Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114509.0033 | -62143.8752 | 176652.8785 | 23934.4549 | -65909.831 | 89844.2859 |
Total P&L (%) | 114.509 | -62.1439 | 176.6529 | 23.9345 | -65.9098 | 89.8443 |
Avg Daily Profit (%) | 0.1093 | -0.0593 | 0.1686 | 0.0205 | -0.1027 | 0.0612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111381 | -145169 | -51561 | -114083 | -111404 | -58934 |
Profit Factor | 1.3274 | 0.759 | 2.9226 | 1.0837 | 0.6626 | 1.9927 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 18 | 13 | 5 | 18 | 13 | 5 |
Profitability (%) | 78.5714 | 69.0476 | 88.0952 | 78.5714 | 69.0476 | 88.0952 |
Ratio Avg Win / Avg Loss | 0.362 | 0.3402 | 0.3949 | 0.2956 | 0.297 | 0.2693 |
Largest Winning Trade | 17921 | 16372 | 17921 | 18835 | 11388 | 18835 |
Largest Losing Trade | -58991 | -58991 | -33367 | -38333 | -38333 | -34831 |
Avg Bars in Trades | 46 | 59 | 32 | 46 | 59 | 32 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 141 | 147 | 124 | 141 | 147 | 124 |
Bars Traded | 3872 | 2502 | 1370 | 3872 | 2502 | 1370 |
Profit Streak | 76.5046 | 103.5046 | 76.5046 | 76.5046 | 103.5046 | 76.5046 |
Trades During Streak | 22 | 12 | 11 | 22 | 12 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42464 | -576605 | 595265 | -293825 | -576605 | -103817 |
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4191, "evaluation_days": 1047.75, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1673481600000, "last_datapoint_time": 1760400000000, "evaluation_time": 1760421999612, "expiration_time": 1763115768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 129, "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": [ [ 114509.0033041803, -62143.8752012839, 176652.8785054642, 23934.4548835723, -65909.8309910482, 89844.2858746205 ], [ 114.509003, -62.143875, 176.652879, 23.934455, -65.909831, 89.844286 ], [ 0.10929, -0.059312, 0.168602, 0.020482, -0.102659, 0.061201 ], [ 10, 10, 10, 10, 10, 10 ], [ -111381, -145169, -51561, -114083, -111404, -58934 ], [ 1.327427, 0.758985, 2.922616, 1.083722, 0.662644, 1.99265 ], [ 84, 42, 42, 84, 42, 42 ], [ 66, 29, 37, 66, 29, 37 ], [ 18, 13, 5, 18, 13, 5 ], [ 78.571429, 69.047619, 88.095238, 78.571429, 69.047619, 88.095238 ], [ 0.362026, 0.340234, 0.394948, 0.29556, 0.297047, 0.269277 ], [ 17921, 16372, 17921, 18835, 11388, 18835 ], [ -58991, -58991, -33367, -38333, -38333, -34831 ], [ 46, 59, 32, 46, 59, 32 ], [ 20, 20, 20, 20, 20, 20 ], [ 141, 147, 124, 141, 147, 124 ], [ 3872, 2502, 1370, 3872, 2502, 1370 ], [ 76.504625, 103.504625, 76.504625, 76.504625, 103.504625, 76.504625 ], [ 22, 12, 11, 22, 12, 11 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -42464, -576605, 595265, -293825, -576605, -103817 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4191, "evaluation_days": 1047.75, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1673481600000, "last_datapoint_time": 1760400000000, "evaluation_time": 1760421999612, "expiration_time": 1763115768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 129, "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) |
---|