| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 251230.9529 | 63608.432 | 187622.5209 | 132798.0255 | 18618.8715 | 114179.154 |
| Total P&L (%) | 251.231 | 63.6084 | 187.6225 | 132.798 | 18.6189 | 114.1792 |
| Avg Daily Profit (%) | 0.2412 | 0.0611 | 0.1801 | 0.0812 | 0.0164 | 0.0731 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -123515 | -55112 | -122031 | -104873 | -75700 | -101571 |
| Profit Factor | 1.3781 | 1.1867 | 1.5795 | 1.2394 | 1.062 | 1.4483 |
| Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
| Winning Trades | 108 | 50 | 58 | 108 | 50 | 58 |
| Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
| Profitability (%) | 57.754 | 53.7634 | 61.7021 | 57.754 | 53.7634 | 61.7021 |
| Ratio Avg Win / Avg Loss | 1.0081 | 1.0206 | 0.9804 | 0.9066 | 0.9134 | 0.8989 |
| Largest Winning Trade | 32835 | 25101 | 32835 | 32700 | 32700 | 27490 |
| Largest Losing Trade | -67144 | -33285 | -67144 | -73600 | -38657 | -73600 |
| Avg Bars in Trades | 130 | 132 | 128 | 130 | 132 | 128 |
| Avg Bars in Winners | 113 | 115 | 111 | 113 | 115 | 111 |
| Avg Bars in Losers | 154 | 152 | 156 | 154 | 152 | 156 |
| Bars Traded | 24432 | 12340 | 12092 | 24432 | 12340 | 12092 |
| Profit Streak | 46.0134 | 46.0134 | 50.4717 | 46.0134 | 46.0134 | 50.4717 |
| Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 438191 | -125269 | 372218 | -82918 | -331035 | -93194 |
{
"trading_pair": "HOOK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670076000000,
"first_datapoint_time": 1671087600000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760080758410,
"expiration_time": 1766556000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 162,
"offset": 120
}
}
} {
"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": [
[
251230.9529183928,
63608.4320022785,
187622.5209161146,
132798.0254932053,
18618.8714892369,
114179.1540039685
],
[
251.230953,
63.608432,
187.622521,
132.798025,
18.618871,
114.179154
],
[
0.241181,
0.061064,
0.180117,
0.081153,
0.016393,
0.073144
],
[
10,
10,
10,
10,
10,
10
],
[
-123515,
-55112,
-122031,
-104873,
-75700,
-101571
],
[
1.378127,
1.186726,
1.579513,
1.239357,
1.06204,
1.448289
],
[
187,
93,
94,
187,
93,
94
],
[
108,
50,
58,
108,
50,
58
],
[
79,
43,
36,
79,
43,
36
],
[
57.754011,
53.763441,
61.702128,
57.754011,
53.763441,
61.702128
],
[
1.008074,
1.020585,
0.980387,
0.906567,
0.913354,
0.898938
],
[
32835,
25101,
32835,
32700,
32700,
27490
],
[
-67144,
-33285,
-67144,
-73600,
-38657,
-73600
],
[
130,
132,
128,
130,
132,
128
],
[
113,
115,
111,
113,
115,
111
],
[
154,
152,
156,
154,
152,
156
],
[
24432,
12340,
12092,
24432,
12340,
12092
],
[
46.013407,
46.013407,
50.471741,
46.013407,
46.013408,
50.471741
],
[
9,
4,
5,
9,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
438191,
-125269,
372218,
-82918,
-331035,
-93194
]
]
}
{
"trading_pair": "HOOK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670076000000,
"first_datapoint_time": 1671087600000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760080758410,
"expiration_time": 1766556000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 162,
"offset": 120
}
}
}
| # | 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) |
|---|