| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 229445.1045 | 55462.7484 | 173982.3561 | 172656.2044 | -261101.207 | 433757.4114 |
| Total P&L (%) | 229.4451 | 55.4627 | 173.9824 | 172.6562 | -261.1012 | 433.7574 |
| Avg Daily Profit (%) | 0.2213 | 0.0535 | 0.1678 | 0.0968 | 0 | 0.1617 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112252 | -106804 | -54858 | -434485 | -523854 | -167687 |
| Profit Factor | 1.5389 | 1.2436 | 1.8784 | 1.1202 | 0.6871 | 1.7203 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
| Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
| Profitability (%) | 56.3218 | 45.4545 | 67.4419 | 56.3218 | 45.4545 | 67.4419 |
| Ratio Avg Win / Avg Loss | 1.1935 | 1.4924 | 0.9068 | 0.8687 | 0.8245 | 0.8305 |
| Largest Winning Trade | 72481 | 72481 | 56824 | 206381 | 206381 | 158192 |
| Largest Losing Trade | -35773 | -35329 | -35773 | -205357 | -205357 | -129557 |
| Avg Bars in Trades | 136 | 95 | 177 | 136 | 95 | 177 |
| Avg Bars in Winners | 128 | 67 | 171 | 128 | 67 | 171 |
| Avg Bars in Losers | 146 | 119 | 190 | 146 | 119 | 190 |
| Bars Traded | 11861 | 4219 | 7642 | 11861 | 4219 | 7642 |
| Profit Streak | 12.4388 | 38.7721 | 12.4388 | 12.4388 | 38.7721 | 12.4388 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428721 | -122991 | 398235 | -151177 | -581056 | 385364 |
{
"trading_pair": "HOOK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12442,
"evaluation_days": 1036.83,
"actual_first_datapoint_time": 1669903200000,
"first_datapoint_time": 1671753600000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759480308362,
"expiration_time": 1762703366400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 250,
"offset": 8
}
}
} {
"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": [
[
229445.1044758127,
55462.7483925085,
173982.356083304,
172656.2043853333,
-261101.2069741365,
433757.4113594701
],
[
229.445104,
55.462748,
173.982356,
172.656204,
-261.101207,
433.757411
],
[
0.221295,
0.053493,
0.167802,
0.096788,
0,
0.161659
],
[
10,
10,
10,
10,
10,
10
],
[
-112252,
-106804,
-54858,
-434485,
-523854,
-167687
],
[
1.538946,
1.243629,
1.878358,
1.120191,
0.687057,
1.720319
],
[
87,
44,
43,
87,
44,
43
],
[
49,
20,
29,
49,
20,
29
],
[
38,
24,
14,
38,
24,
14
],
[
56.321839,
45.454545,
67.44186,
56.321839,
45.454545,
67.44186
],
[
1.193469,
1.492355,
0.906794,
0.86872,
0.824469,
0.830499
],
[
72481,
72481,
56824,
206381,
206381,
158192
],
[
-35773,
-35329,
-35773,
-205357,
-205357,
-129557
],
[
136,
95,
177,
136,
95,
177
],
[
128,
67,
171,
128,
67,
171
],
[
146,
119,
190,
146,
119,
190
],
[
11861,
4219,
7642,
11861,
4219,
7642
],
[
12.438754,
38.772087,
12.438754,
12.438754,
38.772088,
12.438754
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428721,
-122991,
398235,
-151177,
-581056,
385364
]
]
}
{
"trading_pair": "HOOK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12442,
"evaluation_days": 1036.83,
"actual_first_datapoint_time": 1669903200000,
"first_datapoint_time": 1671753600000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759480308362,
"expiration_time": 1762703366400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 250,
"offset": 8
}
}
}
| # | 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) |
|---|