Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152363.9198 | -16604.6929 | 168968.6127 | 132906.8014 | -102566.5189 | 235473.3203 |
Total P&L (%) | 152.3639 | -16.6047 | 168.9686 | 132.9068 | -102.5665 | 235.4733 |
Avg Daily Profit (%) | 0.1465 | -0.016 | 0.1624 | 0.0813 | 0 | 0.1164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75761 | -89799 | -24155 | -213972 | -237964 | -32723 |
Profit Factor | 1.6601 | 0.8991 | 3.5471 | 1.3182 | 0.6855 | 3.5717 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 18 | 13 | 5 | 18 | 13 | 5 |
Profitability (%) | 71.875 | 59.375 | 84.375 | 71.875 | 59.375 | 84.375 |
Ratio Avg Win / Avg Loss | 0.6496 | 0.6151 | 0.6569 | 0.5158 | 0.469 | 0.6614 |
Largest Winning Trade | 22321 | 18664 | 22321 | 48754 | 36632 | 48754 |
Largest Losing Trade | -52496 | -52496 | -34400 | -177356 | -177356 | -34400 |
Avg Bars in Trades | 93 | 78 | 108 | 93 | 78 | 108 |
Avg Bars in Winners | 75 | 59 | 86 | 75 | 59 | 86 |
Avg Bars in Losers | 138 | 104 | 226 | 138 | 104 | 226 |
Bars Traded | 5974 | 2498 | 3476 | 5974 | 2498 | 3476 |
Profit Streak | 115.9769 | 115.9769 | 277.6436 | 115.9769 | 115.9769 | 277.6436 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136368 | -578242 | 610939 | -225079 | -578242 | -27900 |
{ "trading_pair": "HOOK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6242, "evaluation_days": 1040.33, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1672545600000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759778805309, "expiration_time": 1762462944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 185, "offset": 0, "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": [ [ 152363.9197783227, -16604.6929455183, 168968.6127238409, 132906.8014079261, -102566.5189041023, 235473.3203120285 ], [ 152.36392, -16.604693, 168.968613, 132.906801, -102.566519, 235.47332 ], [ 0.146457, -0.015961, 0.162418, 0.081302, 0, 0.116413 ], [ 10, 10, 10, 10, 10, 10 ], [ -75761, -89799, -24155, -213972, -237964, -32723 ], [ 1.660084, 0.899052, 3.547106, 1.318196, 0.685499, 3.571675 ], [ 64, 32, 32, 64, 32, 32 ], [ 46, 19, 27, 46, 19, 27 ], [ 18, 13, 5, 18, 13, 5 ], [ 71.875, 59.375, 84.375, 71.875, 59.375, 84.375 ], [ 0.649598, 0.615141, 0.656871, 0.515816, 0.469026, 0.661421 ], [ 22321, 18664, 22321, 48754, 36632, 48754 ], [ -52496, -52496, -34400, -177356, -177356, -34400 ], [ 93, 78, 108, 93, 78, 108 ], [ 75, 59, 86, 75, 59, 86 ], [ 138, 104, 226, 138, 104, 226 ], [ 5974, 2498, 3476, 5974, 2498, 3476 ], [ 115.976913, 115.976913, 277.64358, 115.976913, 115.976913, 277.64358 ], [ 6, 3, 7, 6, 3, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -136368, -578242, 610939, -225079, -578242, -27900 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6242, "evaluation_days": 1040.33, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1672545600000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759778805309, "expiration_time": 1762462944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 185, "offset": 0, "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) |
---|