Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176525.644 | 18698.5318 | 157827.1122 | 63048.314 | -18561.1897 | 81609.5037 |
Total P&L (%) | 176.5256 | 18.6985 | 157.8271 | 63.0483 | -18.5612 | 81.6095 |
Avg Daily Profit (%) | 0.1701 | 0.018 | 0.1521 | 0.0471 | -0.0198 | 0.0575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82969 | -102358 | -47150 | -125546 | -134382 | -59080 |
Profit Factor | 1.4942 | 1.0752 | 2.4533 | 1.1655 | 0.9254 | 1.6174 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 83.3333 | 77.7778 | 88.8889 | 83.3333 | 77.7778 | 88.8889 |
Ratio Avg Win / Avg Loss | 0.2988 | 0.3072 | 0.3067 | 0.2331 | 0.2644 | 0.2022 |
Largest Winning Trade | 21345 | 21345 | 13683 | 27925 | 27925 | 15747 |
Largest Losing Trade | -73944 | -73944 | -37215 | -94243 | -94243 | -59080 |
Avg Bars in Trades | 36 | 50 | 23 | 36 | 50 | 23 |
Avg Bars in Winners | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Losers | 147 | 168 | 106 | 147 | 168 | 106 |
Bars Traded | 3967 | 2705 | 1262 | 3967 | 2705 | 1262 |
Profit Streak | 71.2051 | 93.2051 | 71.2051 | 71.2051 | 93.2051 | 71.2051 |
Trades During Streak | 21 | 12 | 10 | 21 | 12 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488710 | -490774 | -164266 | -164005 | -755568 | -289210 |
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4151, "evaluation_days": 1037.75, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1673049600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759553723375, "expiration_time": 1762225848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 147, "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": [ [ 176525.644023623, 18698.5317946616, 157827.1122289614, 63048.3140210315, -18561.189650359, 81609.5036713904 ], [ 176.525644, 18.698532, 157.827112, 63.048314, -18.56119, 81.609504 ], [ 0.170104, 0.018018, 0.152086, 0.04712, -0.019783, 0.057515 ], [ 10, 10, 10, 10, 10, 10 ], [ -82969, -102358, -47150, -125546, -134382, -59080 ], [ 1.494245, 1.075226, 2.453307, 1.165478, 0.925408, 1.617449 ], [ 108, 54, 54, 108, 54, 54 ], [ 90, 42, 48, 90, 42, 48 ], [ 18, 12, 6, 18, 12, 6 ], [ 83.333333, 77.777778, 88.888889, 83.333333, 77.777778, 88.888889 ], [ 0.298849, 0.307208, 0.306663, 0.233096, 0.264402, 0.202181 ], [ 21345, 21345, 13683, 27925, 27925, 15747 ], [ -73944, -73944, -37215, -94243, -94243, -59080 ], [ 36, 50, 23, 36, 50, 23 ], [ 14, 16, 12, 14, 16, 12 ], [ 147, 168, 106, 147, 168, 106 ], [ 3967, 2705, 1262, 3967, 2705, 1262 ], [ 71.205132, 93.205132, 71.205132, 71.205132, 93.205132, 71.205132 ], [ 21, 12, 10, 21, 12, 10 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 488710, -490774, -164266, -164005, -755568, -289210 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4151, "evaluation_days": 1037.75, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1673049600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759553723375, "expiration_time": 1762225848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 147, "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) |
---|