| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 42162.8002 | 16616.338 | 25546.4621 | 47622.3544 | 15270.5507 | 32351.8037 |
| Total P&L (%) | 42.1628 | 16.6163 | 25.5465 | 47.6224 | 15.2706 | 32.3518 |
| Avg Daily Profit (%) | 0.8096 | 0.3191 | 0.4905 | 0.7507 | 0.2732 | 0.5396 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -14259 | -17198 | -10994 | -22487 | -26114 | -15507 |
| Profit Factor | 1.4473 | 1.2871 | 1.7024 | 1.3489 | 1.1808 | 1.622 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
| Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
| Profitability (%) | 61.1111 | 58.3333 | 63.8889 | 61.1111 | 58.3333 | 63.8889 |
| Ratio Avg Win / Avg Loss | 0.921 | 0.9193 | 0.9622 | 0.8584 | 0.8434 | 0.9168 |
| Largest Winning Trade | 6647 | 6647 | 4371 | 9670 | 9670 | 5068 |
| Largest Losing Trade | -8919 | -8919 | -4700 | -13503 | -13503 | -6475 |
| Avg Bars in Trades | 168 | 171 | 166 | 168 | 171 | 166 |
| Avg Bars in Winners | 122 | 113 | 130 | 122 | 113 | 130 |
| Avg Bars in Losers | 241 | 252 | 229 | 241 | 252 | 229 |
| Bars Traded | 24317 | 12349 | 11968 | 24317 | 12349 | 11968 |
| Profit Streak | 8.6526 | 0 | 9.5422 | 8.6526 | 0 | 9.5422 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 377276 | -82324 | -70727 | 357613 | -105311 | -70413 |
{
"trading_pair": "PENDLE_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754578620000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759763388227,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 172,
"offset": 0,
"a": 0.65574
}
}
} {
"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": [
[
42162.800155655,
16616.338013565,
25546.4621420899,
47622.3543932426,
15270.5507376469,
32351.8036555956
],
[
42.1628,
16.616338,
25.546462,
47.622354,
15.270551,
32.351804
],
[
0.809578,
0.319054,
0.490523,
0.750667,
0.273245,
0.539649
],
[
10,
10,
10,
10,
10,
10
],
[
-14259,
-17198,
-10994,
-22487,
-26114,
-15507
],
[
1.447327,
1.287053,
1.702423,
1.348892,
1.180758,
1.62197
],
[
144,
72,
72,
144,
72,
72
],
[
88,
42,
46,
88,
42,
46
],
[
56,
30,
26,
56,
30,
26
],
[
61.111111,
58.333333,
63.888889,
61.111111,
58.333333,
63.888889
],
[
0.921026,
0.919324,
0.962239,
0.858386,
0.843398,
0.916766
],
[
6647,
6647,
4371,
9670,
9670,
5068
],
[
-8919,
-8919,
-4700,
-13503,
-13503,
-6475
],
[
168,
171,
166,
168,
171,
166
],
[
122,
113,
130,
122,
113,
130
],
[
241,
252,
229,
241,
252,
229
],
[
24317,
12349,
11968,
24317,
12349,
11968
],
[
8.652641,
0,
9.542225,
8.652641,
0,
9.542225
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
377276,
-82324,
-70727,
357613,
-105311,
-70413
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754578620000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759763388227,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 172,
"offset": 0,
"a": 0.65574
}
}
}
| # | 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) |
|---|