Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241182.3222 | 67694.705 | 173487.6172 | 185716.8785 | -159116.1941 | 344833.0726 |
Total P&L (%) | 241.1823 | 67.6947 | 173.4876 | 185.7169 | -159.1162 | 344.8331 |
Avg Daily Profit (%) | 0.2322 | 0.0652 | 0.1671 | 0.1011 | 0 | 0.1438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102520 | -110025 | -46555 | -327796 | -407631 | -209946 |
Profit Factor | 1.385 | 1.1751 | 1.7233 | 1.105 | 0.8529 | 1.5016 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 55.8621 | 49.3151 | 62.5 | 55.8621 | 49.3151 | 62.5 |
Ratio Avg Win / Avg Loss | 1.0943 | 1.2077 | 1.034 | 0.8731 | 0.8765 | 0.9009 |
Largest Winning Trade | 81167 | 81167 | 34128 | 203092 | 203092 | 109521 |
Largest Losing Trade | -29442 | -29442 | -24075 | -119604 | -106527 | -119604 |
Avg Bars in Trades | 27 | 21 | 33 | 27 | 21 | 33 |
Avg Bars in Winners | 27 | 21 | 32 | 27 | 21 | 32 |
Avg Bars in Losers | 26 | 20 | 33 | 26 | 20 | 33 |
Bars Traded | 3948 | 1559 | 2389 | 3948 | 1559 | 2389 |
Profit Streak | 0 | 0 | 22.168 | 0 | 0 | 22.168 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357158 | -205940 | -67516 | -163230 | -652724 | -78404 |
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4154, "evaluation_days": 1038.5, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1671494400000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759615316379, "expiration_time": 1762292592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 68, "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": [ [ 241182.3222025562, 67694.7050333125, 173487.6171692439, 185716.8784719355, -159116.1941199714, 344833.072591907 ], [ 241.182322, 67.694705, 173.487617, 185.716878, -159.116194, 344.833073 ], [ 0.232241, 0.065185, 0.167056, 0.101142, 0, 0.143823 ], [ 10, 10, 10, 10, 10, 10 ], [ -102520, -110025, -46555, -327796, -407631, -209946 ], [ 1.384958, 1.175073, 1.723316, 1.104993, 0.85285, 1.501551 ], [ 145, 73, 72, 145, 73, 72 ], [ 81, 36, 45, 81, 36, 45 ], [ 64, 37, 27, 64, 37, 27 ], [ 55.862069, 49.315068, 62.5, 55.862069, 49.315068, 62.5 ], [ 1.094288, 1.207714, 1.03399, 0.873081, 0.87654, 0.900931 ], [ 81167, 81167, 34128, 203092, 203092, 109521 ], [ -29442, -29442, -24075, -119604, -106527, -119604 ], [ 27, 21, 33, 27, 21, 33 ], [ 27, 21, 32, 27, 21, 32 ], [ 26, 20, 33, 26, 20, 33 ], [ 3948, 1559, 2389, 3948, 1559, 2389 ], [ 0, 0, 22.168014, 0, 0, 22.168014 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357158, -205940, -67516, -163230, -652724, -78404 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4154, "evaluation_days": 1038.5, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1671494400000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759615316379, "expiration_time": 1762292592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 68, "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) |
---|