Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177802.9096 | 20807.0543 | 156995.8553 | 53063.0109 | 2507.615 | 50555.3959 |
Total P&L (%) | 177.8029 | 20.8071 | 156.9959 | 53.063 | 2.5076 | 50.5554 |
Avg Daily Profit (%) | 0.1729 | 0.0202 | 0.1527 | 0.0414 | 0.0024 | 0.0398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107629 | -166420 | -66964 | -172374 | -181184 | -75380 |
Profit Factor | 1.2458 | 1.0494 | 1.5203 | 1.0734 | 1.0064 | 1.1519 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 159 | 75 | 84 | 159 | 75 | 84 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 70.6667 | 66.9643 | 74.3363 | 70.6667 | 66.9643 | 74.3363 |
Ratio Avg Win / Avg Loss | 0.5171 | 0.5177 | 0.5249 | 0.4456 | 0.4965 | 0.3977 |
Largest Winning Trade | 20880 | 20178 | 20880 | 27974 | 27974 | 22349 |
Largest Losing Trade | -53695 | -36843 | -53695 | -69231 | -54504 | -69231 |
Avg Bars in Trades | 53 | 56 | 49 | 53 | 56 | 49 |
Avg Bars in Winners | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Losers | 107 | 110 | 104 | 107 | 110 | 104 |
Bars Traded | 11940 | 6311 | 5629 | 11940 | 6311 | 5629 |
Profit Streak | 50.9883 | 50.9883 | 64.8216 | 50.9883 | 50.9883 | 64.8216 |
Trades During Streak | 17 | 8 | 10 | 17 | 8 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400952 | -336501 | 425328 | -274532 | -566929 | -191275 |
{ "trading_pair": "HOOK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12337, "evaluation_days": 1028.08, "actual_first_datapoint_time": 1669903200000, "first_datapoint_time": 1670846400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758894186589, "expiration_time": 1761920150400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 132, "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": [ [ 177802.9096317746, 20807.0543332292, 156995.8552985455, 53063.0108586958, 2507.6150053644, 50555.3958533315 ], [ 177.80291, 20.807054, 156.995855, 53.063011, 2.507615, 50.555396 ], [ 0.172947, 0.020239, 0.152708, 0.041414, 0.002409, 0.039806 ], [ 10, 10, 10, 10, 10, 10 ], [ -107629, -166420, -66964, -172374, -181184, -75380 ], [ 1.24582, 1.049358, 1.520276, 1.073379, 1.006424, 1.15192 ], [ 225, 112, 113, 225, 112, 113 ], [ 159, 75, 84, 159, 75, 84 ], [ 66, 37, 29, 66, 37, 29 ], [ 70.666667, 66.964286, 74.336283, 70.666667, 66.964286, 74.336283 ], [ 0.517133, 0.517684, 0.524857, 0.445553, 0.496502, 0.397687 ], [ 20880, 20178, 20880, 27974, 27974, 22349 ], [ -53695, -36843, -53695, -69231, -54504, -69231 ], [ 53, 56, 49, 53, 56, 49 ], [ 30, 29, 31, 30, 29, 31 ], [ 107, 110, 104, 107, 110, 104 ], [ 11940, 6311, 5629, 11940, 6311, 5629 ], [ 50.988271, 50.988271, 64.821604, 50.988271, 50.988271, 64.821604 ], [ 17, 8, 10, 17, 8, 10 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 400952, -336501, 425328, -274532, -566929, -191275 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12337, "evaluation_days": 1028.08, "actual_first_datapoint_time": 1669903200000, "first_datapoint_time": 1670846400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758894186589, "expiration_time": 1761920150400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 132, "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) |
---|