Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150085.6428 | -4959.1328 | 155044.7755 | 51128.2805 | -77725.6722 | 128853.9527 |
Total P&L (%) | 150.0856 | -4.9591 | 155.0448 | 51.1283 | -77.7257 | 128.854 |
Avg Daily Profit (%) | 0.1433 | -0.0047 | 0.148 | 0.0394 | -0.1433 | 0.0791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98343 | -95163 | -53537 | -291418 | -199244 | -167228 |
Profit Factor | 1.3568 | 0.9736 | 1.6666 | 1.0643 | 0.7747 | 1.2867 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 52.8736 | 50 | 55.814 | 52.8736 | 50 | 55.814 |
Ratio Avg Win / Avg Loss | 1.2093 | 0.9736 | 1.3194 | 0.9487 | 0.7747 | 1.0186 |
Largest Winning Trade | 68620 | 26938 | 68620 | 111343 | 43226 | 111343 |
Largest Losing Trade | -39685 | -20094 | -39685 | -95040 | -56611 | -95040 |
Avg Bars in Trades | 34 | 16 | 52 | 34 | 16 | 52 |
Avg Bars in Winners | 42 | 13 | 69 | 42 | 13 | 69 |
Avg Bars in Losers | 24 | 19 | 31 | 24 | 19 | 31 |
Bars Traded | 2992 | 724 | 2269 | 2992 | 724 | 2269 |
Profit Streak | 19.7311 | 19.7311 | 28.0644 | 19.7311 | 19.7311 | 28.0644 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 13145 | -579885 | 303765 | -291223 | -579885 | -85548 |
{ "trading_pair": "HOOK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3142, "evaluation_days": 1047.33, "actual_first_datapoint_time": 1669881600000, "first_datapoint_time": 1673251200000, "last_datapoint_time": 1760342400000, "evaluation_time": 1760347967343, "expiration_time": 1763057088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 150085.6427703314, -4959.1327611672, 155044.7755314985, 51128.280540183, -77725.6721532685, 128853.9526934515 ], [ 150.085643, -4.959133, 155.044776, 51.128281, -77.725672, 128.853953 ], [ 0.143303, -0.004735, 0.148038, 0.039437, -0.143284, 0.079081 ], [ 10, 10, 10, 10, 10, 10 ], [ -98343, -95163, -53537, -291418, -199244, -167228 ], [ 1.356799, 0.97363, 1.666624, 1.064348, 0.774748, 1.286663 ], [ 87, 44, 43, 87, 44, 43 ], [ 46, 22, 24, 46, 22, 24 ], [ 41, 22, 19, 41, 22, 19 ], [ 52.873563, 50, 55.813953, 52.873563, 50, 55.813953 ], [ 1.209321, 0.97363, 1.319411, 0.948658, 0.774748, 1.018608 ], [ 68620, 26938, 68620, 111343, 43226, 111343 ], [ -39685, -20094, -39685, -95040, -56611, -95040 ], [ 34, 16, 52, 34, 16, 52 ], [ 42, 13, 69, 42, 13, 69 ], [ 24, 19, 31, 24, 19, 31 ], [ 2992, 724, 2269, 2992, 724, 2269 ], [ 19.731103, 19.731103, 28.064437, 19.731103, 19.731103, 28.064437 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 13145, -579885, 303765, -291223, -579885, -85548 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3142, "evaluation_days": 1047.33, "actual_first_datapoint_time": 1669881600000, "first_datapoint_time": 1673251200000, "last_datapoint_time": 1760342400000, "evaluation_time": 1760347967343, "expiration_time": 1763057088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|