| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 175830.9864 | 16947.1439 | 158883.8425 | 90817.7272 | -66913.7231 | 157731.4504 |
| Total P&L (%) | 175.831 | 16.9471 | 158.8838 | 90.8177 | -66.9137 | 157.7315 |
| Avg Daily Profit (%) | 0.1694 | 0.0163 | 0.1531 | 0.0623 | -0.1065 | 0.0913 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101308 | -97868 | -65348 | -254889 | -189083 | -161884 |
| Profit Factor | 1.3689 | 1.0661 | 1.7212 | 1.1081 | 0.8513 | 1.4044 |
| Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
| Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
| Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
| Profitability (%) | 51.8519 | 50 | 53.7313 | 51.8519 | 50 | 53.7313 |
| Ratio Avg Win / Avg Loss | 1.2711 | 1.0661 | 1.4821 | 1.0289 | 0.8513 | 1.2093 |
| Largest Winning Trade | 80321 | 80321 | 58465 | 80321 | 80321 | 63890 |
| Largest Losing Trade | -34909 | -34909 | -20785 | -81057 | -81057 | -53980 |
| Avg Bars in Trades | 43 | 27 | 60 | 43 | 27 | 60 |
| Avg Bars in Winners | 44 | 20 | 67 | 44 | 20 | 67 |
| Avg Bars in Losers | 42 | 33 | 52 | 42 | 33 | 52 |
| Bars Traded | 5896 | 1845 | 4051 | 5896 | 1845 | 4051 |
| Profit Streak | 18.1643 | 28.331 | 18.1643 | 18.1643 | 28.331 | 18.1643 |
| Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 361335 | -435198 | -105759 | -209232 | -688215 | -185548 |
{
"trading_pair": "HOOK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6228,
"evaluation_days": 1038,
"actual_first_datapoint_time": 1669896000000,
"first_datapoint_time": 1673337600000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759578998812,
"expiration_time": 1762255296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 31
}
}
} {
"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": [
[
175830.9864466956,
16947.1439060593,
158883.8425406363,
90817.7272443315,
-66913.7231400586,
157731.45038439
],
[
175.830986,
16.947144,
158.883843,
90.817727,
-66.913723,
157.73145
],
[
0.169394,
0.016327,
0.153067,
0.062269,
-0.106499,
0.09125
],
[
10,
10,
10,
10,
10,
10
],
[
-101308,
-97868,
-65348,
-254889,
-189083,
-161884
],
[
1.368899,
1.066116,
1.721172,
1.108094,
0.851337,
1.404366
],
[
135,
68,
67,
135,
68,
67
],
[
70,
34,
36,
70,
34,
36
],
[
65,
34,
31,
65,
34,
31
],
[
51.851852,
50,
53.731343,
51.851852,
50,
53.731343
],
[
1.271121,
1.066116,
1.48212,
1.028945,
0.851337,
1.209315
],
[
80321,
80321,
58465,
80321,
80321,
63890
],
[
-34909,
-34909,
-20785,
-81057,
-81057,
-53980
],
[
43,
27,
60,
43,
27,
60
],
[
44,
20,
67,
44,
20,
67
],
[
42,
33,
52,
42,
33,
52
],
[
5896,
1845,
4051,
5896,
1845,
4051
],
[
18.164338,
28.331005,
18.164338,
18.164338,
28.331005,
18.164338
],
[
5,
3,
2,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
361335,
-435198,
-105759,
-209232,
-688215,
-185548
]
]
}
{
"trading_pair": "HOOK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6228,
"evaluation_days": 1038,
"actual_first_datapoint_time": 1669896000000,
"first_datapoint_time": 1673337600000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759578998812,
"expiration_time": 1762255296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 31
}
}
}
| # | 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) |
|---|