| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 132061.1717 | 97001.6113 | 35059.5604 | 80301.5909 | 88810.9769 | -8509.386 |
| Total P&L (%) | 132.0612 | 97.0016 | 35.0596 | 80.3016 | 88.811 | -8.5094 |
| Avg Daily Profit (%) | 0.2536 | 0.1862 | 0.0673 | 0.1132 | 0.1221 | -0.0171 |
| Buy And Hold Return (%) | 16.6548 | 16.6548 | 16.6548 | 16.6548 | 16.6548 | 16.6548 |
| Max Trade Drawdown | -54948 | -57766 | -49712 | -119084 | -63890 | -112048 |
| Profit Factor | 1.1914 | 1.2801 | 1.102 | 1.0783 | 1.1745 | 0.9835 |
| Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
| Winning Trades | 233 | 117 | 116 | 233 | 117 | 116 |
| Losing Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Profitability (%) | 69.97 | 70.0599 | 69.8795 | 69.97 | 70.0599 | 69.8795 |
| Ratio Avg Win / Avg Loss | 0.5113 | 0.547 | 0.475 | 0.4628 | 0.5019 | 0.4239 |
| Largest Winning Trade | 13231 | 13231 | 9952 | 17910 | 17910 | 15032 |
| Largest Losing Trade | -31408 | -31145 | -31408 | -83946 | -36465 | -83946 |
| Avg Bars in Trades | 74 | 75 | 72 | 74 | 75 | 72 |
| Avg Bars in Winners | 44 | 43 | 45 | 44 | 43 | 45 |
| Avg Bars in Losers | 142 | 148 | 135 | 142 | 148 | 135 |
| Bars Traded | 24646 | 12545 | 12101 | 24646 | 12545 | 12101 |
| Profit Streak | 5.7497 | 5.7497 | 13.1663 | 5.7497 | 5.7497 | 13.1663 |
| Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 65967 | 307396 | -215315 | -173963 | -57823 | -576889 |
{
"trading_pair": "PENDLE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714415400000,
"first_datapoint_time": 1714609800000,
"last_datapoint_time": 1759413600000,
"evaluation_time": 1759415371512,
"expiration_time": 1765893600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 58,
"offset": 0,
"a": 0.63669
}
}
} {
"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": [
[
132061.1716866265,
97001.6112818905,
35059.5604047361,
80301.5908774357,
88810.9768542855,
-8509.3859768499
],
[
132.061172,
97.001611,
35.05956,
80.301591,
88.810977,
-8.509386
],
[
0.253559,
0.186244,
0.067315,
0.113241,
0.122106,
-0.017074
],
[
16.654838,
16.654838,
16.654838,
16.654838,
16.654838,
16.654838
],
[
-54948,
-57766,
-49712,
-119084,
-63890,
-112048
],
[
1.191395,
1.280053,
1.102029,
1.078298,
1.174506,
0.98353
],
[
333,
167,
166,
333,
167,
166
],
[
233,
117,
116,
233,
117,
116
],
[
100,
50,
50,
100,
50,
50
],
[
69.96997,
70.05988,
69.879518,
69.96997,
70.05988,
69.879518
],
[
0.511329,
0.547031,
0.475013,
0.462789,
0.501926,
0.423935
],
[
13231,
13231,
9952,
17910,
17910,
15032
],
[
-31408,
-31145,
-31408,
-83946,
-36465,
-83946
],
[
74,
75,
72,
74,
75,
72
],
[
44,
43,
45,
44,
43,
45
],
[
142,
148,
135,
142,
148,
135
],
[
24646,
12545,
12101,
24646,
12545,
12101
],
[
5.74967,
5.74967,
13.166337,
5.74967,
5.74967,
13.166337
],
[
4,
2,
4,
4,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
65967,
307396,
-215315,
-173963,
-57823,
-576889
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714415400000,
"first_datapoint_time": 1714609800000,
"last_datapoint_time": 1759413600000,
"evaluation_time": 1759415371512,
"expiration_time": 1765893600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 58,
"offset": 0,
"a": 0.63669
}
}
}
| # | 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) |
|---|