| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 328600.7415 | 121036.3439 | 207564.3976 | 672866.0148 | 78524.6029 | 594341.412 |
| Total P&L (%) | 328.6007 | 121.0363 | 207.5644 | 672.866 | 78.5246 | 594.3414 |
| Avg Daily Profit (%) | 0.3196 | 0.1177 | 0.2019 | 0.1991 | 0.0564 | 0.1887 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -61242 | -75953 | -38224 | -570947 | -276014 | -393345 |
| Profit Factor | 1.6209 | 1.4226 | 1.8548 | 1.2491 | 1.0564 | 1.4544 |
| Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
| Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Profitability (%) | 55.9006 | 55.5556 | 56.25 | 55.9006 | 55.5556 | 56.25 |
| Ratio Avg Win / Avg Loss | 1.2787 | 1.1381 | 1.4426 | 0.9854 | 0.8451 | 1.1312 |
| Largest Winning Trade | 51951 | 51951 | 50914 | 287460 | 179968 | 287460 |
| Largest Losing Trade | -35466 | -22682 | -35466 | -236700 | -193609 | -236700 |
| Avg Bars in Trades | 73 | 54 | 92 | 73 | 54 | 92 |
| Avg Bars in Winners | 73 | 55 | 92 | 73 | 55 | 92 |
| Avg Bars in Losers | 73 | 52 | 93 | 73 | 52 | 93 |
| Bars Traded | 11846 | 4414 | 7432 | 11846 | 4414 | 7432 |
| Profit Streak | 8.3985 | 8.8152 | 0 | 8.3985 | 8.8152 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 463729 | -45568 | -8601 | 302999 | -288383 | -9679 |
{
"trading_pair": "HOOK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12337,
"evaluation_days": 1028.08,
"actual_first_datapoint_time": 1669903200000,
"first_datapoint_time": 1671192000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758879229941,
"expiration_time": 1761920150400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 180,
"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": [
[
328600.7414806628,
121036.3438548351,
207564.3976258277,
672866.0148162285,
78524.6028529828,
594341.4119632451
],
[
328.600741,
121.036344,
207.564398,
672.866015,
78.524603,
594.341412
],
[
0.319626,
0.11773,
0.201895,
0.199106,
0.056389,
0.188664
],
[
10,
10,
10,
10,
10,
10
],
[
-61242,
-75953,
-38224,
-570947,
-276014,
-393345
],
[
1.620915,
1.422609,
1.854816,
1.249116,
1.056364,
1.454441
],
[
161,
81,
80,
161,
81,
80
],
[
90,
45,
45,
90,
45,
45
],
[
71,
36,
35,
71,
36,
35
],
[
55.900621,
55.555556,
56.25,
55.900621,
55.555556,
56.25
],
[
1.278721,
1.138087,
1.442635,
0.985413,
0.845091,
1.131232
],
[
51951,
51951,
50914,
287460,
179968,
287460
],
[
-35466,
-22682,
-35466,
-236700,
-193609,
-236700
],
[
73,
54,
92,
73,
54,
92
],
[
73,
55,
92,
73,
55,
92
],
[
73,
52,
93,
73,
52,
93
],
[
11846,
4414,
7432,
11846,
4414,
7432
],
[
8.398495,
8.815161,
0,
8.398495,
8.815161,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
463729,
-45568,
-8601,
302999,
-288383,
-9679
]
]
}
{
"trading_pair": "HOOK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12337,
"evaluation_days": 1028.08,
"actual_first_datapoint_time": 1669903200000,
"first_datapoint_time": 1671192000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758879229941,
"expiration_time": 1761920150400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 180,
"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) |
|---|