| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 133898.4679 | -24916.366 | 158814.8339 | 5066.7909 | -68435.2408 | 73502.0317 |
| Total P&L (%) | 133.8985 | -24.9164 | 158.8148 | 5.0668 | -68.4352 | 73.502 |
| Avg Daily Profit (%) | 0.129 | -0.024 | 0.153 | 0.0048 | -0.111 | 0.0531 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110965 | -141367 | -34807 | -123221 | -130400 | -31842 |
| Profit Factor | 1.4949 | 0.8851 | 3.955 | 1.0238 | 0.6006 | 2.7647 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
| Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
| Profitability (%) | 71.4286 | 65.7143 | 77.1429 | 71.4286 | 65.7143 | 77.1429 |
| Ratio Avg Win / Avg Loss | 0.598 | 0.4618 | 1.1719 | 0.4095 | 0.3134 | 0.8192 |
| Largest Winning Trade | 18981 | 18981 | 15464 | 17833 | 15323 | 17833 |
| Largest Losing Trade | -70842 | -70842 | -28247 | -47867 | -47867 | -27528 |
| Avg Bars in Trades | 55 | 84 | 26 | 55 | 84 | 26 |
| Avg Bars in Winners | 25 | 29 | 22 | 25 | 29 | 22 |
| Avg Bars in Losers | 129 | 188 | 39 | 129 | 188 | 39 |
| Bars Traded | 3862 | 2946 | 916 | 3862 | 2946 | 916 |
| Profit Streak | 37.3701 | 65.1201 | 37.3701 | 37.3701 | 65.1201 | 37.3701 |
| Trades During Streak | 10 | 10 | 5 | 10 | 10 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -115276 | -577095 | 664535 | -642297 | -577095 | -114204 |
{
"trading_pair": "HOOK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4153,
"evaluation_days": 1038.25,
"actual_first_datapoint_time": 1669896000000,
"first_datapoint_time": 1675144800000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759589578486,
"expiration_time": 1762270344000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 6,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 244,
"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": [
[
133898.4679216779,
-24916.3660093485,
158814.8339310263,
5066.7909048189,
-68435.2407665136,
73502.0316713325
],
[
133.898468,
-24.916366,
158.814834,
5.066791,
-68.435241,
73.502032
],
[
0.128966,
-0.023998,
0.152964,
0.004761,
-0.111003,
0.053086
],
[
10,
10,
10,
10,
10,
10
],
[
-110965,
-141367,
-34807,
-123221,
-130400,
-31842
],
[
1.494903,
0.885078,
3.955035,
1.023787,
0.600617,
2.764693
],
[
70,
35,
35,
70,
35,
35
],
[
50,
23,
27,
50,
23,
27
],
[
20,
12,
8,
20,
12,
8
],
[
71.428571,
65.714286,
77.142857,
71.428571,
65.714286,
77.142857
],
[
0.597961,
0.46178,
1.171862,
0.409515,
0.313365,
0.819168
],
[
18981,
18981,
15464,
17833,
15323,
17833
],
[
-70842,
-70842,
-28247,
-47867,
-47867,
-27528
],
[
55,
84,
26,
55,
84,
26
],
[
25,
29,
22,
25,
29,
22
],
[
129,
188,
39,
129,
188,
39
],
[
3862,
2946,
916,
3862,
2946,
916
],
[
37.370121,
65.120121,
37.370121,
37.370121,
65.120121,
37.370121
],
[
10,
10,
5,
10,
10,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-115276,
-577095,
664535,
-642297,
-577095,
-114204
]
]
}
{
"trading_pair": "HOOK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4153,
"evaluation_days": 1038.25,
"actual_first_datapoint_time": 1669896000000,
"first_datapoint_time": 1675144800000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759589578486,
"expiration_time": 1762270344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 6,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 244,
"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) |
|---|