Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152811.2758 | 95401.8834 | 57409.3925 | 165111.4328 | 91273.0366 | 73838.3962 |
Total P&L (%) | 152.8113 | 95.4019 | 57.4094 | 165.1114 | 91.273 | 73.8384 |
Avg Daily Profit (%) | 0.2934 | 0.1832 | 0.1102 | 0.1874 | 0.1246 | 0.1062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68636 | -45767 | -26196 | -43314 | -27231 | -20177 |
Profit Factor | 1.5298 | 1.6285 | 1.4201 | 1.6991 | 1.7371 | 1.6572 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 57.1429 | 62.2222 | 52.1739 | 57.1429 | 62.2222 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.1473 | 0.9887 | 1.3017 | 1.2743 | 1.0547 | 1.5191 |
Largest Winning Trade | 32362 | 32362 | 26119 | 49859 | 49859 | 29977 |
Largest Losing Trade | -35223 | -35223 | -23964 | -23964 | -18812 | -23964 |
Avg Bars in Trades | 269 | 273 | 265 | 269 | 273 | 265 |
Avg Bars in Winners | 216 | 183 | 255 | 216 | 183 | 255 |
Avg Bars in Losers | 339 | 419 | 277 | 339 | 419 | 277 |
Bars Traded | 24505 | 12286 | 12219 | 24505 | 12286 | 12219 |
Profit Streak | 2.1542 | 0 | 2.9459 | 2.1542 | 0 | 2.9459 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308630 | 319116 | -47271 | 298344 | -23415 | -49446 |
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715140800000, "first_datapoint_time": 1715731200000, "last_datapoint_time": 1760139000000, "evaluation_time": 1760139725100, "expiration_time": 1766619000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 82, "offset": 92 } }, "second_band": { "type": "rma", "factors": { "length": 202, "offset": 127 } } }
{ "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": [ [ 152811.2758466558, 95401.8833663572, 57409.3924802986, 165111.4327929689, 91273.0365794786, 73838.3962134904 ], [ 152.811276, 95.401883, 57.409392, 165.111433, 91.273037, 73.838396 ], [ 0.2934, 0.183173, 0.110227, 0.187373, 0.124596, 0.106225 ], [ 10, 10, 10, 10, 10, 10 ], [ -68636, -45767, -26196, -43314, -27231, -20177 ], [ 1.529751, 1.628516, 1.420061, 1.699069, 1.737086, 1.65717 ], [ 91, 45, 46, 91, 45, 46 ], [ 52, 28, 24, 52, 28, 24 ], [ 39, 17, 22, 39, 17, 22 ], [ 57.142857, 62.222222, 52.173913, 57.142857, 62.222222, 52.173913 ], [ 1.147314, 0.988742, 1.301722, 1.274302, 1.054659, 1.519073 ], [ 32362, 32362, 26119, 49859, 49859, 29977 ], [ -35223, -35223, -23964, -23964, -18812, -23964 ], [ 269, 273, 265, 269, 273, 265 ], [ 216, 183, 255, 216, 183, 255 ], [ 339, 419, 277, 339, 419, 277 ], [ 24505, 12286, 12219, 24505, 12286, 12219 ], [ 2.154226, 0, 2.945892, 2.154226, 0, 2.945892 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308630, 319116, -47271, 298344, -23415, -49446 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715140800000, "first_datapoint_time": 1715731200000, "last_datapoint_time": 1760139000000, "evaluation_time": 1760139725100, "expiration_time": 1766619000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 82, "offset": 92 } }, "second_band": { "type": "rma", "factors": { "length": 202, "offset": 127 } } }
# | 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) |
---|