Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517701.4795 | 391979.8745 | 125721.605 | 1854698.6553 | 1952515.7021 | -97817.0468 |
Total P&L (%) | 517.7015 | 391.9799 | 125.7216 | 1854.6987 | 1952.5157 | -97.817 |
Avg Daily Profit (%) | 0.3029 | 0.2293 | 0.0736 | 0.1741 | 0.1769 | -0.2235 |
Buy And Hold Return (%) | 128.9469 | 128.9469 | 128.9469 | 128.9469 | 128.9469 | 128.9469 |
Max Trade Drawdown | -88742 | -52731 | -47434 | -3364073 | -1650551 | -1818295 |
Profit Factor | 2.3297 | 2.8987 | 1.6875 | 1.1865 | 1.4049 | 0.9809 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 59.1549 | 52.7778 | 65.7143 | 59.1549 | 52.7778 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.6086 | 2.5935 | 0.8804 | 0.8192 | 1.257 | 0.5118 |
Largest Winning Trade | 181579 | 181579 | 49409 | 1249369 | 1249369 | 922792 |
Largest Losing Trade | -37380 | -37380 | -32770 | -1572367 | -577231 | -1572367 |
Avg Bars in Trades | 91 | 100 | 83 | 91 | 100 | 83 |
Avg Bars in Winners | 82 | 91 | 75 | 82 | 91 | 75 |
Avg Bars in Losers | 105 | 110 | 97 | 105 | 110 | 97 |
Bars Traded | 6530 | 3621 | 2909 | 6530 | 3621 | 2909 |
Profit Streak | 47.5018 | 47.5018 | 72.5018 | 47.5018 | 47.5018 | 72.5018 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77679 | 404946 | -257507 | -98104 | 341411 | -578192 |
{ "trading_pair": "TWT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6837, "evaluation_days": 1709.25, "actual_first_datapoint_time": 1611727200000, "first_datapoint_time": 1616479200000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759406558238, "expiration_time": 1763815176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 87, "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": [ [ 517701.4794870102, 391979.8744978402, 125721.6049891695, 1854698.655289521, 1952515.7021231388, -97817.0468336162 ], [ 517.701479, 391.979874, 125.721605, 1854.698655, 1952.515702, -97.817047 ], [ 0.302882, 0.229329, 0.073554, 0.174077, 0.176939, -0.223502 ], [ 128.946904, 128.946904, 128.946904, 128.946904, 128.946904, 128.946904 ], [ -88742, -52731, -47434, -3364073, -1650551, -1818295 ], [ 2.329743, 2.898666, 1.687475, 1.186452, 1.404921, 0.980915 ], [ 71, 36, 35, 71, 36, 35 ], [ 42, 19, 23, 42, 19, 23 ], [ 29, 17, 12, 29, 17, 12 ], [ 59.15493, 52.777778, 65.714286, 59.15493, 52.777778, 65.714286 ], [ 1.608632, 2.593543, 0.880422, 0.819217, 1.257034, 0.511782 ], [ 181579, 181579, 49409, 1249369, 1249369, 922792 ], [ -37380, -37380, -32770, -1572367, -577231, -1572367 ], [ 91, 100, 83, 91, 100, 83 ], [ 82, 91, 75, 82, 91, 75 ], [ 105, 110, 97, 105, 110, 97 ], [ 6530, 3621, 2909, 6530, 3621, 2909 ], [ 47.501831, 47.501831, 72.501831, 47.501831, 47.501831, 72.501831 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77679, 404946, -257507, -98104, 341411, -578192 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6837, "evaluation_days": 1709.25, "actual_first_datapoint_time": 1611727200000, "first_datapoint_time": 1616479200000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759406558238, "expiration_time": 1763815176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 87, "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) |
---|