Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199481.2911 | 250159.7918 | -50678.5007 | 186.2671 | 749653.7244 | -749467.4573 |
Total P&L (%) | 199.4813 | 250.1598 | -50.6785 | 0.1863 | 749.6537 | -749.4675 |
Avg Daily Profit (%) | 0.24 | 0.3009 | -0.061 | 0.0002 | 0.2577 | 0 |
Buy And Hold Return (%) | 368.3035 | 368.3035 | 368.3035 | 368.3035 | 368.3035 | 368.3035 |
Max Trade Drawdown | -175236 | -75370 | -118847 | -974496 | -88861 | -897279 |
Profit Factor | 1.5514 | 2.4266 | 0.7281 | 1.0002 | 5.6233 | 0.249 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 68.0556 | 66.6667 | 69.4444 | 68.0556 | 66.6667 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.7282 | 1.2133 | 0.3204 | 0.4695 | 2.8116 | 0.1095 |
Largest Winning Trade | 61616 | 61616 | 11328 | 161296 | 161296 | 87682 |
Largest Losing Trade | -85186 | -39939 | -85186 | -865213 | -36568 | -865213 |
Avg Bars in Trades | 265 | 405 | 125 | 265 | 405 | 125 |
Avg Bars in Winners | 183 | 278 | 92 | 183 | 278 | 92 |
Avg Bars in Losers | 440 | 660 | 201 | 440 | 660 | 201 |
Bars Traded | 19118 | 14602 | 4516 | 19118 | 14602 | 4516 |
Profit Streak | 29.2899 | 0 | 79.8732 | 29.2899 | 0 | 79.8732 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -238480 | -151623 | -577296 | -660921 | 442392 | -577296 |
{ "trading_pair": "PENDLE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 19952, "evaluation_days": 831.33, "actual_first_datapoint_time": 1688378400000, "first_datapoint_time": 1689120000000, "last_datapoint_time": 1760202000000, "evaluation_time": 1760205447835, "expiration_time": 1765373558400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 110, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 199481.2910544815, 250159.7917509349, -50678.5006964533, 186.2670874414, 749653.7244336167, -749467.4573461752 ], [ 199.481291, 250.159792, -50.678501, 0.186267, 749.653724, -749.467457 ], [ 0.239954, 0.300915, -0.060961, 0.000224, 0.257709, 0 ], [ 368.303455, 368.303455, 368.303455, 368.303455, 368.303455, 368.303455 ], [ -175236, -75370, -118847, -974496, -88861, -897279 ], [ 1.551441, 2.426569, 0.728102, 1.000161, 5.62328, 0.248962 ], [ 72, 36, 36, 72, 36, 36 ], [ 49, 24, 25, 49, 24, 25 ], [ 23, 12, 11, 23, 12, 11 ], [ 68.055556, 66.666667, 69.444444, 68.055556, 66.666667, 69.444444 ], [ 0.728227, 1.213285, 0.320365, 0.469463, 2.81164, 0.109543 ], [ 61616, 61616, 11328, 161296, 161296, 87682 ], [ -85186, -39939, -85186, -865213, -36568, -865213 ], [ 265, 405, 125, 265, 405, 125 ], [ 183, 278, 92, 183, 278, 92 ], [ 440, 660, 201, 440, 660, 201 ], [ 19118, 14602, 4516, 19118, 14602, 4516 ], [ 29.289905, 0, 79.873239, 29.289905, 0, 79.873239 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -238480, -151623, -577296, -660921, 442392, -577296 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 19952, "evaluation_days": 831.33, "actual_first_datapoint_time": 1688378400000, "first_datapoint_time": 1689120000000, "last_datapoint_time": 1760202000000, "evaluation_time": 1760205447835, "expiration_time": 1765373558400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 110, "offset": 0, "scalar": 2 } } }
# | 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) |
---|