Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172388.3004 | -15137.2783 | 187525.5787 | 55689.5318 | -59314.2026 | 115003.7344 |
Total P&L (%) | 172.3883 | -15.1373 | 187.5256 | 55.6895 | -59.3142 | 115.0037 |
Avg Daily Profit (%) | 0.1648 | -0.0145 | 0.1793 | 0.0423 | -0.086 | 0.0732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117256 | -112714 | -55906 | -124891 | -133372 | -75704 |
Profit Factor | 1.5234 | 0.9382 | 3.2223 | 1.153 | 0.7649 | 2.0293 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 17 | 12 | 5 | 17 | 12 | 5 |
Profitability (%) | 82.2917 | 75 | 89.5833 | 82.2917 | 75 | 89.5833 |
Ratio Avg Win / Avg Loss | 0.3278 | 0.3127 | 0.3747 | 0.2481 | 0.255 | 0.236 |
Largest Winning Trade | 17921 | 15907 | 17921 | 23661 | 17802 | 23661 |
Largest Losing Trade | -74097 | -74097 | -49260 | -93409 | -93409 | -64895 |
Avg Bars in Trades | 40 | 52 | 28 | 40 | 52 | 28 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 153 | 164 | 125 | 153 | 164 | 125 |
Bars Traded | 3862 | 2518 | 1344 | 3862 | 2518 | 1344 |
Profit Streak | 101.2316 | 101.2316 | 144.9816 | 101.2316 | 101.2316 | 144.9816 |
Trades During Streak | 23 | 11 | 13 | 23 | 11 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488017 | -575801 | 635706 | -184746 | -575801 | -87259 |
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{ "first_band": { "type": "fwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 139, "offset": 0, "std": 1.97551 } } }
{ "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": [ [ 172388.3004439288, -15137.2783003122, 187525.5787442408, 55689.5318227256, -59314.2026245176, 115003.7344472432 ], [ 172.3883, -15.137278, 187.525579, 55.689532, -59.314203, 115.003734 ], [ 0.164847, -0.014475, 0.179322, 0.042342, -0.085958, 0.073226 ], [ 10, 10, 10, 10, 10, 10 ], [ -117256, -112714, -55906, -124891, -133372, -75704 ], [ 1.523447, 0.938202, 3.22229, 1.152999, 0.764871, 2.029349 ], [ 96, 48, 48, 96, 48, 48 ], [ 79, 36, 43, 79, 36, 43 ], [ 17, 12, 5, 17, 12, 5 ], [ 82.291667, 75, 89.583333, 82.291667, 75, 89.583333 ], [ 0.32783, 0.312734, 0.374685, 0.248114, 0.254957, 0.235971 ], [ 17921, 15907, 17921, 23661, 17802, 23661 ], [ -74097, -74097, -49260, -93409, -93409, -64895 ], [ 40, 52, 28, 40, 52, 28 ], [ 15, 14, 16, 15, 14, 16 ], [ 153, 164, 125, 153, 164, 125 ], [ 3862, 2518, 1344, 3862, 2518, 1344 ], [ 101.23164, 101.23164, 144.98164, 101.23164, 101.23164, 144.98164 ], [ 23, 11, 13, 23, 11, 13 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 488017, -575801, 635706, -184746, -575801, -87259 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4183, "evaluation_days": 1045.75, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1674194400000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760247213668, "expiration_time": 1762937784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 139, "offset": 0, "std": 1.97551 } } }
# | 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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