Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156070.6591 | 6025.5484 | 150045.1107 | -77547.2496 | -41710.1372 | -35837.1124 |
Total P&L (%) | 156.0707 | 6.0255 | 150.0451 | -77.5473 | -41.7101 | -35.8371 |
Avg Daily Profit (%) | 0.1501 | 0.0058 | 0.1443 | -0.1436 | -0.0519 | -0.0427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105097 | -49936 | -86257 | -51805 | -6170 | -6620 |
Profit Factor | 1.3152 | 1.0236 | 1.6249 | 0.3937 | 0.3468 | 0.4404 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 59.596 | 52 | 67.3469 | 59.596 | 52 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.8916 | 0.9449 | 0.7878 | 0.2669 | 0.3201 | 0.2135 |
Largest Winning Trade | 36434 | 26008 | 36434 | 4634 | 4634 | 2885 |
Largest Losing Trade | -93118 | -45639 | -93118 | -50619 | -45639 | -50619 |
Avg Bars in Trades | 41 | 21 | 62 | 41 | 21 | 62 |
Avg Bars in Winners | 41 | 18 | 58 | 41 | 18 | 58 |
Avg Bars in Losers | 42 | 23 | 70 | 42 | 23 | 70 |
Bars Traded | 4123 | 1060 | 3063 | 4123 | 1060 | 3063 |
Profit Streak | 104.2345 | 105.2345 | 104.2345 | 104.2345 | 105.2345 | 104.2345 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313979 | -725190 | 131434 | -577483 | -758625 | -576800 |
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4158, "evaluation_days": 1039.5, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1670263200000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759707462513, "expiration_time": 1762381584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 193, "offset": 0, "std": 4.12328 } }, "second_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 3 } } }
{ "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": [ [ 156070.65907425, 6025.5484081569, 150045.1106660932, -77547.2495782717, -41710.1371632177, -35837.1124150539 ], [ 156.070659, 6.025548, 150.045111, -77.54725, -41.710137, -35.837112 ], [ 0.15014, 0.005797, 0.144344, -0.143596, -0.05191, -0.042679 ], [ 10, 10, 10, 10, 10, 10 ], [ -105097, -49936, -86257, -51805, -6170, -6620 ], [ 1.315167, 1.023621, 1.624904, 0.393675, 0.346795, 0.440418 ], [ 99, 50, 49, 99, 50, 49 ], [ 59, 26, 33, 59, 26, 33 ], [ 40, 24, 16, 40, 24, 16 ], [ 59.59596, 52, 67.346939, 59.59596, 52, 67.346939 ], [ 0.891639, 0.944881, 0.787832, 0.266899, 0.320119, 0.213536 ], [ 36434, 26008, 36434, 4634, 4634, 2885 ], [ -93118, -45639, -93118, -50619, -45639, -50619 ], [ 41, 21, 62, 41, 21, 62 ], [ 41, 18, 58, 41, 18, 58 ], [ 42, 23, 70, 42, 23, 70 ], [ 4123, 1060, 3063, 4123, 1060, 3063 ], [ 104.23452, 105.23452, 104.23452, 104.23452, 105.23452, 104.23452 ], [ 7, 4, 3, 7, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313979, -725190, 131434, -577483, -758625, -576800 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4158, "evaluation_days": 1039.5, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1670263200000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759707462513, "expiration_time": 1762381584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 193, "offset": 0, "std": 4.12328 } }, "second_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 3 } } }
# | 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) |
---|