Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171407.9975 | 3114.1285 | 168293.8691 | 80395.0642 | -43206.8575 | 123601.9217 |
Total P&L (%) | 171.408 | 3.1141 | 168.2939 | 80.3951 | -43.2069 | 123.6019 |
Avg Daily Profit (%) | 0.1637 | 0.003 | 0.1607 | 0.0564 | -0.054 | 0.0769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77468 | -81392 | -34939 | -140852 | -140273 | -32355 |
Profit Factor | 1.57 | 1.0165 | 2.5055 | 1.2275 | 0.8152 | 2.0334 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 66.6667 | 60.7143 | 72.4138 | 66.6667 | 60.7143 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.785 | 0.6577 | 0.9545 | 0.6137 | 0.5275 | 0.7746 |
Largest Winning Trade | 42406 | 32239 | 42406 | 44135 | 27330 | 44135 |
Largest Losing Trade | -55121 | -51089 | -55121 | -100323 | -100323 | -55121 |
Avg Bars in Trades | 103 | 124 | 83 | 103 | 124 | 83 |
Avg Bars in Winners | 73 | 80 | 67 | 73 | 80 | 67 |
Avg Bars in Losers | 163 | 192 | 124 | 163 | 192 | 124 |
Bars Traded | 5898 | 3478 | 2420 | 5898 | 3478 | 2420 |
Profit Streak | 37.7362 | 38.5695 | 37.7362 | 37.7362 | 38.5695 | 37.7362 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168455 | -577357 | 472412 | -295524 | -599456 | -85381 |
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{ "first_band": { "type": "ssf", "factors": { "length": 81, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 21, "offset": 145 } } }
{ "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": [ [ 171407.9975316904, 3114.1284708099, 168293.8690608806, 80395.0641755238, -43206.857539371, 123601.9217148949 ], [ 171.407998, 3.114128, 168.293869, 80.395064, -43.206858, 123.601922 ], [ 0.163687, 0.002974, 0.160713, 0.056356, -0.054012, 0.076874 ], [ 10, 10, 10, 10, 10, 10 ], [ -77468, -81392, -34939, -140852, -140273, -32355 ], [ 1.570044, 1.016485, 2.505456, 1.227498, 0.815184, 2.033428 ], [ 57, 28, 29, 57, 28, 29 ], [ 38, 17, 21, 38, 17, 21 ], [ 19, 11, 8, 19, 11, 8 ], [ 66.666667, 60.714286, 72.413793, 66.666667, 60.714286, 72.413793 ], [ 0.785022, 0.657726, 0.954459, 0.613749, 0.527472, 0.774639 ], [ 42406, 32239, 42406, 44135, 27330, 44135 ], [ -55121, -51089, -55121, -100323, -100323, -55121 ], [ 103, 124, 83, 103, 124, 83 ], [ 73, 80, 67, 73, 80, 67 ], [ 163, 192, 124, 163, 192, 124 ], [ 5898, 3478, 2420, 5898, 3478, 2420 ], [ 37.736175, 38.569508, 37.736175, 37.736175, 38.569508, 37.736175 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -168455, -577357, 472412, -295524, -599456, -85381 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6283, "evaluation_days": 1047.17, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1672272000000, "last_datapoint_time": 1760356800000, "evaluation_time": 1760362805491, "expiration_time": 1763071056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 81, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 21, "offset": 145 } } }
# | 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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