Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224310.1036 | 2412.3646 | 221897.739 | 183833.1387 | -51244.3941 | 235077.5328 |
Total P&L (%) | 224.3101 | 2.4124 | 221.8977 | 183.8331 | -51.2444 | 235.0775 |
Avg Daily Profit (%) | 0.2169 | 0.0023 | 0.2145 | 0.1009 | -0.0694 | 0.117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94992 | -115745 | -53169 | -179649 | -207198 | -129797 |
Profit Factor | 1.4889 | 1.0076 | 2.5723 | 1.2384 | 0.8976 | 1.8685 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 75.7813 | 68.75 | 82.8125 | 75.7813 | 68.75 | 82.8125 |
Ratio Avg Win / Avg Loss | 0.4758 | 0.458 | 0.5339 | 0.3958 | 0.408 | 0.3878 |
Largest Winning Trade | 23924 | 23924 | 23140 | 30786 | 30786 | 28056 |
Largest Losing Trade | -53169 | -39803 | -53169 | -129797 | -85532 | -129797 |
Avg Bars in Trades | 30 | 31 | 28 | 30 | 31 | 28 |
Avg Bars in Winners | 18 | 13 | 22 | 18 | 13 | 22 |
Avg Bars in Losers | 66 | 72 | 55 | 66 | 72 | 55 |
Bars Traded | 3864 | 2046 | 1818 | 3864 | 2046 | 1818 |
Profit Streak | 40.3696 | 40.3696 | 150.1196 | 40.3696 | 40.3696 | 150.1196 |
Trades During Streak | 13 | 6 | 13 | 13 | 6 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469515 | -704497 | -123228 | -54503 | -715960 | -169160 |
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4137, "evaluation_days": 1034.25, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1674259200000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759243931075, "expiration_time": 1761914376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 203, "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": [ [ 224310.1035834002, 2412.3645602352, 221897.739023165, 183833.1386553744, -51244.3941194503, 235077.5327748246 ], [ 224.310104, 2.412365, 221.897739, 183.833139, -51.244394, 235.077533 ], [ 0.216882, 0.002332, 0.214549, 0.100918, -0.069432, 0.116983 ], [ 10, 10, 10, 10, 10, 10 ], [ -94992, -115745, -53169, -179649, -207198, -129797 ], [ 1.488933, 1.007594, 2.572342, 1.238417, 0.897588, 1.86847 ], [ 128, 64, 64, 128, 64, 64 ], [ 97, 44, 53, 97, 44, 53 ], [ 31, 20, 11, 31, 20, 11 ], [ 75.78125, 68.75, 82.8125, 75.78125, 68.75, 82.8125 ], [ 0.475845, 0.457997, 0.533882, 0.395783, 0.407995, 0.387796 ], [ 23924, 23924, 23140, 30786, 30786, 28056 ], [ -53169, -39803, -53169, -129797, -85532, -129797 ], [ 30, 31, 28, 30, 31, 28 ], [ 18, 13, 22, 18, 13, 22 ], [ 66, 72, 55, 66, 72, 55 ], [ 3864, 2046, 1818, 3864, 2046, 1818 ], [ 40.369573, 40.369573, 150.119573, 40.369573, 40.369573, 150.119573 ], [ 13, 6, 13, 13, 6, 13 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 469515, -704497, -123228, -54503, -715960, -169160 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4137, "evaluation_days": 1034.25, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1674259200000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759243931075, "expiration_time": 1761914376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 203, "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) |
---|