| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 269304.8016 | 264348.9409 | 4955.8607 | 91183.7966 | 120558.1654 | -29374.3688 |
| Total P&L (%) | 269.3048 | 264.3489 | 4.9559 | 91.1838 | 120.5582 | -29.3744 |
| Avg Daily Profit (%) | 0.1577 | 0.1548 | 0.0029 | 0.038 | 0.0463 | -0.0204 |
| Buy And Hold Return (%) | 82.7627 | 82.7627 | 82.7627 | 82.7627 | 82.7627 | 82.7627 |
| Max Trade Drawdown | -136307 | -83013 | -117629 | -259287 | -186585 | -154722 |
| Profit Factor | 1.3276 | 1.5207 | 1.0158 | 1.0978 | 1.2078 | 0.9166 |
| Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
| Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
| Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
| Profitability (%) | 54.6667 | 53.0973 | 56.25 | 54.6667 | 53.0973 | 56.25 |
| Ratio Avg Win / Avg Loss | 1.1009 | 1.3433 | 0.79 | 0.9104 | 1.0669 | 0.7129 |
| Largest Winning Trade | 94616 | 94616 | 26974 | 66945 | 66945 | 34569 |
| Largest Losing Trade | -49422 | -49422 | -33338 | -121408 | -121408 | -40303 |
| Avg Bars in Trades | 29 | 49 | 10 | 29 | 49 | 10 |
| Avg Bars in Winners | 22 | 33 | 11 | 22 | 33 | 11 |
| Avg Bars in Losers | 38 | 66 | 8 | 38 | 66 | 8 |
| Bars Traded | 6704 | 5545 | 1159 | 6704 | 5545 | 1159 |
| Profit Streak | 70.343 | 70.343 | 71.343 | 70.343 | 70.343 | 71.343 |
| Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 300112 | 264853 | -557262 | -387189 | -153588 | -578467 |
{
"trading_pair": "TWT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6831,
"evaluation_days": 1707.75,
"actual_first_datapoint_time": 1611727200000,
"first_datapoint_time": 1613217600000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759263234520,
"expiration_time": 1763681688000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 70,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
269304.8016479092,
264348.9409167964,
4955.8607311129,
91183.7965920026,
120558.1654419717,
-29374.3688499692
],
[
269.304802,
264.348941,
4.955861,
91.183797,
120.558165,
-29.374369
],
[
0.157696,
0.154794,
0.002902,
0.037956,
0.046328,
-0.020363
],
[
82.762709,
82.762709,
82.762709,
82.762709,
82.762709,
82.762709
],
[
-136307,
-83013,
-117629,
-259287,
-186585,
-154722
],
[
1.327561,
1.520678,
1.01576,
1.097832,
1.207849,
0.916555
],
[
225,
113,
112,
225,
113,
112
],
[
123,
60,
63,
123,
60,
63
],
[
102,
53,
49,
102,
53,
49
],
[
54.666667,
53.097345,
56.25,
54.666667,
53.097345,
56.25
],
[
1.100904,
1.343266,
0.790036,
0.910397,
1.066933,
0.712876
],
[
94616,
94616,
26974,
66945,
66945,
34569
],
[
-49422,
-49422,
-33338,
-121408,
-121408,
-40303
],
[
29,
49,
10,
29,
49,
10
],
[
22,
33,
11,
22,
33,
11
],
[
38,
66,
8,
38,
66,
8
],
[
6704,
5545,
1159,
6704,
5545,
1159
],
[
70.342992,
70.342992,
71.342992,
70.342992,
70.342992,
71.342992
],
[
10,
5,
5,
10,
5,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
300112,
264853,
-557262,
-387189,
-153588,
-578467
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6831,
"evaluation_days": 1707.75,
"actual_first_datapoint_time": 1611727200000,
"first_datapoint_time": 1613217600000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759263234520,
"expiration_time": 1763681688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 70,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|