Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291360.3694 | 87303.7683 | 204056.6011 | 365407.7058 | 27099.848 | 338307.8579 |
Total P&L (%) | 291.3604 | 87.3038 | 204.0566 | 365.4077 | 27.0998 | 338.3079 |
Avg Daily Profit (%) | 0.2834 | 0.0849 | 0.1985 | 0.1497 | 0.0233 | 0.1438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84293 | -64223 | -53154 | -186220 | -214028 | -103656 |
Profit Factor | 1.4019 | 1.2294 | 1.5926 | 1.259 | 1.0357 | 1.5186 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 145 | 70 | 75 | 145 | 70 | 75 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 58.2329 | 56 | 60.4839 | 58.2329 | 56 | 60.4839 |
Ratio Avg Win / Avg Loss | 1.0055 | 0.9659 | 1.0405 | 0.903 | 0.8138 | 0.9922 |
Largest Winning Trade | 46370 | 46370 | 36229 | 93487 | 93487 | 64170 |
Largest Losing Trade | -41184 | -41184 | -33016 | -118976 | -118976 | -95104 |
Avg Bars in Trades | 23 | 19 | 27 | 23 | 19 | 27 |
Avg Bars in Winners | 19 | 16 | 22 | 19 | 16 | 22 |
Avg Bars in Losers | 28 | 23 | 34 | 28 | 23 | 34 |
Bars Traded | 5870 | 2463 | 3407 | 5870 | 2463 | 3407 |
Profit Streak | 9.1116 | 36.1116 | 0 | 9.1116 | 36.1116 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444802 | -79267 | 392093 | 296641 | -345619 | 4757 |
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{ "first_band": { "type": "dcm", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 102, "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": [ [ 291360.3694090921, 87303.768328074, 204056.601081018, 365407.7058470839, 27099.8479857452, 338307.8578613386 ], [ 291.360369, 87.303768, 204.056601, 365.407706, 27.099848, 338.307858 ], [ 0.283378, 0.084912, 0.198466, 0.149673, 0.023326, 0.14383 ], [ 10, 10, 10, 10, 10, 10 ], [ -84293, -64223, -53154, -186220, -214028, -103656 ], [ 1.401888, 1.229379, 1.592551, 1.259041, 1.035737, 1.518629 ], [ 249, 125, 124, 249, 125, 124 ], [ 145, 70, 75, 145, 70, 75 ], [ 104, 55, 49, 104, 55, 49 ], [ 58.232932, 56, 60.483871, 58.232932, 56, 60.483871 ], [ 1.005492, 0.965941, 1.040467, 0.903036, 0.813794, 0.992171 ], [ 46370, 46370, 36229, 93487, 93487, 64170 ], [ -41184, -41184, -33016, -118976, -118976, -95104 ], [ 23, 19, 27, 23, 19, 27 ], [ 19, 16, 22, 19, 16, 22 ], [ 28, 23, 34, 28, 23, 34 ], [ 5870, 2463, 3407, 5870, 2463, 3407 ], [ 9.111573, 36.111573, 0, 9.111573, 36.111573, 0 ], [ 1, 4, 0, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 444802, -79267, 392093, 296641, -345619, 4757 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6169, "evaluation_days": 1028.17, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1671350400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758940839920, "expiration_time": 1761380208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 102, "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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