Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166745.8619 | 24902.8012 | 141843.0607 | -208855.9897 | 53580.0106 | -262436.0003 |
Total P&L (%) | 166.7459 | 24.9028 | 141.8431 | -208.856 | 53.58 | -262.436 |
Avg Daily Profit (%) | 0.1622 | 0.0242 | 0.138 | 0 | 0.0417 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125988 | -113069 | -119735 | -328907 | -68944 | -273436 |
Profit Factor | 1.2681 | 1.0849 | 1.4316 | 0.7356 | 1.1922 | 0.4866 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 126 | 59 | 67 | 73 | 40 | 33 |
Losing Trades | 75 | 42 | 33 | 128 | 61 | 67 |
Profitability (%) | 62.6866 | 58.4158 | 67 | 36.3184 | 39.604 | 33 |
Ratio Avg Win / Avg Loss | 0.7548 | 0.7723 | 0.7051 | 1.2898 | 1.8181 | 0.9879 |
Largest Winning Trade | 29289 | 29289 | 28498 | 71256 | 71256 | 62868 |
Largest Losing Trade | -119735 | -44041 | -119735 | -108352 | -19865 | -108352 |
Avg Bars in Trades | 119 | 96 | 143 | 119 | 96 | 143 |
Avg Bars in Winners | 85 | 57 | 109 | 170 | 151 | 193 |
Avg Bars in Losers | 178 | 150 | 213 | 91 | 59 | 119 |
Bars Traded | 24103 | 9710 | 14393 | 24103 | 9710 | 14393 |
Profit Streak | 36.223 | 55.098 | 36.223 | 0 | 0 | 0 |
Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351087 | -290602 | -6435 | -583379 | -150604 | -587676 |
{ "trading_pair": "HOOK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24673, "evaluation_days": 1028.04, "actual_first_datapoint_time": 1669903200000, "first_datapoint_time": 1670760000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758946867751, "expiration_time": 1765121241600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 239, "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": [ [ 166745.8618599874, 24902.801207313, 141843.0606526743, -208855.9897017373, 53580.0106347581, -262436.0003364952 ], [ 166.745862, 24.902801, 141.843061, -208.85599, 53.580011, -262.436 ], [ 0.162198, 0.024224, 0.137974, 0, 0.041744, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -125988, -113069, -119735, -328907, -68944, -273436 ], [ 1.26808, 1.084896, 1.431569, 0.73561, 1.192165, 0.486559 ], [ 201, 101, 100, 201, 101, 100 ], [ 126, 59, 67, 73, 40, 33 ], [ 75, 42, 33, 128, 61, 67 ], [ 62.686567, 58.415842, 67, 36.318408, 39.60396, 33 ], [ 0.754809, 0.772299, 0.705101, 1.289837, 1.818052, 0.987862 ], [ 29289, 29289, 28498, 71256, 71256, 62868 ], [ -119735, -44041, -119735, -108352, -19865, -108352 ], [ 119, 96, 143, 119, 96, 143 ], [ 85, 57, 109, 170, 151, 193 ], [ 178, 150, 213, 91, 59, 119 ], [ 24103, 9710, 14393, 24103, 9710, 14393 ], [ 36.223006, 55.098006, 36.223006, 0, 0, 0 ], [ 5, 5, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351087, -290602, -6435, -583379, -150604, -587676 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24673, "evaluation_days": 1028.04, "actual_first_datapoint_time": 1669903200000, "first_datapoint_time": 1670760000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758946867751, "expiration_time": 1765121241600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 239, "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) |
---|