Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122998.8197 | -56621.6399 | 179620.4595 | 27194.1588 | -63443.7762 | 90637.935 |
Total P&L (%) | 122.9988 | -56.6216 | 179.6205 | 27.1942 | -63.4438 | 90.6379 |
Avg Daily Profit (%) | 0.1196 | -0.0551 | 0.1747 | 0.0234 | -0.0978 | 0.0628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116572 | -101080 | -75353 | -80253 | -62338 | -45812 |
Profit Factor | 1.3349 | 0.7631 | 2.4006 | 1.1003 | 0.6585 | 2.0604 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 57.6271 | 46.6667 | 68.9655 | 57.6271 | 46.6667 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.9815 | 0.8721 | 1.0803 | 0.809 | 0.7526 | 0.9272 |
Largest Winning Trade | 41482 | 41482 | 37197 | 39811 | 39811 | 29703 |
Largest Losing Trade | -38881 | -38881 | -35553 | -37058 | -37058 | -24055 |
Avg Bars in Trades | 65 | 53 | 77 | 65 | 53 | 77 |
Avg Bars in Winners | 60 | 44 | 72 | 60 | 44 | 72 |
Avg Bars in Losers | 71 | 62 | 87 | 71 | 62 | 87 |
Bars Traded | 3849 | 1615 | 2234 | 3849 | 1615 | 2234 |
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 | -213193 | -582121 | 477729 | -455395 | -582121 | -105573 |
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{ "first_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 195, "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": [ [ 122998.8196807442, -56621.6398633394, 179620.4595440836, 27194.1587676981, -63443.7762370811, 90637.9350047792 ], [ 122.99882, -56.62164, 179.62046, 27.194159, -63.443776, 90.637935 ], [ 0.11962, -0.055066, 0.174686, 0.023396, -0.097819, 0.062768 ], [ 10, 10, 10, 10, 10, 10 ], [ -116572, -101080, -75353, -80253, -62338, -45812 ], [ 1.334891, 0.763121, 2.400561, 1.100256, 0.658488, 2.060415 ], [ 59, 30, 29, 59, 30, 29 ], [ 34, 14, 20, 34, 14, 20 ], [ 25, 16, 9, 25, 16, 9 ], [ 57.627119, 46.666667, 68.965517, 57.627119, 46.666667, 68.965517 ], [ 0.981537, 0.872138, 1.080253, 0.809012, 0.752558, 0.927187 ], [ 41482, 41482, 37197, 39811, 39811, 29703 ], [ -38881, -38881, -35553, -37058, -37058, -24055 ], [ 65, 53, 77, 65, 53, 77 ], [ 60, 44, 72, 60, 44, 72 ], [ 71, 62, 87, 71, 62, 87 ], [ 3849, 1615, 2234, 3849, 1615, 2234 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -213193, -582121, 477729, -455395, -582121, -105573 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4113, "evaluation_days": 1028.25, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1674345600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758798319445, "expiration_time": 1761380424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 195, "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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