Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196015.113 | 43927.1138 | 152087.9992 | 22424.4575 | -18947.3836 | 41371.8412 |
Total P&L (%) | 196.0151 | 43.9271 | 152.088 | 22.4245 | -18.9474 | 41.3718 |
Avg Daily Profit (%) | 0.1907 | 0.0427 | 0.1479 | 0.0197 | -0.0204 | 0.0337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103945 | -81043 | -74075 | -272060 | -133144 | -210282 |
Profit Factor | 1.2916 | 1.125 | 1.4739 | 1.0206 | 0.9634 | 1.0725 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 56.0811 | 51.3514 | 60.8108 | 56.0811 | 51.3514 | 60.8108 |
Ratio Avg Win / Avg Loss | 1.0115 | 1.0658 | 0.9499 | 0.7993 | 0.9127 | 0.6912 |
Largest Winning Trade | 39945 | 33461 | 39945 | 79763 | 31170 | 79763 |
Largest Losing Trade | -70068 | -27259 | -70068 | -180718 | -75983 | -180718 |
Avg Bars in Trades | 81 | 77 | 85 | 81 | 77 | 85 |
Avg Bars in Winners | 69 | 62 | 75 | 69 | 62 | 75 |
Avg Bars in Losers | 97 | 93 | 101 | 97 | 93 | 101 |
Bars Traded | 12077 | 5745 | 6332 | 12077 | 5745 | 6332 |
Profit Streak | 0 | 0 | 43.7016 | 0 | 0 | 43.7016 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315122 | -285001 | -57438 | -370183 | -645060 | -353753 |
{ "trading_pair": "HOOK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12337, "evaluation_days": 1028.08, "actual_first_datapoint_time": 1669903200000, "first_datapoint_time": 1671170400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759013421198, "expiration_time": 1761920150400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 177, "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": [ [ 196015.1129915992, 43927.1137544366, 152087.9992371625, 22424.457529048, -18947.3836305357, 41371.8411595836 ], [ 196.015113, 43.927114, 152.087999, 22.424458, -18.947384, 41.371841 ], [ 0.190661, 0.042727, 0.147934, 0.019682, -0.020431, 0.033682 ], [ 10, 10, 10, 10, 10, 10 ], [ -103945, -81043, -74075, -272060, -133144, -210282 ], [ 1.291566, 1.125017, 1.47392, 1.020606, 0.963417, 1.072541 ], [ 148, 74, 74, 148, 74, 74 ], [ 83, 38, 45, 83, 38, 45 ], [ 65, 36, 29, 65, 36, 29 ], [ 56.081081, 51.351351, 60.810811, 56.081081, 51.351351, 60.810811 ], [ 1.011467, 1.065806, 0.949859, 0.79927, 0.912711, 0.691193 ], [ 39945, 33461, 39945, 79763, 31170, 79763 ], [ -70068, -27259, -70068, -180718, -75983, -180718 ], [ 81, 77, 85, 81, 77, 85 ], [ 69, 62, 75, 69, 62, 75 ], [ 97, 93, 101, 97, 93, 101 ], [ 12077, 5745, 6332, 12077, 5745, 6332 ], [ 0, 0, 43.701634, 0, 0, 43.701634 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315122, -285001, -57438, -370183, -645060, -353753 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12337, "evaluation_days": 1028.08, "actual_first_datapoint_time": 1669903200000, "first_datapoint_time": 1671170400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759013421198, "expiration_time": 1761920150400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 177, "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) |
---|