Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446135.4548 | 440456.3932 | 5679.0616 | 170924.3348 | 192824.335 | -21900.0002 |
Total P&L (%) | 446.1355 | 440.4564 | 5.6791 | 170.9243 | 192.8243 | -21.9 |
Avg Daily Profit (%) | 0.2601 | 0.2568 | 0.0033 | 0.0581 | 0.0627 | -0.0144 |
Buy And Hold Return (%) | 135.186 | 135.186 | 135.186 | 135.186 | 135.186 | 135.186 |
Max Trade Drawdown | -89105 | -77037 | -34412 | -367232 | -320715 | -82689 |
Profit Factor | 1.7242 | 2.0012 | 1.0322 | 1.1123 | 1.174 | 0.947 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 48.366 | 44.7368 | 51.9481 | 48.366 | 44.7368 | 51.9481 |
Ratio Avg Win / Avg Loss | 1.8407 | 2.4721 | 0.9548 | 1.1875 | 1.4502 | 0.876 |
Largest Winning Trade | 327125 | 327125 | 17322 | 274541 | 274541 | 52063 |
Largest Losing Trade | -35694 | -35694 | -27642 | -145286 | -145286 | -65114 |
Avg Bars in Trades | 131 | 236 | 27 | 131 | 236 | 27 |
Avg Bars in Winners | 147 | 288 | 27 | 147 | 288 | 27 |
Avg Bars in Losers | 116 | 194 | 28 | 116 | 194 | 28 |
Bars Traded | 20092 | 17962 | 2130 | 20092 | 17962 | 2130 |
Profit Streak | 0 | 34.3132 | 0 | 0 | 34.3132 | 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 | 314099 | -41484 | -582320 | -295613 | -222062 | -622205 |
{ "trading_pair": "TWT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20581, "evaluation_days": 1715.08, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1613232000000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759944662611, "expiration_time": 1765273795200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 72, "offset": 137 } }, "second_band": { "type": "bbu", "factors": { "length": 171, "offset": 0, "std": 2.34017 } } }
{ "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": [ [ 446135.4548295672, 440456.3932023698, 5679.0616271975, 170924.3347711352, 192824.3349730589, -21900.0002019237 ], [ 446.135455, 440.456393, 5.679062, 170.924335, 192.824335, -21.9 ], [ 0.260125, 0.256814, 0.003311, 0.058129, 0.062664, -0.014411 ], [ 135.186009, 135.186009, 135.186009, 135.186009, 135.186009, 135.186009 ], [ -89105, -77037, -34412, -367232, -320715, -82689 ], [ 1.724206, 2.001231, 1.032246, 1.112345, 1.173966, 0.946976 ], [ 153, 76, 77, 153, 76, 77 ], [ 74, 34, 40, 74, 34, 40 ], [ 79, 42, 37, 79, 42, 37 ], [ 48.366013, 44.736842, 51.948052, 48.366013, 44.736842, 51.948052 ], [ 1.840706, 2.472109, 0.954827, 1.187503, 1.450193, 0.875953 ], [ 327125, 327125, 17322, 274541, 274541, 52063 ], [ -35694, -35694, -27642, -145286, -145286, -65114 ], [ 131, 236, 27, 131, 236, 27 ], [ 147, 288, 27, 147, 288, 27 ], [ 116, 194, 28, 116, 194, 28 ], [ 20092, 17962, 2130, 20092, 17962, 2130 ], [ 0, 34.313225, 0, 0, 34.313225, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314099, -41484, -582320, -295613, -222062, -622205 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20581, "evaluation_days": 1715.08, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1613232000000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759944662611, "expiration_time": 1765273795200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 72, "offset": 137 } }, "second_band": { "type": "bbu", "factors": { "length": 171, "offset": 0, "std": 2.34017 } } }
# | 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) |
---|