| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 216695.2476 | -4593.8744 | 221289.1221 | 290689.1384 | -123671.3432 | 414360.4817 |
| Total P&L (%) | 216.6952 | -4.5939 | 221.2891 | 290.6891 | -123.6713 | 414.3605 |
| Avg Daily Profit (%) | 0.2092 | -0.0044 | 0.2137 | 0.1317 | 0 | 0.1583 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -66656 | -75742 | -25392 | -252995 | -261333 | -57273 |
| Profit Factor | 1.9323 | 0.9738 | 4.8666 | 1.4638 | 0.7385 | 3.6925 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
| Losing Trades | 21 | 16 | 5 | 21 | 16 | 5 |
| Profitability (%) | 80.1887 | 69.8113 | 90.566 | 80.1887 | 69.8113 | 90.566 |
| Ratio Avg Win / Avg Loss | 0.4774 | 0.4211 | 0.5069 | 0.3616 | 0.3193 | 0.3846 |
| Largest Winning Trade | 28816 | 28816 | 21152 | 57473 | 57473 | 54344 |
| Largest Losing Trade | -66656 | -66656 | -25392 | -252995 | -252995 | -57273 |
| Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
| Avg Bars in Winners | 13 | 6 | 18 | 13 | 6 | 18 |
| Avg Bars in Losers | 79 | 65 | 124 | 79 | 65 | 124 |
| Bars Traded | 2819 | 1287 | 1532 | 2819 | 1287 | 1532 |
| Profit Streak | 58.4156 | 58.4156 | 61.7489 | 58.4156 | 58.4156 | 61.7489 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 534666 | -757008 | -160813 | -11572 | -757008 | -162148 |
{
"trading_pair": "HOOK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3107,
"evaluation_days": 1035.67,
"actual_first_datapoint_time": 1669881600000,
"first_datapoint_time": 1673683200000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759341506400,
"expiration_time": 1762018848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 133,
"offset": 89,
"scalar": 2
}
}
} {
"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": [
[
216695.2476477365,
-4593.8744498214,
221289.1220975578,
290689.1384382683,
-123671.3432377712,
414360.4816760393
],
[
216.695248,
-4.593874,
221.289122,
290.689138,
-123.671343,
414.360482
],
[
0.209232,
-0.004436,
0.213668,
0.131667,
0,
0.15826
],
[
10,
10,
10,
10,
10,
10
],
[
-66656,
-75742,
-25392,
-252995,
-261333,
-57273
],
[
1.93226,
0.973781,
4.866574,
1.463756,
0.738495,
3.692535
],
[
106,
53,
53,
106,
53,
53
],
[
85,
37,
48,
85,
37,
48
],
[
21,
16,
5,
21,
16,
5
],
[
80.188679,
69.811321,
90.566038,
80.188679,
69.811321,
90.566038
],
[
0.477382,
0.421094,
0.506935,
0.361634,
0.319349,
0.384639
],
[
28816,
28816,
21152,
57473,
57473,
54344
],
[
-66656,
-66656,
-25392,
-252995,
-252995,
-57273
],
[
26,
24,
28,
26,
24,
28
],
[
13,
6,
18,
13,
6,
18
],
[
79,
65,
124,
79,
65,
124
],
[
2819,
1287,
1532,
2819,
1287,
1532
],
[
58.415583,
58.415583,
61.748917,
58.415583,
58.415583,
61.748917
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
534666,
-757008,
-160813,
-11572,
-757008,
-162148
]
]
}
{
"trading_pair": "HOOK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3107,
"evaluation_days": 1035.67,
"actual_first_datapoint_time": 1669881600000,
"first_datapoint_time": 1673683200000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759341506400,
"expiration_time": 1762018848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 133,
"offset": 89,
"scalar": 2
}
}
}
| # | 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) |
|---|