.6667 | 57.7778 | 62.2222 | 66.6667 | 57.7778 |
| Ratio Avg Win / Avg Loss | 1.1849 | 0.8566 | 1.6127 | 1.0705 | 0.7693 | 1.4654 |
| Largest Winning Trade | 6284 | 5158 | 6284 | 8913 | 7370 | 8913 |
| Largest Losing Trade | -8196 | -8196 | -7759 | -12793 | -12793 | -12092 |
| Avg Bars in Trades | 257 | 277 | 238 | 257 | 277 | 238 |
| Avg Bars in Winners | 167 | 195 | 134 | 167 | 195 | 134 |
| Avg Bars in Losers | 407 | 441 | 379 | 407 | 441 | 379 |
| Bars Traded | 23206 | 12481 | 10725 | 23206 | 12481 | 10725 |
| Profit Streak | 0 | 15.9679 | 0 | 0 | 15.9679 | 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 | 539439 | 217777 | 452316 | 549816 | 259366 | 450664 |
{
"trading_pair": "PENDLE_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754591040000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1760242784933,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 241,
"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": [
[
59460.3928706494,
23042.337321843,
36418.0555488065,
75248.9172880889,
27532.3808120017,
47716.5364760873
],
[
59.460393,
23.042337,
36.418056,
75.248917,
27.532381,
47.716536
],
[
1.141713,
0.442441,
0.699271,
1.083084,
0.468066,
0.751901
],
[
10,
10,
10,
10,
10,
10
],
[
-10270,
-16764,
-10044,
-15950,
-25782,
-15427
],
[
1.951601,
1.713229,
2.206793,
1.763256,
1.538559,
2.005255
],
[
90,
45,
45,
90,
45,
45
],
[
56,
30,
26,
56,
30,
26
],
[
34,
15,
19,
34,
15,
19
],
[
62.222222,
66.666667,
57.777778,
62.222222,
66.666667,
57.777778
],
[
1.1849,
0.856614,
1.612657,
1.070548,
0.76928,
1.465379
],
[
6284,
5158,
6284,
8913,
7370,
8913
],
[
-8196,
-8196,
-7759,
-12793,
-12793,
-12092
],
[
257,
277,
238,
257,
277,
238
],
[
167,
195,
134,
167,
195,
134
],
[
407,
441,
379,
407,
441,
379
],
[
23206,
12481,
10725,
23206,
12481,
10725
],
[
0,
15.967881,
0,
0,
15.967881,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
539439,
217777,
452316,
549816,
259366,
450664
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754591040000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1760242784933,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 241,
"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) |
|---|