| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 119310.676 | -73104.3926 | 192415.0686 | 116376.5101 | -135618.7265 | 251995.2366 |
| Total P&L (%) | 119.3107 | -73.1044 | 192.4151 | 116.3765 | -135.6187 | 251.9952 |
| Avg Daily Profit (%) | 0.1151 | -0.0705 | 0.1856 | 0.0745 | 0 | 0.1215 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -41852 | -83846 | -29405 | -93441 | -158211 | -47285 |
| Profit Factor | 1.4804 | 0.5821 | 3.62 | 1.2876 | 0.5242 | 3.1065 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
| Losing Trades | 22 | 18 | 4 | 22 | 18 | 4 |
| Profitability (%) | 77.7778 | 64 | 91.8367 | 77.7778 | 64 | 91.8367 |
| Ratio Avg Win / Avg Loss | 0.423 | 0.3274 | 0.3218 | 0.3679 | 0.2949 | 0.2761 |
| Largest Winning Trade | 18416 | 8028 | 18416 | 27299 | 13128 | 27299 |
| Largest Losing Trade | -35481 | -35481 | -29405 | -71213 | -71213 | -47285 |
| Avg Bars in Trades | 57 | 35 | 78 | 57 | 35 | 78 |
| Avg Bars in Winners | 37 | 13 | 55 | 37 | 13 | 55 |
| Avg Bars in Losers | 124 | 76 | 341 | 124 | 76 | 341 |
| Bars Traded | 5660 | 1798 | 3862 | 5660 | 1798 | 3862 |
| Profit Streak | 94.1052 | 94.1052 | 125.6052 | 94.1052 | 94.1052 | 125.6052 |
| Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -34207 | -757659 | 650111 | -89530 | -757659 | -21137 |
{
"trading_pair": "HOOK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6220,
"evaluation_days": 1036.67,
"actual_first_datapoint_time": 1669896000000,
"first_datapoint_time": 1673438400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759458692403,
"expiration_time": 1762136640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 165,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
119310.675963245,
-73104.392594227,
192415.0685574721,
116376.5100878699,
-135618.7265129207,
251995.2366007909
],
[
119.310676,
-73.104393,
192.415069,
116.37651,
-135.618727,
251.995237
],
[
0.11509,
-0.070518,
0.185609,
0.074482,
0,
0.121467
],
[
10,
10,
10,
10,
10,
10
],
[
-41852,
-83846,
-29405,
-93441,
-158211,
-47285
],
[
1.480379,
0.58209,
3.620046,
1.287591,
0.524202,
3.106527
],
[
99,
50,
49,
99,
50,
49
],
[
77,
32,
45,
77,
32,
45
],
[
22,
18,
4,
22,
18,
4
],
[
77.777778,
64,
91.836735,
77.777778,
64,
91.836735
],
[
0.422965,
0.327426,
0.321782,
0.367883,
0.294863,
0.276136
],
[
18416,
8028,
18416,
27299,
13128,
27299
],
[
-35481,
-35481,
-29405,
-71213,
-71213,
-47285
],
[
57,
35,
78,
57,
35,
78
],
[
37,
13,
55,
37,
13,
55
],
[
124,
76,
341,
124,
76,
341
],
[
5660,
1798,
3862,
5660,
1798,
3862
],
[
94.105236,
94.105236,
125.605236,
94.105236,
94.105236,
125.605236
],
[
6,
3,
5,
6,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-34207,
-757659,
650111,
-89530,
-757659,
-21137
]
]
}
{
"trading_pair": "HOOK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6220,
"evaluation_days": 1036.67,
"actual_first_datapoint_time": 1669896000000,
"first_datapoint_time": 1673438400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759458692403,
"expiration_time": 1762136640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 165,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|