Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214404.7672 | -6293.3454 | 220698.1126 | 177899.082 | -65247.4857 | 243146.5677 |
Total P&L (%) | 214.4048 | -6.2933 | 220.6981 | 177.8991 | -65.2475 | 243.1466 |
Avg Daily Profit (%) | 0.2054 | -0.006 | 0.2115 | 0.098 | -0.1012 | 0.1182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101757 | -100952 | -61845 | -156831 | -162426 | -86841 |
Profit Factor | 1.5675 | 0.9717 | 2.4189 | 1.3443 | 0.7963 | 2.2377 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 60.5634 | 55.5556 | 65.7143 | 60.5634 | 55.5556 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.0207 | 0.7773 | 1.262 | 0.8754 | 0.637 | 1.1675 |
Largest Winning Trade | 57276 | 46370 | 57276 | 63926 | 63926 | 60974 |
Largest Losing Trade | -38988 | -36595 | -38988 | -67378 | -67378 | -53247 |
Avg Bars in Trades | 81 | 48 | 115 | 81 | 48 | 115 |
Avg Bars in Winners | 68 | 29 | 102 | 68 | 29 | 102 |
Avg Bars in Losers | 102 | 73 | 142 | 102 | 73 | 142 |
Bars Traded | 5817 | 1758 | 4059 | 5817 | 1758 | 4059 |
Profit Streak | 42.8768 | 64.3768 | 42.8768 | 42.8768 | 64.3768 | 42.8768 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78821 | -579087 | 496653 | -151686 | -579087 | -29467 |
{ "trading_pair": "HOOK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6262, "evaluation_days": 1043.67, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1672545600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760058156075, "expiration_time": 1762759584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 121, "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": [ [ 214404.7671538604, -6293.3454053111, 220698.1125591714, 177899.0820428383, -65247.485679425, 243146.5677222633 ], [ 214.404767, -6.293345, 220.698113, 177.899082, -65.247486, 243.146568 ], [ 0.205433, -0.00603, 0.211464, 0.09798, -0.101218, 0.118209 ], [ 10, 10, 10, 10, 10, 10 ], [ -101757, -100952, -61845, -156831, -162426, -86841 ], [ 1.567508, 0.971684, 2.418876, 1.344294, 0.796262, 2.237676 ], [ 71, 36, 35, 71, 36, 35 ], [ 43, 20, 23, 43, 20, 23 ], [ 28, 16, 12, 28, 16, 12 ], [ 60.56338, 55.555556, 65.714286, 60.56338, 55.555556, 65.714286 ], [ 1.020703, 0.777347, 1.262022, 0.875354, 0.63701, 1.167483 ], [ 57276, 46370, 57276, 63926, 63926, 60974 ], [ -38988, -36595, -38988, -67378, -67378, -53247 ], [ 81, 48, 115, 81, 48, 115 ], [ 68, 29, 102, 68, 29, 102 ], [ 102, 73, 142, 102, 73, 142 ], [ 5817, 1758, 4059, 5817, 1758, 4059 ], [ 42.876806, 64.376806, 42.876806, 42.876806, 64.376806, 42.876806 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -78821, -579087, 496653, -151686, -579087, -29467 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6262, "evaluation_days": 1043.67, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1672545600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760058156075, "expiration_time": 1762759584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 121, "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) |
---|