Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251110.0074 | 51885.7988 | 199224.2086 | 321725.5782 | 63768.5005 | 257957.0777 |
Total P&L (%) | 251.11 | 51.8858 | 199.2242 | 321.7256 | 63.7685 | 257.9571 |
Avg Daily Profit (%) | 0.2413 | 0.0499 | 0.1914 | 0.1384 | 0.0474 | 0.1226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58422 | -58470 | -29179 | -156262 | -149219 | -55576 |
Profit Factor | 1.7536 | 1.2594 | 2.4953 | 1.597 | 1.1892 | 2.2777 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 61.4286 | 57.1429 | 65.7143 | 61.4286 | 57.1429 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.1011 | 0.9446 | 1.3019 | 1.0028 | 0.8919 | 1.1884 |
Largest Winning Trade | 49396 | 49396 | 39785 | 92226 | 92226 | 65556 |
Largest Losing Trade | -51077 | -51077 | -29179 | -136443 | -136443 | -50890 |
Avg Bars in Trades | 84 | 95 | 74 | 84 | 95 | 74 |
Avg Bars in Winners | 63 | 65 | 62 | 63 | 65 | 62 |
Avg Bars in Losers | 117 | 134 | 97 | 117 | 134 | 97 |
Bars Traded | 5925 | 3331 | 2594 | 5925 | 3331 | 2594 |
Profit Streak | 38.5223 | 38.5223 | 38.689 | 38.5223 | 38.5223 | 38.689 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85323 | -127462 | 511504 | -101898 | -142136 | -23077 |
{ "trading_pair": "HOOK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6244, "evaluation_days": 1040.67, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1672963200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759811527601, "expiration_time": 1762492608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 214, "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": [ [ 251110.0073676144, 51885.7987993384, 199224.2085682759, 321725.5782365391, 63768.5005227677, 257957.0777137715 ], [ 251.110007, 51.885799, 199.224209, 321.725578, 63.768501, 257.957078 ], [ 0.241296, 0.049858, 0.191438, 0.13839, 0.047412, 0.122616 ], [ 10, 10, 10, 10, 10, 10 ], [ -58422, -58470, -29179, -156262, -149219, -55576 ], [ 1.75357, 1.259441, 2.495268, 1.59703, 1.189235, 2.277674 ], [ 70, 35, 35, 70, 35, 35 ], [ 43, 20, 23, 43, 20, 23 ], [ 27, 15, 12, 27, 15, 12 ], [ 61.428571, 57.142857, 65.714286, 61.428571, 57.142857, 65.714286 ], [ 1.101079, 0.944581, 1.301879, 1.002786, 0.891926, 1.188352 ], [ 49396, 49396, 39785, 92226, 92226, 65556 ], [ -51077, -51077, -29179, -136443, -136443, -50890 ], [ 84, 95, 74, 84, 95, 74 ], [ 63, 65, 62, 63, 65, 62 ], [ 117, 134, 97, 117, 134, 97 ], [ 5925, 3331, 2594, 5925, 3331, 2594 ], [ 38.52231, 38.52231, 38.688977, 38.52231, 38.52231, 38.688977 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -85323, -127462, 511504, -101898, -142136, -23077 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6244, "evaluation_days": 1040.67, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1672963200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759811527601, "expiration_time": 1762492608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 214, "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) |
---|