Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131994.6749 | -56850.6642 | 188845.3391 | 43240.4079 | -44347.1325 | 87587.5403 |
Total P&L (%) | 131.9947 | -56.8507 | 188.8453 | 43.2404 | -44.3471 | 87.5875 |
Avg Daily Profit (%) | 0.1279 | -0.0551 | 0.183 | 0.0348 | -0.0568 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106604 | -135976 | -44223 | -101327 | -87216 | -56764 |
Profit Factor | 1.3505 | 0.7746 | 2.518 | 1.1499 | 0.7439 | 1.7595 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 68.75 | 59.375 | 78.125 | 68.75 | 59.375 | 78.125 |
Ratio Avg Win / Avg Loss | 0.6138 | 0.53 | 0.705 | 0.5227 | 0.509 | 0.4927 |
Largest Winning Trade | 32155 | 32155 | 22681 | 19755 | 17361 | 19755 |
Largest Losing Trade | -44223 | -39135 | -44223 | -56764 | -21647 | -56764 |
Avg Bars in Trades | 44 | 44 | 45 | 44 | 44 | 45 |
Avg Bars in Winners | 34 | 30 | 36 | 34 | 30 | 36 |
Avg Bars in Losers | 68 | 64 | 76 | 68 | 64 | 76 |
Bars Traded | 2876 | 1419 | 1457 | 2876 | 1419 | 1457 |
Profit Streak | 63.1116 | 104.4449 | 63.1116 | 63.1116 | 104.4449 | 63.1116 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162947 | -578124 | 524008 | -345051 | -578124 | -105863 |
{ "trading_pair": "HOOK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3095, "evaluation_days": 1031.67, "actual_first_datapoint_time": 1669881600000, "first_datapoint_time": 1673654400000, "last_datapoint_time": 1758988800000, "evaluation_time": 1758998439742, "expiration_time": 1761662880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 122, "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": [ [ 131994.6749448816, -56850.6641586438, 188845.3391035254, 43240.4078625187, -44347.1324874394, 87587.5403499581 ], [ 131.994675, -56.850664, 188.845339, 43.240408, -44.347132, 87.58754 ], [ 0.127943, -0.055105, 0.183048, 0.034838, -0.056789, 0.060995 ], [ 10, 10, 10, 10, 10, 10 ], [ -106604, -135976, -44223, -101327, -87216, -56764 ], [ 1.350468, 0.774598, 2.517986, 1.1499, 0.743875, 1.759548 ], [ 64, 32, 32, 64, 32, 32 ], [ 44, 19, 25, 44, 19, 25 ], [ 20, 13, 7, 20, 13, 7 ], [ 68.75, 59.375, 78.125, 68.75, 59.375, 78.125 ], [ 0.613849, 0.529988, 0.705036, 0.522682, 0.508967, 0.492674 ], [ 32155, 32155, 22681, 19755, 17361, 19755 ], [ -44223, -39135, -44223, -56764, -21647, -56764 ], [ 44, 44, 45, 44, 44, 45 ], [ 34, 30, 36, 34, 30, 36 ], [ 68, 64, 76, 68, 64, 76 ], [ 2876, 1419, 1457, 2876, 1419, 1457 ], [ 63.111571, 104.444904, 63.111571, 63.111571, 104.444904, 63.111571 ], [ 8, 6, 4, 8, 6, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162947, -578124, 524008, -345051, -578124, -105863 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3095, "evaluation_days": 1031.67, "actual_first_datapoint_time": 1669881600000, "first_datapoint_time": 1673654400000, "last_datapoint_time": 1758988800000, "evaluation_time": 1758998439742, "expiration_time": 1761662880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 122, "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) |
---|