| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 207673.592 | 20500.7324 | 187172.8596 | 154110.745 | 18253.5623 | 135857.1827 |
| Total P&L (%) | 207.6736 | 20.5007 | 187.1729 | 154.1107 | 18.2536 | 135.8572 |
| Avg Daily Profit (%) | 0.1994 | 0.0197 | 0.1797 | 0.0896 | 0.0161 | 0.0824 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -70903 | -28895 | -76566 | -133593 | -55569 | -135852 |
| Profit Factor | 1.3128 | 1.1688 | 1.3451 | 1.1242 | 1.0805 | 1.1339 |
| Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
| Winning Trades | 138 | 73 | 65 | 138 | 73 | 65 |
| Losing Trades | 125 | 59 | 66 | 125 | 59 | 66 |
| Profitability (%) | 52.4715 | 55.303 | 49.6183 | 52.4715 | 55.303 | 49.6183 |
| Ratio Avg Win / Avg Loss | 1.1892 | 0.9446 | 1.3658 | 1.0183 | 0.8733 | 1.1514 |
| Largest Winning Trade | 48576 | 7454 | 48576 | 83819 | 18384 | 83819 |
| Largest Losing Trade | -26305 | -12469 | -26305 | -60585 | -22934 | -60585 |
| Avg Bars in Trades | 93 | 5 | 182 | 93 | 5 | 182 |
| Avg Bars in Winners | 125 | 4 | 260 | 125 | 4 | 260 |
| Avg Bars in Losers | 59 | 6 | 105 | 59 | 6 | 105 |
| Bars Traded | 24656 | 760 | 23896 | 24656 | 760 | 23896 |
| Profit Streak | 8.9603 | 13.8353 | 0 | 8.9603 | 13.8353 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 365138 | -207837 | 268269 | -154973 | -311210 | -156506 |
{
"trading_pair": "HOOK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670212800000,
"first_datapoint_time": 1670299200000,
"last_datapoint_time": 1760212800000,
"evaluation_time": 1760216566727,
"expiration_time": 1766692800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 25,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 15,
"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": [
[
207673.5919664716,
20500.7323665988,
187172.8595998727,
154110.744991108,
18253.5622892034,
135857.1827019045
],
[
207.673592,
20.500732,
187.17286,
154.110745,
18.253562,
135.857183
],
[
0.199366,
0.019681,
0.179685,
0.089569,
0.016097,
0.082407
],
[
10,
10,
10,
10,
10,
10
],
[
-70903,
-28895,
-76566,
-133593,
-55569,
-135852
],
[
1.312848,
1.168762,
1.345122,
1.124155,
1.080493,
1.133915
],
[
263,
132,
131,
263,
132,
131
],
[
138,
73,
65,
138,
73,
65
],
[
125,
59,
66,
125,
59,
66
],
[
52.471483,
55.30303,
49.618321,
52.471483,
55.30303,
49.618321
],
[
1.189174,
0.944616,
1.365816,
1.018257,
0.873275,
1.15136
],
[
48576,
7454,
48576,
83819,
18384,
83819
],
[
-26305,
-12469,
-26305,
-60585,
-22934,
-60585
],
[
93,
5,
182,
93,
5,
182
],
[
125,
4,
260,
125,
4,
260
],
[
59,
6,
105,
59,
6,
105
],
[
24656,
760,
23896,
24656,
760,
23896
],
[
8.960263,
13.835263,
0,
8.960263,
13.835263,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
365138,
-207837,
268269,
-154973,
-311210,
-156506
]
]
}
{
"trading_pair": "HOOK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670212800000,
"first_datapoint_time": 1670299200000,
"last_datapoint_time": 1760212800000,
"evaluation_time": 1760216566727,
"expiration_time": 1766692800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 25,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 15,
"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) |
|---|