| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 54378.0745 | 39171.5446 | 15206.5299 | 45684.602 | 38736.2482 | 6948.3537 |
| Total P&L (%) | 54.3781 | 39.1715 | 15.2065 | 45.6846 | 38.7362 | 6.9484 |
| Avg Daily Profit (%) | 0.6264 | 0.4512 | 0.1752 | 0.4344 | 0.3779 | 0.0774 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -55046 | -13301 | -42695 | -78096 | -20814 | -58687 |
| Profit Factor | 1.4027 | 1.7398 | 1.1853 | 1.2492 | 1.536 | 1.0626 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 72.1311 | 68.8525 | 75.4098 | 72.1311 | 68.8525 | 75.4098 |
| Ratio Avg Win / Avg Loss | 0.542 | 0.787 | 0.3865 | 0.4826 | 0.6949 | 0.3465 |
| Largest Winning Trade | 7422 | 5138 | 7422 | 7698 | 5581 | 7698 |
| Largest Losing Trade | -40285 | -11367 | -40285 | -55221 | -18162 | -55221 |
| Avg Bars in Trades | 196 | 201 | 191 | 196 | 201 | 191 |
| Avg Bars in Winners | 97 | 102 | 93 | 97 | 102 | 93 |
| Avg Bars in Losers | 451 | 418 | 492 | 451 | 418 | 492 |
| Bars Traded | 23948 | 12280 | 11668 | 23948 | 12280 | 11668 |
| Profit Streak | 3.0752 | 0 | 4.235 | 3.0752 | 0 | 4.235 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 349757 | -153190 | -181393 | 232578 | -154516 | -569083 |
{
"trading_pair": "PENDLE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752723300000,
"first_datapoint_time": 1752776400000,
"last_datapoint_time": 1760223000000,
"evaluation_time": 1760223201128,
"expiration_time": 1766703000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 178,
"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": [
[
54378.0745235443,
39171.54460908,
15206.5299144643,
45684.6019902939,
38736.2482463673,
6948.3537439267
],
[
54.378075,
39.171545,
15.20653,
45.684602,
38.736248,
6.948354
],
[
0.626403,
0.451233,
0.17517,
0.434386,
0.377863,
0.077413
],
[
10,
10,
10,
10,
10,
10
],
[
-55046,
-13301,
-42695,
-78096,
-20814,
-58687
],
[
1.402729,
1.739759,
1.185282,
1.249183,
1.536036,
1.062556
],
[
122,
61,
61,
122,
61,
61
],
[
88,
42,
46,
88,
42,
46
],
[
34,
19,
15,
34,
19,
15
],
[
72.131148,
68.852459,
75.409836,
72.131148,
68.852459,
75.409836
],
[
0.541964,
0.787034,
0.386505,
0.482639,
0.694873,
0.346486
],
[
7422,
5138,
7422,
7698,
5581,
7698
],
[
-40285,
-11367,
-40285,
-55221,
-18162,
-55221
],
[
196,
201,
191,
196,
201,
191
],
[
97,
102,
93,
97,
102,
93
],
[
451,
418,
492,
451,
418,
492
],
[
23948,
12280,
11668,
23948,
12280,
11668
],
[
3.075244,
0,
4.234967,
3.075245,
0,
4.234967
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349757,
-153190,
-181393,
232578,
-154516,
-569083
]
]
}
{
"trading_pair": "PENDLE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752723300000,
"first_datapoint_time": 1752776400000,
"last_datapoint_time": 1760223000000,
"evaluation_time": 1760223201128,
"expiration_time": 1766703000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 178,
"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) |
|---|