Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390795.3646 | 392763.4145 | -1968.0499 | 109270.329 | 929374.6075 | -820104.2784 |
Total P&L (%) | 390.7954 | 392.7634 | -1.9681 | 109.2703 | 929.3746 | -820.1043 |
Avg Daily Profit (%) | 0.2289 | 0.2301 | -0.0012 | 0.0433 | 0.1367 | 0 |
Buy And Hold Return (%) | 97.1552 | 97.1552 | 97.1552 | 97.1552 | 97.1552 | 97.1552 |
Max Trade Drawdown | -157097 | -97004 | -129672 | -1495296 | -790457 | -1353719 |
Profit Factor | 1.3075 | 1.668 | 0.9971 | 1.0117 | 1.2188 | 0.8388 |
Total Trades | 609 | 304 | 305 | 609 | 304 | 305 |
Winning Trades | 291 | 136 | 155 | 291 | 136 | 155 |
Losing Trades | 318 | 168 | 150 | 318 | 168 | 150 |
Profitability (%) | 47.7833 | 44.7368 | 50.8197 | 47.7833 | 44.7368 | 50.8197 |
Ratio Avg Win / Avg Loss | 1.4288 | 2.0604 | 0.965 | 1.1056 | 1.5056 | 0.8118 |
Largest Winning Trade | 307791 | 307791 | 37792 | 628351 | 628351 | 328135 |
Largest Losing Trade | -35681 | -16540 | -35681 | -586074 | -160953 | -586074 |
Avg Bars in Trades | 32 | 29 | 36 | 32 | 29 | 36 |
Avg Bars in Winners | 41 | 33 | 48 | 41 | 33 | 48 |
Avg Bars in Losers | 25 | 26 | 22 | 25 | 26 | 22 |
Bars Traded | 20051 | 9037 | 11014 | 20051 | 9037 | 11014 |
Profit Streak | 0 | 12.9531 | 0 | 0 | 12.9531 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 292141 | 331177 | -579632 | -467431 | -9123 | -579632 |
{ "trading_pair": "TWT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20486, "evaluation_days": 1707.17, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1613318400000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759258350639, "expiration_time": 1764565171200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 390795.3646189299, 392763.4144707741, -1968.0498518447, 109270.3290243666, 929374.607453467, -820104.2784290984 ], [ 390.795365, 392.763414, -1.96805, 109.270329, 929.374607, -820.104278 ], [ 0.228914, 0.230067, -0.001153, 0.043266, 0.136666, 0 ], [ 97.155186, 97.155186, 97.155186, 97.155186, 97.155186, 97.155186 ], [ -157097, -97004, -129672, -1495296, -790457, -1353719 ], [ 1.307473, 1.667975, 0.997119, 1.011706, 1.218846, 0.838809 ], [ 609, 304, 305, 609, 304, 305 ], [ 291, 136, 155, 291, 136, 155 ], [ 318, 168, 150, 318, 168, 150 ], [ 47.783251, 44.736842, 50.819672, 47.783251, 44.736842, 50.819672 ], [ 1.428785, 2.06044, 0.964953, 1.105576, 1.505634, 0.811751 ], [ 307791, 307791, 37792, 628351, 628351, 328135 ], [ -35681, -16540, -35681, -586074, -160953, -586074 ], [ 32, 29, 36, 32, 29, 36 ], [ 41, 33, 48, 41, 33, 48 ], [ 25, 26, 22, 25, 26, 22 ], [ 20051, 9037, 11014, 20051, 9037, 11014 ], [ 0, 12.953132, 0, 0, 12.953132, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 292141, 331177, -579632, -467431, -9123, -579632 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20486, "evaluation_days": 1707.17, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1613318400000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759258350639, "expiration_time": 1764565171200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|