| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 169586.6989 | 29655.5991 | 139931.0998 | -31673.2843 | -94764.2568 | 63090.9725 |
| Total P&L (%) | 169.5867 | 29.6556 | 139.9311 | -31.6733 | -94.7643 | 63.091 |
| Avg Daily Profit (%) | 0.1632 | 0.0285 | 0.1347 | -0.0367 | -0.2835 | 0.0471 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89858 | -85886 | -58794 | -198523 | -194588 | -80572 |
| Profit Factor | 1.2957 | 1.098 | 1.5166 | 0.9527 | 0.7589 | 1.2278 |
| Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
| Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
| Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
| Profitability (%) | 54.0146 | 47.0588 | 60.8696 | 54.0146 | 47.0588 | 60.8696 |
| Ratio Avg Win / Avg Loss | 1.1031 | 1.2352 | 0.975 | 0.8111 | 0.8538 | 0.7893 |
| Largest Winning Trade | 35335 | 35323 | 35335 | 45854 | 41266 | 45854 |
| Largest Losing Trade | -76897 | -42081 | -76897 | -101634 | -101634 | -76897 |
| Avg Bars in Trades | 28 | 31 | 26 | 28 | 31 | 26 |
| Avg Bars in Winners | 29 | 31 | 28 | 29 | 31 | 28 |
| Avg Bars in Losers | 28 | 31 | 24 | 28 | 31 | 24 |
| Bars Traded | 3957 | 2123 | 1834 | 3957 | 2123 | 1834 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 306902 | -381264 | -113486 | -579616 | -691379 | -232499 |
{
"trading_pair": "HOOK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4156,
"evaluation_days": 1039,
"actual_first_datapoint_time": 1669896000000,
"first_datapoint_time": 1673719200000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759659193054,
"expiration_time": 1762337088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 82,
"offset": 96
}
}
} {
"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": [
[
169586.698900249,
29655.5990758932,
139931.0998243559,
-31673.2843002721,
-94764.2567770189,
63090.9724767467
],
[
169.586699,
29.655599,
139.9311,
-31.673284,
-94.764257,
63.090972
],
[
0.163221,
0.028542,
0.134679,
-0.036651,
-0.283492,
0.047089
],
[
10,
10,
10,
10,
10,
10
],
[
-89858,
-85886,
-58794,
-198523,
-194588,
-80572
],
[
1.295661,
1.097961,
1.516625,
0.952732,
0.758942,
1.227792
],
[
137,
68,
69,
137,
68,
69
],
[
74,
32,
42,
74,
32,
42
],
[
63,
36,
27,
63,
36,
27
],
[
54.014599,
47.058824,
60.869565,
54.014599,
47.058824,
60.869565
],
[
1.103062,
1.235206,
0.974973,
0.81111,
0.85381,
0.789295
],
[
35335,
35323,
35335,
45854,
41266,
45854
],
[
-76897,
-42081,
-76897,
-101634,
-101634,
-76897
],
[
28,
31,
26,
28,
31,
26
],
[
29,
31,
28,
29,
31,
28
],
[
28,
31,
24,
28,
31,
24
],
[
3957,
2123,
1834,
3957,
2123,
1834
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306902,
-381264,
-113486,
-579616,
-691379,
-232499
]
]
}
{
"trading_pair": "HOOK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4156,
"evaluation_days": 1039,
"actual_first_datapoint_time": 1669896000000,
"first_datapoint_time": 1673719200000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759659193054,
"expiration_time": 1762337088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 82,
"offset": 96
}
}
}
| # | 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) |
|---|