Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174231.0755 | 4667.836 | 169563.2395 | 77085.3543 | 6993.6818 | 70091.6725 |
Total P&L (%) | 174.2311 | 4.6678 | 169.5632 | 77.0854 | 6.9937 | 70.0917 |
Avg Daily Profit (%) | 0.1677 | 0.0045 | 0.1632 | 0.055 | 0.0065 | 0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95052 | -87906 | -47997 | -81750 | -79226 | -41051 |
Profit Factor | 1.4782 | 1.0195 | 2.3507 | 1.263 | 1.0409 | 1.575 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 76.8293 | 70.7317 | 82.9268 | 76.8293 | 70.7317 | 82.9268 |
Ratio Avg Win / Avg Loss | 0.4458 | 0.4219 | 0.484 | 0.3809 | 0.4307 | 0.3243 |
Largest Winning Trade | 16531 | 16531 | 15070 | 16318 | 16318 | 13657 |
Largest Losing Trade | -56840 | -56840 | -49971 | -63059 | -63059 | -49971 |
Avg Bars in Trades | 48 | 61 | 35 | 48 | 61 | 35 |
Avg Bars in Winners | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Losers | 133 | 155 | 95 | 133 | 155 | 95 |
Bars Traded | 3971 | 2536 | 1435 | 3971 | 2536 | 1435 |
Profit Streak | 94.2235 | 94.2235 | 138.2235 | 94.2235 | 94.2235 | 138.2235 |
Trades During Streak | 16 | 8 | 9 | 16 | 8 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 127734 | -548999 | 531302 | -124546 | -522871 | -118758 |
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{ "first_band": { "type": "jma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 183, "offset": 0, "std": 2.33636 } } }
{ "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": [ [ 174231.0754888045, 4667.8360349419, 169563.2394538626, 77085.3543205433, 6993.6818428879, 70091.6724776554 ], [ 174.231075, 4.667836, 169.563239, 77.085354, 6.993682, 70.091672 ], [ 0.167731, 0.004494, 0.163238, 0.055029, 0.006508, 0.051148 ], [ 10, 10, 10, 10, 10, 10 ], [ -95052, -87906, -47997, -81750, -79226, -41051 ], [ 1.47815, 1.019543, 2.350701, 1.263024, 1.040855, 1.575039 ], [ 82, 41, 41, 82, 41, 41 ], [ 63, 29, 34, 63, 29, 34 ], [ 19, 12, 7, 19, 12, 7 ], [ 76.829268, 70.731707, 82.926829, 76.829268, 70.731707, 82.926829 ], [ 0.445791, 0.42188, 0.483968, 0.380912, 0.430699, 0.324273 ], [ 16531, 16531, 15070, 16318, 16318, 13657 ], [ -56840, -56840, -49971, -63059, -63059, -49971 ], [ 48, 61, 35, 48, 61, 35 ], [ 22, 23, 22, 22, 23, 22 ], [ 133, 155, 95, 133, 155, 95 ], [ 3971, 2536, 1435, 3971, 2536, 1435 ], [ 94.223509, 94.223509, 138.223509, 94.223509, 94.223509, 138.223509 ], [ 16, 8, 9, 16, 8, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 127734, -548999, 531302, -124546, -522871, -118758 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4155, "evaluation_days": 1038.75, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1672812000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759641711211, "expiration_time": 1762314840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 183, "offset": 0, "std": 2.33636 } } }
# | 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) |
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