| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 209270.4226 | 62561.5752 | 146708.8474 | -43581.5338 | 33883.0784 | -77464.6122 |
| Total P&L (%) | 209.2704 | 62.5616 | 146.7088 | -43.5815 | 33.8831 | -77.4646 |
| Avg Daily Profit (%) | 0.2025 | 0.0605 | 0.1419 | -0.0554 | 0.0282 | -0.1441 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -135775 | -72571 | -96601 | -122458 | -16464 | -119810 |
| Profit Factor | 1.2534 | 1.1612 | 1.335 | 0.8586 | 1.3786 | 0.6459 |
| Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
| Winning Trades | 153 | 76 | 77 | 153 | 76 | 77 |
| Losing Trades | 114 | 58 | 56 | 114 | 58 | 56 |
| Profitability (%) | 57.3034 | 56.7164 | 57.8947 | 57.3034 | 56.7164 | 57.8947 |
| Ratio Avg Win / Avg Loss | 0.9339 | 0.8862 | 0.9709 | 0.6397 | 1.0521 | 0.4697 |
| Largest Winning Trade | 29235 | 24193 | 29235 | 12541 | 12541 | 10212 |
| Largest Losing Trade | -87741 | -36178 | -87741 | -114696 | -8301 | -114696 |
| Avg Bars in Trades | 44 | 37 | 51 | 44 | 37 | 51 |
| Avg Bars in Winners | 36 | 31 | 41 | 36 | 31 | 41 |
| Avg Bars in Losers | 55 | 45 | 66 | 55 | 45 | 66 |
| Bars Traded | 11941 | 5055 | 6886 | 11941 | 5055 | 6886 |
| Profit Streak | 17.245 | 57.245 | 0 | 17.245 | 57.245 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312734 | -155788 | -4097 | -577865 | -155707 | -579956 |
{
"trading_pair": "HOOK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12403,
"evaluation_days": 1033.58,
"actual_first_datapoint_time": 1669903200000,
"first_datapoint_time": 1671552000000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759204371017,
"expiration_time": 1762412457600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 230,
"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": [
[
209270.4226205964,
62561.5751938877,
146708.8474267087,
-43581.5337796356,
33883.0783912612,
-77464.6121708969
],
[
209.270423,
62.561575,
146.708847,
-43.581534,
33.883078,
-77.464612
],
[
0.202471,
0.060529,
0.141942,
-0.055362,
0.028236,
-0.144063
],
[
10,
10,
10,
10,
10,
10
],
[
-135775,
-72571,
-96601,
-122458,
-16464,
-119810
],
[
1.253356,
1.161228,
1.33498,
0.858605,
1.378648,
0.64586
],
[
267,
134,
133,
267,
134,
133
],
[
153,
76,
77,
153,
76,
77
],
[
114,
58,
56,
114,
58,
56
],
[
57.303371,
56.716418,
57.894737,
57.303371,
56.716418,
57.894737
],
[
0.933873,
0.8862,
0.970895,
0.639745,
1.052126,
0.469716
],
[
29235,
24193,
29235,
12541,
12541,
10212
],
[
-87741,
-36178,
-87741,
-114696,
-8301,
-114696
],
[
44,
37,
51,
44,
37,
51
],
[
36,
31,
41,
36,
31,
41
],
[
55,
45,
66,
55,
45,
66
],
[
11941,
5055,
6886,
11941,
5055,
6886
],
[
17.245035,
57.245035,
0,
17.245035,
57.245035,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312734,
-155788,
-4097,
-577865,
-155707,
-579956
]
]
}
{
"trading_pair": "HOOK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12403,
"evaluation_days": 1033.58,
"actual_first_datapoint_time": 1669903200000,
"first_datapoint_time": 1671552000000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759204371017,
"expiration_time": 1762412457600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 230,
"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) |
|---|