Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159042.5027 | -1912.2071 | 160954.7098 | -54443.3937 | -18478.779 | -35964.6147 |
Total P&L (%) | 159.0425 | -1.9122 | 160.9547 | -54.4434 | -18.4788 | -35.9646 |
Avg Daily Profit (%) | 0.1528 | -0.0018 | 0.1546 | -0.0755 | -0.0196 | -0.0428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87239 | -48395 | -74088 | -71607 | -14241 | -22268 |
Profit Factor | 1.3725 | 0.9886 | 1.6222 | 0.6892 | 0.6675 | 0.6993 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 68.5393 | 64.4444 | 72.7273 | 68.5393 | 64.4444 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.63 | 0.5455 | 0.6083 | 0.3163 | 0.3683 | 0.2622 |
Largest Winning Trade | 32602 | 17062 | 32602 | 6718 | 3155 | 6718 |
Largest Losing Trade | -87239 | -27116 | -87239 | -71607 | -17919 | -71607 |
Avg Bars in Trades | 137 | 67 | 209 | 137 | 67 | 209 |
Avg Bars in Winners | 109 | 49 | 162 | 109 | 49 | 162 |
Avg Bars in Losers | 200 | 100 | 333 | 200 | 100 | 333 |
Bars Traded | 12265 | 3049 | 9216 | 12265 | 3049 | 9216 |
Profit Streak | 66.6403 | 103.1403 | 66.6403 | 66.6403 | 103.1403 | 66.6403 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373648 | -577881 | 399229 | -576476 | -577603 | -577214 |
{ "trading_pair": "HOOK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12492, "evaluation_days": 1041, "actual_first_datapoint_time": 1669903200000, "first_datapoint_time": 1670810400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759843317792, "expiration_time": 1763076326400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 127, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 159042.5026688653, -1912.2070902167, 160954.709759082, -54443.3937016824, -18478.778989752, -35964.6147119303 ], [ 159.042503, -1.912207, 160.95471, -54.443394, -18.478779, -35.964615 ], [ 0.152779, -0.001837, 0.154615, -0.075496, -0.019624, -0.042809 ], [ 10, 10, 10, 10, 10, 10 ], [ -87239, -48395, -74088, -71607, -14241, -22268 ], [ 1.372509, 0.988635, 1.622181, 0.689167, 0.667466, 0.699251 ], [ 89, 45, 44, 89, 45, 44 ], [ 61, 29, 32, 61, 29, 32 ], [ 28, 16, 12, 28, 16, 12 ], [ 68.539326, 64.444444, 72.727273, 68.539326, 64.444444, 72.727273 ], [ 0.630004, 0.545454, 0.608318, 0.316339, 0.368257, 0.262219 ], [ 32602, 17062, 32602, 6718, 3155, 6718 ], [ -87239, -27116, -87239, -71607, -17919, -71607 ], [ 137, 67, 209, 137, 67, 209 ], [ 109, 49, 162, 109, 49, 162 ], [ 200, 100, 333, 200, 100, 333 ], [ 12265, 3049, 9216, 12265, 3049, 9216 ], [ 66.640252, 103.140252, 66.640252, 66.640252, 103.140252, 66.640252 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373648, -577881, 399229, -576476, -577603, -577214 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12492, "evaluation_days": 1041, "actual_first_datapoint_time": 1669903200000, "first_datapoint_time": 1670810400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759843317792, "expiration_time": 1763076326400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 127, "offset": 0, "scalar": 3 } } }
# | 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) |
---|