| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 314034.8441 | 101389.8386 | 212645.0055 | 316353.8402 | -76644.2013 | 392998.0414 |
| Total P&L (%) | 314.0348 | 101.3898 | 212.645 | 316.3538 | -76.6442 | 392.998 |
| Avg Daily Profit (%) | 0.3014 | 0.0973 | 0.2041 | 0.137 | -0.1395 | 0.1532 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107974 | -89250 | -86531 | -453275 | -409346 | -319581 |
| Profit Factor | 1.3155 | 1.186 | 1.4723 | 1.1056 | 0.955 | 1.3038 |
| Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
| Winning Trades | 212 | 100 | 112 | 212 | 100 | 112 |
| Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
| Profitability (%) | 63.2836 | 59.8802 | 66.6667 | 63.2836 | 59.8802 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.7632 | 0.7946 | 0.7362 | 0.6415 | 0.6398 | 0.6519 |
| Largest Winning Trade | 27201 | 27201 | 21475 | 110565 | 110565 | 66295 |
| Largest Losing Trade | -52070 | -33902 | -52070 | -171201 | -145028 | -171201 |
| Avg Bars in Trades | 36 | 37 | 35 | 36 | 37 | 35 |
| Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
| Avg Bars in Losers | 46 | 46 | 47 | 46 | 46 | 47 |
| Bars Traded | 12232 | 6226 | 6006 | 12232 | 6226 | 6006 |
| Profit Streak | 1.1651 | 0 | 28.9151 | 1.1651 | 0 | 28.9151 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 276143 | -79093 | 401340 | -115496 | -579177 | 348628 |
{
"trading_pair": "HOOK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12503,
"evaluation_days": 1041.92,
"actual_first_datapoint_time": 1669903200000,
"first_datapoint_time": 1671408000000,
"last_datapoint_time": 1759917600000,
"evaluation_time": 1759924665168,
"expiration_time": 1763158377600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 197,
"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": [
[
314034.8440695974,
101389.8385777768,
212645.0054918206,
316353.8401710362,
-76644.2012783591,
392998.0414493948
],
[
314.034844,
101.389839,
212.645005,
316.35384,
-76.644201,
392.998041
],
[
0.3014,
0.097311,
0.20409,
0.136992,
-0.139484,
0.153232
],
[
10,
10,
10,
10,
10,
10
],
[
-107974,
-89250,
-86531,
-453275,
-409346,
-319581
],
[
1.315472,
1.185962,
1.472307,
1.105615,
0.954966,
1.303843
],
[
335,
167,
168,
335,
167,
168
],
[
212,
100,
112,
212,
100,
112
],
[
123,
67,
56,
123,
67,
56
],
[
63.283582,
59.88024,
66.666667,
63.283582,
59.88024,
66.666667
],
[
0.763222,
0.794594,
0.736153,
0.641465,
0.639827,
0.651922
],
[
27201,
27201,
21475,
110565,
110565,
66295
],
[
-52070,
-33902,
-52070,
-171201,
-145028,
-171201
],
[
36,
37,
35,
36,
37,
35
],
[
30,
31,
29,
30,
31,
29
],
[
46,
46,
47,
46,
46,
47
],
[
12232,
6226,
6006,
12232,
6226,
6006
],
[
1.165106,
0,
28.915106,
1.165106,
0,
28.915106
],
[
1,
0,
5,
1,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
276143,
-79093,
401340,
-115496,
-579177,
348628
]
]
}
{
"trading_pair": "HOOK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12503,
"evaluation_days": 1041.92,
"actual_first_datapoint_time": 1669903200000,
"first_datapoint_time": 1671408000000,
"last_datapoint_time": 1759917600000,
"evaluation_time": 1759924665168,
"expiration_time": 1763158377600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 197,
"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) |
|---|