Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181184.3954 | -826.2465 | 182010.6419 | 85441.6118 | -27956.1804 | 113397.7922 |
Total P&L (%) | 181.1844 | -0.8262 | 182.0106 | 85.4416 | -27.9562 | 113.3978 |
Avg Daily Profit (%) | 0.1738 | -0.0008 | 0.1746 | 0.0593 | -0.0314 | 0.0727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84092 | -115526 | -35177 | -84361 | -121769 | -35074 |
Profit Factor | 1.5737 | 0.9967 | 3.6548 | 1.3049 | 0.8692 | 2.7074 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 13 | 9 | 4 | 13 | 9 | 4 |
Profitability (%) | 83.1169 | 76.3158 | 89.7436 | 83.1169 | 76.3158 | 89.7436 |
Ratio Avg Win / Avg Loss | 0.3197 | 0.3093 | 0.4177 | 0.2651 | 0.2698 | 0.3094 |
Largest Winning Trade | 17937 | 17937 | 14726 | 25533 | 25533 | 17556 |
Largest Losing Trade | -71456 | -71456 | -29434 | -62808 | -62808 | -30659 |
Avg Bars in Trades | 51 | 73 | 29 | 51 | 73 | 29 |
Avg Bars in Winners | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Losers | 201 | 241 | 111 | 201 | 241 | 111 |
Bars Traded | 3944 | 2810 | 1134 | 3944 | 2810 | 1134 |
Profit Streak | 89.7884 | 89.7884 | 295.0384 | 89.7884 | 89.7884 | 295.0384 |
Trades During Streak | 19 | 9 | 12 | 19 | 9 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32555 | -575735 | 651525 | -155392 | -575735 | -86775 |
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{ "first_band": { "type": "wma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 195, "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": [ [ 181184.3954385513, -826.2464726191, 182010.6419111703, 85441.6117771982, -27956.1803862065, 113397.7921634046 ], [ 181.184395, -0.826246, 182.010642, 85.441612, -27.95618, 113.397792 ], [ 0.173798, -0.000793, 0.174591, 0.059257, -0.031448, 0.072735 ], [ 10, 10, 10, 10, 10, 10 ], [ -84092, -115526, -35177, -84361, -121769, -35074 ], [ 1.573708, 0.996658, 3.654835, 1.304944, 0.869225, 2.707426 ], [ 77, 38, 39, 77, 38, 39 ], [ 64, 29, 35, 64, 29, 35 ], [ 13, 9, 4, 13, 9, 4 ], [ 83.116883, 76.315789, 89.74359, 83.116883, 76.315789, 89.74359 ], [ 0.319659, 0.309308, 0.417695, 0.265067, 0.269759, 0.30942 ], [ 17937, 17937, 14726, 25533, 25533, 17556 ], [ -71456, -71456, -29434, -62808, -62808, -30659 ], [ 51, 73, 29, 51, 73, 29 ], [ 20, 21, 19, 20, 21, 19 ], [ 201, 241, 111, 201, 241, 111 ], [ 3944, 2810, 1134, 3944, 2810, 1134 ], [ 89.788352, 89.788352, 295.038352, 89.788352, 89.788352, 295.038352 ], [ 19, 9, 12, 19, 9, 12 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -32555, -575735, 651525, -155392, -575735, -86775 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4170, "evaluation_days": 1042.5, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1674086400000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759971313606, "expiration_time": 1762648560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 195, "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) |
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