Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294247.689 | 70154.7191 | 224092.97 | 419542.5818 | -106157.8192 | 525700.4009 |
Total P&L (%) | 294.2477 | 70.1547 | 224.093 | 419.5426 | -106.1578 | 525.7004 |
Avg Daily Profit (%) | 0.2817 | 0.0672 | 0.2145 | 0.1579 | 0 | 0.1757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55577 | -70192 | -37752 | -302069 | -361047 | -170577 |
Profit Factor | 1.5824 | 1.2767 | 1.8905 | 1.2367 | 0.8782 | 1.5832 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 49.2188 | 46.875 | 51.5625 | 49.2188 | 46.875 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.6327 | 1.4469 | 1.7759 | 1.2759 | 0.9953 | 1.4872 |
Largest Winning Trade | 54516 | 54516 | 54111 | 182420 | 128006 | 182420 |
Largest Losing Trade | -29592 | -20353 | -29592 | -135591 | -116437 | -135591 |
Avg Bars in Trades | 94 | 65 | 123 | 94 | 65 | 123 |
Avg Bars in Winners | 137 | 94 | 176 | 137 | 94 | 176 |
Avg Bars in Losers | 53 | 40 | 67 | 53 | 40 | 67 |
Bars Traded | 12121 | 4200 | 7921 | 12121 | 4200 | 7921 |
Profit Streak | 19.9573 | 21.7073 | 19.9573 | 19.9573 | 21.7073 | 19.9573 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444260 | -243162 | -127088 | 290092 | -720623 | -128777 |
{ "trading_pair": "HOOK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12535, "evaluation_days": 1044.58, "actual_first_datapoint_time": 1669903200000, "first_datapoint_time": 1671300000000, "last_datapoint_time": 1760148000000, "evaluation_time": 1760151512337, "expiration_time": 1763397072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 52, "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": [ [ 294247.6890418527, 70154.7190892837, 224092.9699525688, 419542.5817608902, -106157.819181582, 525700.400942472 ], [ 294.247689, 70.154719, 224.09297, 419.542582, -106.157819, 525.700401 ], [ 0.28169, 0.067161, 0.214529, 0.15787, 0, 0.175699 ], [ 10, 10, 10, 10, 10, 10 ], [ -55577, -70192, -37752, -302069, -361047, -170577 ], [ 1.582433, 1.276696, 1.890458, 1.236659, 0.87817, 1.583195 ], [ 128, 64, 64, 128, 64, 64 ], [ 63, 30, 33, 63, 30, 33 ], [ 65, 34, 31, 65, 34, 31 ], [ 49.21875, 46.875, 51.5625, 49.21875, 46.875, 51.5625 ], [ 1.632669, 1.446923, 1.775885, 1.275918, 0.995259, 1.487244 ], [ 54516, 54516, 54111, 182420, 128006, 182420 ], [ -29592, -20353, -29592, -135591, -116437, -135591 ], [ 94, 65, 123, 94, 65, 123 ], [ 137, 94, 176, 137, 94, 176 ], [ 53, 40, 67, 53, 40, 67 ], [ 12121, 4200, 7921, 12121, 4200, 7921 ], [ 19.957319, 21.707319, 19.957319, 19.957319, 21.707319, 19.957319 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 444260, -243162, -127088, 290092, -720623, -128777 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12535, "evaluation_days": 1044.58, "actual_first_datapoint_time": 1669903200000, "first_datapoint_time": 1671300000000, "last_datapoint_time": 1760148000000, "evaluation_time": 1760151512337, "expiration_time": 1763397072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 52, "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) |
---|