Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148496.3369 | -9488.8122 | 157985.149 | 14499.8536 | -60011.5983 | 74511.452 |
Total P&L (%) | 148.4963 | -9.4888 | 157.9851 | 14.4999 | -60.0116 | 74.5115 |
Avg Daily Profit (%) | 0.1427 | -0.0091 | 0.1518 | 0.013 | -0.088 | 0.0535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84168 | -93075 | -50891 | -105138 | -112800 | -31256 |
Profit Factor | 1.4114 | 0.9642 | 2.6422 | 1.0494 | 0.7232 | 1.9704 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 82.0225 | 79.5455 | 84.4444 | 82.0225 | 79.5455 | 84.4444 |
Ratio Avg Win / Avg Loss | 0.3093 | 0.2479 | 0.4867 | 0.23 | 0.186 | 0.363 |
Largest Winning Trade | 17897 | 16163 | 17897 | 14328 | 12673 | 14328 |
Largest Losing Trade | -75522 | -75522 | -33527 | -100613 | -100613 | -27398 |
Avg Bars in Trades | 66 | 95 | 38 | 66 | 95 | 38 |
Avg Bars in Winners | 27 | 32 | 23 | 27 | 32 | 23 |
Avg Bars in Losers | 243 | 339 | 120 | 243 | 339 | 120 |
Bars Traded | 5918 | 4198 | 1720 | 5918 | 4198 | 1720 |
Profit Streak | 88.689 | 88.689 | 141.0224 | 88.689 | 88.689 | 141.0224 |
Trades During Streak | 17 | 8 | 10 | 17 | 8 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 103964 | -575311 | 555495 | -362774 | -575311 | -114521 |
{ "trading_pair": "HOOK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6244, "evaluation_days": 1040.67, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1673481600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759811531470, "expiration_time": 1762492608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 250, "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": [ [ 148496.3368546086, -9488.8121944081, 157985.1490490167, 14499.8536451637, -60011.5983081002, 74511.4519532639 ], [ 148.496337, -9.488812, 157.985149, 14.499854, -60.011598, 74.511452 ], [ 0.142693, -0.009118, 0.151811, 0.013012, -0.088037, 0.05352 ], [ 10, 10, 10, 10, 10, 10 ], [ -84168, -93075, -50891, -105138, -112800, -31256 ], [ 1.411389, 0.964161, 2.642209, 1.049382, 0.723243, 1.970362 ], [ 89, 44, 45, 89, 44, 45 ], [ 73, 35, 38, 73, 35, 38 ], [ 16, 9, 7, 16, 9, 7 ], [ 82.022472, 79.545455, 84.444444, 82.022472, 79.545455, 84.444444 ], [ 0.309346, 0.247927, 0.486723, 0.230002, 0.185977, 0.362962 ], [ 17897, 16163, 17897, 14328, 12673, 14328 ], [ -75522, -75522, -33527, -100613, -100613, -27398 ], [ 66, 95, 38, 66, 95, 38 ], [ 27, 32, 23, 27, 32, 23 ], [ 243, 339, 120, 243, 339, 120 ], [ 5918, 4198, 1720, 5918, 4198, 1720 ], [ 88.689022, 88.689022, 141.022355, 88.689022, 88.689022, 141.022355 ], [ 17, 8, 10, 17, 8, 10 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 103964, -575311, 555495, -362774, -575311, -114521 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6244, "evaluation_days": 1040.67, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1673481600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759811531470, "expiration_time": 1762492608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 250, "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) |
---|