Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211626.7231 | 15977.0541 | 195649.669 | 173780.471 | 4475.3994 | 169305.0716 |
Total P&L (%) | 211.6267 | 15.9771 | 195.6497 | 173.7805 | 4.4754 | 169.3051 |
Avg Daily Profit (%) | 0.2037 | 0.0154 | 0.1883 | 0.097 | 0.0042 | 0.0954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88429 | -77518 | -55644 | -144146 | -132168 | -62079 |
Profit Factor | 1.6512 | 1.0779 | 2.6329 | 1.508 | 1.0202 | 2.403 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 24 | 16 | 8 | 24 | 16 | 8 |
Profitability (%) | 61.2903 | 48.3871 | 74.1935 | 61.2903 | 48.3871 | 74.1935 |
Ratio Avg Win / Avg Loss | 1.0429 | 1.1497 | 0.9158 | 0.9524 | 1.0882 | 0.8358 |
Largest Winning Trade | 30978 | 30978 | 28931 | 46677 | 41362 | 46677 |
Largest Losing Trade | -48626 | -48626 | -46548 | -103911 | -103911 | -48314 |
Avg Bars in Trades | 95 | 110 | 81 | 95 | 110 | 81 |
Avg Bars in Winners | 73 | 76 | 70 | 73 | 76 | 70 |
Avg Bars in Losers | 132 | 141 | 113 | 132 | 141 | 113 |
Bars Traded | 5944 | 3417 | 2527 | 5944 | 3417 | 2527 |
Profit Streak | 78.6828 | 78.6828 | 217.0161 | 78.6828 | 78.6828 | 217.0161 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145765 | -315984 | 514550 | -219242 | -550505 | -59286 |
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{ "first_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 200, "offset": 0 } } }
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{ "trading_pair": "HOOK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6234, "evaluation_days": 1039, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1672761600000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759652594391, "expiration_time": 1762344288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 200, "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) |
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