Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166548.2977 | -46471.8702 | 213020.1679 | -6823.7086 | -47399.7185 | 40576.0098 |
Total P&L (%) | 166.5483 | -46.4719 | 213.0202 | -6.8237 | -47.3997 | 40.576 |
Avg Daily Profit (%) | 0.1593 | -0.0445 | 0.2038 | -0.0068 | -0.0614 | 0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142148 | -124333 | -74645 | -104680 | -78565 | -69603 |
Profit Factor | 1.3559 | 0.8321 | 2.1142 | 0.9762 | 0.686 | 1.2999 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 53.4884 | 51.1628 | 55.814 | 53.4884 | 51.1628 | 55.814 |
Ratio Avg Win / Avg Loss | 1.1791 | 0.7943 | 1.6737 | 0.8488 | 0.6548 | 1.0291 |
Largest Winning Trade | 46294 | 32517 | 46294 | 29485 | 13310 | 29485 |
Largest Losing Trade | -74645 | -40800 | -74645 | -69603 | -43699 | -69603 |
Avg Bars in Trades | 68 | 45 | 90 | 68 | 45 | 90 |
Avg Bars in Winners | 63 | 36 | 88 | 63 | 36 | 88 |
Avg Bars in Losers | 73 | 55 | 93 | 73 | 55 | 93 |
Bars Traded | 5868 | 1970 | 3897 | 5868 | 1970 | 3897 |
Profit Streak | 49.5379 | 134.3712 | 49.5379 | 49.5379 | 134.3712 | 49.5379 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355167 | -579160 | 484878 | -578611 | -579160 | -149651 |
{ "trading_pair": "HOOK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6272, "evaluation_days": 1045.33, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1672200000000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760216071387, "expiration_time": 1762907904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 99, "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": [ [ 166548.2977317122, -46471.8701650228, 213020.1678967351, -6823.7086302133, -47399.7184671899, 40576.0098369767 ], [ 166.548298, -46.47187, 213.020168, -6.823709, -47.399718, 40.57601 ], [ 0.159326, -0.044457, 0.203783, -0.006761, -0.06144, 0.032586 ], [ 10, 10, 10, 10, 10, 10 ], [ -142148, -124333, -74645, -104680, -78565, -69603 ], [ 1.355917, 0.832078, 2.114152, 0.97616, 0.685976, 1.299915 ], [ 86, 43, 43, 86, 43, 43 ], [ 46, 22, 24, 46, 22, 24 ], [ 40, 21, 19, 40, 21, 19 ], [ 53.488372, 51.162791, 55.813953, 53.488372, 51.162791, 55.813953 ], [ 1.179059, 0.794256, 1.673704, 0.848835, 0.654796, 1.029099 ], [ 46294, 32517, 46294, 29485, 13310, 29485 ], [ -74645, -40800, -74645, -69603, -43699, -69603 ], [ 68, 45, 90, 68, 45, 90 ], [ 63, 36, 88, 63, 36, 88 ], [ 73, 55, 93, 73, 55, 93 ], [ 5868, 1970, 3897, 5868, 1970, 3897 ], [ 49.537863, 134.371197, 49.537863, 49.537863, 134.371197, 49.537863 ], [ 4, 5, 2, 4, 5, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 355167, -579160, 484878, -578611, -579160, -149651 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6272, "evaluation_days": 1045.33, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1672200000000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760216071387, "expiration_time": 1762907904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 99, "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) |
---|