Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90813.1044 | 78425.4573 | 12387.6471 | 131687.1815 | 100912.8181 | 30774.3634 |
Total P&L (%) | 90.8131 | 78.4255 | 12.3876 | 131.6872 | 100.9128 | 30.7744 |
Avg Daily Profit (%) | 5.2312 | 4.5176 | 0.7136 | 4.959 | 4.1009 | 1.5575 |
Buy And Hold Return (%) | 74.8688 | 74.8688 | 74.8688 | 74.8688 | 74.8688 | 74.8688 |
Max Trade Drawdown | -18944 | -19098 | -11351 | -37223 | -37471 | -11042 |
Profit Factor | 2.3005 | 2.6754 | 1.5381 | 2.3678 | 2.459 | 2.1351 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Losing Trades | 87 | 38 | 49 | 87 | 38 | 49 |
Profitability (%) | 54.9223 | 60.4167 | 49.4845 | 54.9223 | 60.4167 | 49.4845 |
Ratio Avg Win / Avg Loss | 1.8881 | 1.7528 | 1.5702 | 1.9433 | 1.611 | 2.1796 |
Largest Winning Trade | 24144 | 24144 | 4865 | 24980 | 24980 | 7980 |
Largest Losing Trade | -10403 | -10403 | -1821 | -21031 | -21031 | -2789 |
Avg Bars in Trades | 126 | 210 | 43 | 126 | 210 | 43 |
Avg Bars in Winners | 100 | 151 | 39 | 100 | 151 | 39 |
Avg Bars in Losers | 158 | 300 | 48 | 158 | 300 | 48 |
Bars Traded | 24486 | 20220 | 4266 | 24486 | 20220 | 4266 |
Profit Streak | 2.3052 | 2.3455 | 2.3052 | 2.3052 | 2.3455 | 2.3052 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81027 | -132384 | -154165 | 364627 | -39358 | -151636 |
{ "trading_pair": "TWT_USDT", "interval": "1m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 17.36, "actual_first_datapoint_time": 1757227140000, "first_datapoint_time": 1757240640000, "last_datapoint_time": 1758727080000, "evaluation_time": 1758879029890, "expiration_time": 1765207080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 177, "offset": 0, "std": 3.43713 } }, "second_band": { "type": "pwma", "factors": { "length": 226, "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": [ [ 90813.1043735575, 78425.4573213088, 12387.6470522487, 131687.1815257345, 100912.8180962972, 30774.3634294372 ], [ 90.813104, 78.425457, 12.387647, 131.687182, 100.912818, 30.774363 ], [ 5.23117, 4.517595, 0.713574, 4.959004, 4.10087, 1.557531 ], [ 74.868821, 74.868821, 74.868821, 74.868821, 74.868821, 74.868821 ], [ -18944, -19098, -11351, -37223, -37471, -11042 ], [ 2.3005, 2.675395, 1.538142, 2.367751, 2.458952, 2.13508 ], [ 193, 96, 97, 193, 96, 97 ], [ 106, 58, 48, 106, 58, 48 ], [ 87, 38, 49, 87, 38, 49 ], [ 54.92228, 60.416667, 49.484536, 54.92228, 60.416667, 49.484536 ], [ 1.888146, 1.752845, 1.570187, 1.943343, 1.611037, 2.179561 ], [ 24144, 24144, 4865, 24980, 24980, 7980 ], [ -10403, -10403, -1821, -21031, -21031, -2789 ], [ 126, 210, 43, 126, 210, 43 ], [ 100, 151, 39, 100, 151, 39 ], [ 158, 300, 48, 158, 300, 48 ], [ 24486, 20220, 4266, 24486, 20220, 4266 ], [ 2.305207, 2.345485, 2.305207, 2.305207, 2.345485, 2.305207 ], [ 8, 4, 4, 8, 4, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -81027, -132384, -154165, 364627, -39358, -151636 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "1m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 17.36, "actual_first_datapoint_time": 1757227140000, "first_datapoint_time": 1757240640000, "last_datapoint_time": 1758727080000, "evaluation_time": 1758879029890, "expiration_time": 1765207080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 177, "offset": 0, "std": 3.43713 } }, "second_band": { "type": "pwma", "factors": { "length": 226, "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) |
---|