Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189154.2449 | -648.331 | 189802.5759 | 98866.1344 | -34987.3293 | 133853.4636 |
Total P&L (%) | 189.1542 | -0.6483 | 189.8026 | 98.8661 | -34.9873 | 133.8535 |
Avg Daily Profit (%) | 0.1818 | -0.0006 | 0.1825 | 0.0661 | -0.0414 | 0.0817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74021 | -109468 | -24596 | -109674 | -139617 | -22546 |
Profit Factor | 1.7252 | 0.9969 | 4.7835 | 1.3865 | 0.8331 | 3.9009 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 14 | 9 | 5 | 14 | 9 | 5 |
Profitability (%) | 84.7826 | 80.4348 | 89.1304 | 84.7826 | 80.4348 | 89.1304 |
Ratio Avg Win / Avg Loss | 0.3097 | 0.2425 | 0.5834 | 0.2489 | 0.2026 | 0.4757 |
Largest Winning Trade | 14138 | 14138 | 13315 | 23562 | 23562 | 16473 |
Largest Losing Trade | -66023 | -66023 | -24596 | -70929 | -70929 | -22546 |
Avg Bars in Trades | 42 | 64 | 19 | 42 | 64 | 19 |
Avg Bars in Winners | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Losers | 194 | 264 | 67 | 194 | 264 | 67 |
Bars Traded | 3866 | 2958 | 908 | 3866 | 2958 | 908 |
Profit Streak | 35.6313 | 82.1313 | 35.6313 | 35.6313 | 82.1313 | 35.6313 |
Trades During Streak | 10 | 17 | 5 | 10 | 17 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522981 | -575027 | 683737 | -99147 | -575027 | -72999 |
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4161, "evaluation_days": 1040.25, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1675188000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759763346786, "expiration_time": 1762448328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 246, "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": [ [ 189154.2449091208, -648.3309653272, 189802.5758744481, 98866.1343505535, -34987.3292933365, 133853.46364389 ], [ 189.154245, -0.648331, 189.802576, 98.866134, -34.987329, 133.853464 ], [ 0.181835, -0.000623, 0.182459, 0.066108, -0.041384, 0.081699 ], [ 10, 10, 10, 10, 10, 10 ], [ -74021, -109468, -24596, -109674, -139617, -22546 ], [ 1.725237, 0.996922, 4.783495, 1.386526, 0.833107, 3.900902 ], [ 92, 46, 46, 92, 46, 46 ], [ 78, 37, 41, 78, 37, 41 ], [ 14, 9, 5, 14, 9, 5 ], [ 84.782609, 80.434783, 89.130435, 84.782609, 80.434783, 89.130435 ], [ 0.309658, 0.242495, 0.583353, 0.248864, 0.202648, 0.47572 ], [ 14138, 14138, 13315, 23562, 23562, 16473 ], [ -66023, -66023, -24596, -70929, -70929, -22546 ], [ 42, 64, 19, 42, 64, 19 ], [ 14, 15, 13, 14, 15, 13 ], [ 194, 264, 67, 194, 264, 67 ], [ 3866, 2958, 908, 3866, 2958, 908 ], [ 35.631328, 82.131328, 35.631328, 35.631329, 82.131329, 35.631329 ], [ 10, 17, 5, 10, 17, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 522981, -575027, 683737, -99147, -575027, -72999 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4161, "evaluation_days": 1040.25, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1675188000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759763346786, "expiration_time": 1762448328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 246, "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) |
---|