| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 353334.8969 | 69898.8647 | 283436.0322 | 1897524.1393 | 519868.5449 | 1377655.5944 |
| Total P&L (%) | 353.3349 | 69.8989 | 283.436 | 1897.5241 | 519.8685 | 1377.6556 |
| Avg Daily Profit (%) | 0.3419 | 0.0676 | 0.2743 | 0.2902 | 0.1767 | 0.261 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36906 | -23886 | -29495 | -105876 | -123584 | -88003 |
| Profit Factor | 3.8114 | 2.0952 | 5.5824 | 4.9071 | 2.956 | 7.2657 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Profitability (%) | 57.7465 | 55.5556 | 60 | 57.7465 | 55.5556 | 60 |
| Ratio Avg Win / Avg Loss | 2.7888 | 1.6761 | 3.7216 | 3.5906 | 2.3648 | 4.8438 |
| Largest Winning Trade | 38454 | 23606 | 38454 | 401565 | 275526 | 401565 |
| Largest Losing Trade | -24797 | -17749 | -24797 | -100928 | -100928 | -75802 |
| Avg Bars in Trades | 142 | 29 | 258 | 142 | 29 | 258 |
| Avg Bars in Winners | 124 | 27 | 216 | 124 | 27 | 216 |
| Avg Bars in Losers | 167 | 31 | 322 | 167 | 31 | 322 |
| Bars Traded | 10105 | 1047 | 9058 | 10105 | 1047 | 9058 |
| Profit Streak | 177.9587 | 177.9587 | 199.7087 | 177.9587 | 177.9587 | 199.7087 |
| Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -72854 | -96671 | 689457 | -72076 | 556188 | 711379 |
{
"trading_pair": "HOOK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12400,
"evaluation_days": 1033.33,
"actual_first_datapoint_time": 1669903200000,
"first_datapoint_time": 1671400800000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759179631676,
"expiration_time": 1762390080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 209,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
353334.8969282464,
69898.8647477544,
283436.0321804921,
1897524.1392701028,
519868.5448653708,
1377655.5944047316
],
[
353.334897,
69.898865,
283.436032,
1897.524139,
519.868545,
1377.655594
],
[
0.341938,
0.067644,
0.274294,
0.290211,
0.176705,
0.260958
],
[
10,
10,
10,
10,
10,
10
],
[
-36906,
-23886,
-29495,
-105876,
-123584,
-88003
],
[
3.811416,
2.095163,
5.582369,
4.907123,
2.955974,
7.265699
],
[
71,
36,
35,
71,
36,
35
],
[
41,
20,
21,
41,
20,
21
],
[
30,
16,
14,
30,
16,
14
],
[
57.746479,
55.555556,
60,
57.746479,
55.555556,
60
],
[
2.788841,
1.676131,
3.72158,
3.590578,
2.364779,
4.843799
],
[
38454,
23606,
38454,
401565,
275526,
401565
],
[
-24797,
-17749,
-24797,
-100928,
-100928,
-75802
],
[
142,
29,
258,
142,
29,
258
],
[
124,
27,
216,
124,
27,
216
],
[
167,
31,
322,
167,
31,
322
],
[
10105,
1047,
9058,
10105,
1047,
9058
],
[
177.9587,
177.9587,
199.7087,
177.9587,
177.9587,
199.7087
],
[
4,
2,
4,
4,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-72854,
-96671,
689457,
-72076,
556188,
711379
]
]
}
{
"trading_pair": "HOOK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12400,
"evaluation_days": 1033.33,
"actual_first_datapoint_time": 1669903200000,
"first_datapoint_time": 1671400800000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759179631676,
"expiration_time": 1762390080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 209,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|