Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80066.2382 | 68073.1507 | 11993.0874 | 105699.9152 | 81648.8926 | 24051.0226 |
Total P&L (%) | 80.0662 | 68.0732 | 11.9931 | 105.6999 | 81.6489 | 24.051 |
Avg Daily Profit (%) | 1.5374 | 1.3071 | 0.2303 | 1.3945 | 1.1527 | 0.4147 |
Buy And Hold Return (%) | 65.6973 | 65.6973 | 65.6973 | 65.6973 | 65.6973 | 65.6973 |
Max Trade Drawdown | -19211 | -14487 | -7801 | -18750 | -13998 | -8245 |
Profit Factor | 2.1762 | 2.4157 | 1.6 | 2.4211 | 2.4836 | 2.2433 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 58.1395 | 57.8125 | 58.4615 | 58.1395 | 57.8125 | 58.4615 |
Ratio Avg Win / Avg Loss | 1.5668 | 1.7628 | 1.1368 | 1.7432 | 1.8123 | 1.5939 |
Largest Winning Trade | 26284 | 26284 | 5116 | 29987 | 29987 | 7685 |
Largest Losing Trade | -5553 | -5553 | -4354 | -10645 | -10645 | -4687 |
Avg Bars in Trades | 190 | 317 | 65 | 190 | 317 | 65 |
Avg Bars in Winners | 167 | 289 | 48 | 167 | 289 | 48 |
Avg Bars in Losers | 221 | 354 | 88 | 221 | 354 | 88 |
Bars Traded | 24534 | 20290 | 4244 | 24534 | 20290 | 4244 |
Profit Streak | 14.538 | 14.538 | 21.3796 | 14.538 | 14.538 | 21.3796 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79270 | -275885 | -286685 | 335351 | -211600 | -282756 |
{ "trading_pair": "TWT_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754581500000, "last_datapoint_time": 1759047660000, "evaluation_time": 1760067759871, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 160, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 188, "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": [ [ 80066.2381690485, 68073.1507261799, 11993.0874428685, 105699.9151897212, 81648.8925847184, 24051.0226050029 ], [ 80.066238, 68.073151, 11.993087, 105.699915, 81.648893, 24.051023 ], [ 1.53737, 1.307088, 0.230282, 1.394519, 1.152725, 0.414688 ], [ 65.697299, 65.697299, 65.697299, 65.697299, 65.697299, 65.697299 ], [ -19211, -14487, -7801, -18750, -13998, -8245 ], [ 2.176156, 2.415699, 1.599954, 2.421075, 2.483559, 2.243305 ], [ 129, 64, 65, 129, 64, 65 ], [ 75, 37, 38, 75, 37, 38 ], [ 54, 27, 27, 54, 27, 27 ], [ 58.139535, 57.8125, 58.461538, 58.139535, 57.8125, 58.461538 ], [ 1.566833, 1.762808, 1.136809, 1.743174, 1.812327, 1.593927 ], [ 26284, 26284, 5116, 29987, 29987, 7685 ], [ -5553, -5553, -4354, -10645, -10645, -4687 ], [ 190, 317, 65, 190, 317, 65 ], [ 167, 289, 48, 167, 289, 48 ], [ 221, 354, 88, 221, 354, 88 ], [ 24534, 20290, 4244, 24534, 20290, 4244 ], [ 14.537961, 14.537961, 21.379628, 14.537961, 14.537961, 21.379628 ], [ 5, 2, 8, 5, 2, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -79270, -275885, -286685, 335351, -211600, -282756 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754581500000, "last_datapoint_time": 1759047660000, "evaluation_time": 1760067759871, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 160, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 188, "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) |
---|