Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230084.6606 | 77637.0291 | 152447.6316 | 152175.6706 | -42248.7208 | 194424.3914 |
Total P&L (%) | 230.0847 | 77.637 | 152.4476 | 152.1757 | -42.2487 | 194.4244 |
Avg Daily Profit (%) | 0.2215 | 0.0748 | 0.1468 | 0.0891 | -0.0528 | 0.104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83927 | -74842 | -38211 | -227467 | -217329 | -140514 |
Profit Factor | 1.4465 | 1.2938 | 1.6071 | 1.1392 | 0.9237 | 1.3607 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 56.3107 | 57.6923 | 54.902 | 56.3107 | 57.6923 | 54.902 |
Ratio Avg Win / Avg Loss | 1.1223 | 0.9488 | 1.3201 | 0.8839 | 0.6774 | 1.1177 |
Largest Winning Trade | 88667 | 88667 | 54085 | 136215 | 131018 | 136215 |
Largest Losing Trade | -30142 | -22317 | -30142 | -140514 | -65267 | -140514 |
Avg Bars in Trades | 111 | 75 | 148 | 111 | 75 | 148 |
Avg Bars in Winners | 112 | 66 | 161 | 112 | 66 | 161 |
Avg Bars in Losers | 111 | 88 | 133 | 111 | 88 | 133 |
Bars Traded | 11519 | 3929 | 7589 | 11519 | 3929 | 7589 |
Profit Streak | 41.809 | 43.7257 | 0 | 41.809 | 43.7257 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375362 | -273260 | -174581 | -141418 | -759282 | -233067 |
{ "trading_pair": "HOOK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12463, "evaluation_days": 1038.58, "actual_first_datapoint_time": 1669903200000, "first_datapoint_time": 1671573600000, "last_datapoint_time": 1759629600000, "evaluation_time": 1759634696428, "expiration_time": 1762860009600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 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": [ [ 230084.660640572, 77637.029053048, 152447.631587524, 152175.6705763827, -42248.7207971524, 194424.391373535 ], [ 230.084661, 77.637029, 152.447632, 152.175671, -42.248721, 194.424391 ], [ 0.221538, 0.074753, 0.146785, 0.089099, -0.052849, 0.104028 ], [ 10, 10, 10, 10, 10, 10 ], [ -83927, -74842, -38211, -227467, -217329, -140514 ], [ 1.446479, 1.293822, 1.60712, 1.139219, 0.923749, 1.360715 ], [ 103, 52, 51, 103, 52, 51 ], [ 58, 30, 28, 58, 30, 28 ], [ 45, 22, 23, 45, 22, 23 ], [ 56.31068, 57.692308, 54.901961, 56.31068, 57.692308, 54.901961 ], [ 1.122268, 0.948803, 1.320134, 0.883877, 0.677416, 1.117731 ], [ 88667, 88667, 54085, 136215, 131018, 136215 ], [ -30142, -22317, -30142, -140514, -65267, -140514 ], [ 111, 75, 148, 111, 75, 148 ], [ 112, 66, 161, 112, 66, 161 ], [ 111, 88, 133, 111, 88, 133 ], [ 11519, 3929, 7589, 11519, 3929, 7589 ], [ 41.808986, 43.725653, 0, 41.808986, 43.725653, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 375362, -273260, -174581, -141418, -759282, -233067 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12463, "evaluation_days": 1038.58, "actual_first_datapoint_time": 1669903200000, "first_datapoint_time": 1671573600000, "last_datapoint_time": 1759629600000, "evaluation_time": 1759634696428, "expiration_time": 1762860009600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 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) |
---|