Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58253.2524 | 25396.7498 | 32856.5026 | 71828.644 | 27323.4012 | 44505.2428 |
Total P&L (%) | 58.2533 | 25.3968 | 32.8565 | 71.8286 | 27.3234 | 44.5052 |
Avg Daily Profit (%) | 1.1185 | 0.4876 | 0.6309 | 1.0448 | 0.4649 | 0.7094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23529 | -18570 | -9081 | -45574 | -35772 | -14104 |
Profit Factor | 1.6147 | 1.4658 | 1.8166 | 1.4529 | 1.2961 | 1.6711 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 60 | 58.5714 | 61.4286 | 60 | 58.5714 | 61.4286 |
Ratio Avg Win / Avg Loss | 1.0765 | 1.0368 | 1.1407 | 0.9686 | 0.9167 | 1.0493 |
Largest Winning Trade | 8141 | 8141 | 4505 | 11439 | 11439 | 7247 |
Largest Losing Trade | -7091 | -7091 | -4838 | -10866 | -10866 | -7375 |
Avg Bars in Trades | 174 | 181 | 167 | 174 | 181 | 167 |
Avg Bars in Winners | 140 | 145 | 136 | 140 | 145 | 136 |
Avg Bars in Losers | 225 | 232 | 217 | 225 | 232 | 217 |
Bars Traded | 24415 | 12688 | 11727 | 24415 | 12688 | 11727 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496741 | -87469 | -83418 | 429246 | -90196 | -82548 |
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754613180000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759827417601, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 219, "offset": 145 } } }
{ "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": [ [ 58253.2524087342, 25396.7498112271, 32856.5025975074, 71828.6440067383, 27323.4011824836, 44505.2428242547 ], [ 58.253252, 25.39675, 32.856503, 71.828644, 27.323401, 44.505243 ], [ 1.118534, 0.487649, 0.630885, 1.044836, 0.464902, 0.709389 ], [ 10, 10, 10, 10, 10, 10 ], [ -23529, -18570, -9081, -45574, -35772, -14104 ], [ 1.614741, 1.465774, 1.816618, 1.452909, 1.296092, 1.671131 ], [ 140, 70, 70, 140, 70, 70 ], [ 84, 41, 43, 84, 41, 43 ], [ 56, 29, 27, 56, 29, 27 ], [ 60, 58.571429, 61.428571, 60, 58.571429, 61.428571 ], [ 1.076494, 1.036767, 1.140667, 0.968606, 0.916748, 1.049315 ], [ 8141, 8141, 4505, 11439, 11439, 7247 ], [ -7091, -7091, -4838, -10866, -10866, -7375 ], [ 174, 181, 167, 174, 181, 167 ], [ 140, 145, 136, 140, 145, 136 ], [ 225, 232, 217, 225, 232, 217 ], [ 24415, 12688, 11727, 24415, 12688, 11727 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 496741, -87469, -83418, 429246, -90196, -82548 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754613180000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759827417601, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 219, "offset": 145 } } }
# | 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) |
---|