Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135247.8983 | -27559.3237 | 162807.2221 | 4219.6167 | -92352.5861 | 96572.2027 |
Total P&L (%) | 135.2479 | -27.5593 | 162.8072 | 4.2196 | -92.3526 | 96.5722 |
Avg Daily Profit (%) | 0.1315 | -0.0268 | 0.1583 | 0.004 | -0.2497 | 0.0658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96201 | -117954 | -57315 | -124938 | -159037 | -65096 |
Profit Factor | 1.3944 | 0.8946 | 3.0002 | 1.0114 | 0.6706 | 2.084 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 17 | 11 | 6 | 17 | 11 | 6 |
Profitability (%) | 80.6818 | 75 | 86.3636 | 80.6818 | 75 | 86.3636 |
Ratio Avg Win / Avg Loss | 0.3339 | 0.2982 | 0.4737 | 0.2422 | 0.2235 | 0.3291 |
Largest Winning Trade | 18669 | 18669 | 16284 | 18017 | 18017 | 16515 |
Largest Losing Trade | -75355 | -75355 | -39968 | -99299 | -99299 | -38805 |
Avg Bars in Trades | 43 | 63 | 23 | 43 | 63 | 23 |
Avg Bars in Winners | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Losers | 148 | 192 | 68 | 148 | 192 | 68 |
Bars Traded | 3820 | 2775 | 1045 | 3820 | 2775 | 1045 |
Profit Streak | 84.9146 | 84.9146 | 131.1646 | 84.9146 | 84.9146 | 131.1646 |
Trades During Streak | 17 | 8 | 10 | 17 | 8 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12225 | -575891 | 599184 | -556645 | -575891 | -97527 |
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{ "first_band": { "type": "fwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 130, "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": [ [ 135247.898345351, -27559.323713086, 162807.2220584371, 4219.6166690647, -92352.58607633, 96572.2027453948 ], [ 135.247898, -27.559324, 162.807222, 4.219617, -92.352586, 96.572203 ], [ 0.131532, -0.026802, 0.158334, 0.00402, -0.249705, 0.065751 ], [ 10, 10, 10, 10, 10, 10 ], [ -96201, -117954, -57315, -124938, -159037, -65096 ], [ 1.394442, 0.894605, 3.000152, 1.01142, 0.67064, 2.084021 ], [ 88, 44, 44, 88, 44, 44 ], [ 71, 33, 38, 71, 33, 38 ], [ 17, 11, 6, 17, 11, 6 ], [ 80.681818, 75, 86.363636, 80.681818, 75, 86.363636 ], [ 0.33388, 0.298202, 0.473708, 0.242171, 0.223547, 0.329056 ], [ 18669, 18669, 16284, 18017, 18017, 16515 ], [ -75355, -75355, -39968, -99299, -99299, -38805 ], [ 43, 63, 23, 43, 63, 23 ], [ 18, 19, 16, 18, 19, 16 ], [ 148, 192, 68, 148, 192, 68 ], [ 3820, 2775, 1045, 3820, 2775, 1045 ], [ 84.914601, 84.914601, 131.164601, 84.914601, 84.914601, 131.164601 ], [ 17, 8, 10, 17, 8, 10 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -12225, -575891, 599184, -556645, -575891, -97527 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4113, "evaluation_days": 1028.25, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1674021600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758815821549, "expiration_time": 1761380424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 130, "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) |
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