Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259269.9778 | 70361.5954 | 188908.3824 | -174179.4024 | -23889.2257 | -150290.1768 |
Total P&L (%) | 259.27 | 70.3616 | 188.9084 | -174.1794 | -23.8892 | -150.2902 |
Avg Daily Profit (%) | 0.25 | 0.0678 | 0.1822 | 0 | -0.0263 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79115 | -38053 | -73488 | -69430 | -26604 | -45618 |
Profit Factor | 1.7362 | 1.5838 | 1.8155 | 0.2372 | 0.4776 | 0.177 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 43 | 18 | 25 | 24 | 16 | 8 |
Losing Trades | 25 | 16 | 9 | 44 | 18 | 26 |
Profitability (%) | 63.2353 | 52.9412 | 73.5294 | 35.2941 | 47.0588 | 23.5294 |
Ratio Avg Win / Avg Loss | 1.0094 | 1.4078 | 0.6536 | 0.4349 | 0.5373 | 0.5753 |
Largest Winning Trade | 38735 | 32468 | 38735 | 12283 | 3832 | 12283 |
Largest Losing Trade | -105398 | -18524 | -105398 | -105398 | -13126 | -105398 |
Avg Bars in Trades | 176 | 66 | 287 | 176 | 66 | 287 |
Avg Bars in Winners | 188 | 76 | 268 | 143 | 54 | 321 |
Avg Bars in Losers | 157 | 54 | 341 | 195 | 76 | 277 |
Bars Traded | 12028 | 2251 | 9777 | 12028 | 2251 | 9777 |
Profit Streak | 59.8774 | 95.2941 | 59.8774 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100161 | -99203 | 422211 | -700274 | -581661 | -617091 |
{ "trading_pair": "HOOK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12445, "evaluation_days": 1037.08, "actual_first_datapoint_time": 1669903200000, "first_datapoint_time": 1671703200000, "last_datapoint_time": 1759500000000, "evaluation_time": 1759503808254, "expiration_time": 1762725744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 62, "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": [ [ 259269.9778210435, 70361.5954442008, 188908.3823768427, -174179.4024122027, -23889.2256572133, -150290.1767549894 ], [ 259.269978, 70.361595, 188.908382, -174.179402, -23.889226, -150.290177 ], [ 0.25, 0.067846, 0.182154, 0, -0.026319, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -79115, -38053, -73488, -69430, -26604, -45618 ], [ 1.736219, 1.583797, 1.815526, 0.237206, 0.477571, 0.177018 ], [ 68, 34, 34, 68, 34, 34 ], [ 43, 18, 25, 24, 16, 8 ], [ 25, 16, 9, 44, 18, 26 ], [ 63.235294, 52.941176, 73.529412, 35.294118, 47.058824, 23.529412 ], [ 1.00943, 1.40782, 0.653589, 0.434877, 0.537267, 0.57531 ], [ 38735, 32468, 38735, 12283, 3832, 12283 ], [ -105398, -18524, -105398, -105398, -13126, -105398 ], [ 176, 66, 287, 176, 66, 287 ], [ 188, 76, 268, 143, 54, 321 ], [ 157, 54, 341, 195, 76, 277 ], [ 12028, 2251, 9777, 12028, 2251, 9777 ], [ 59.87741, 95.294077, 59.87741, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -100161, -99203, 422211, -700274, -581661, -617091 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12445, "evaluation_days": 1037.08, "actual_first_datapoint_time": 1669903200000, "first_datapoint_time": 1671703200000, "last_datapoint_time": 1759500000000, "evaluation_time": 1759503808254, "expiration_time": 1762725744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 62, "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) |
---|