Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451348.1965 | 369178.3011 | 82169.8954 | 445296.0354 | 188010.1897 | 257285.8457 |
Total P&L (%) | 451.3482 | 369.1783 | 82.1699 | 445.296 | 188.0102 | 257.2858 |
Avg Daily Profit (%) | 0.2631 | 0.2152 | 0.0479 | 0.0989 | 0.0617 | 0.0743 |
Buy And Hold Return (%) | 130.0538 | 130.0538 | 130.0538 | 130.0538 | 130.0538 | 130.0538 |
Max Trade Drawdown | -110649 | -78484 | -44740 | -902111 | -654388 | -281595 |
Profit Factor | 2.2294 | 2.5135 | 1.6668 | 1.2556 | 1.1587 | 1.461 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 51.6129 | 48.3871 | 54.8387 | 51.6129 | 48.3871 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.09 | 2.6811 | 1.3727 | 1.1771 | 1.236 | 1.2032 |
Largest Winning Trade | 197006 | 197006 | 48447 | 553806 | 553806 | 300263 |
Largest Losing Trade | -63483 | -63483 | -26916 | -374956 | -374956 | -149116 |
Avg Bars in Trades | 76 | 104 | 48 | 76 | 104 | 48 |
Avg Bars in Winners | 98 | 135 | 66 | 98 | 135 | 66 |
Avg Bars in Losers | 52 | 76 | 26 | 52 | 76 | 26 |
Bars Traded | 4750 | 3253 | 1497 | 4750 | 3253 | 1497 |
Profit Streak | 0 | 111.6223 | 0 | 0 | 111.6223 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148580 | 330602 | -292079 | -222111 | -183712 | -99168 |
{ "trading_pair": "TWT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5146, "evaluation_days": 1715.33, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1617753600000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759935365141, "expiration_time": 1764356544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 210, "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": [ [ 451348.1965106317, 369178.3011433428, 82169.895367289, 445296.0354215484, 188010.1897119087, 257285.8457096397 ], [ 451.348197, 369.178301, 82.169895, 445.296035, 188.01019, 257.285846 ], [ 0.263126, 0.215223, 0.047903, 0.098931, 0.061688, 0.074262 ], [ 130.053794, 130.053794, 130.053794, 130.053794, 130.053794, 130.053794 ], [ -110649, -78484, -44740, -902111, -654388, -281595 ], [ 2.229354, 2.513541, 1.666824, 1.255552, 1.158737, 1.461026 ], [ 62, 31, 31, 62, 31, 31 ], [ 32, 15, 17, 32, 15, 17 ], [ 30, 16, 14, 30, 16, 14 ], [ 51.612903, 48.387097, 54.83871, 51.612903, 48.387097, 54.83871 ], [ 2.090019, 2.681111, 1.372678, 1.17708, 1.235986, 1.203198 ], [ 197006, 197006, 48447, 553806, 553806, 300263 ], [ -63483, -63483, -26916, -374956, -374956, -149116 ], [ 76, 104, 48, 76, 104, 48 ], [ 98, 135, 66, 98, 135, 66 ], [ 52, 76, 26, 52, 76, 26 ], [ 4750, 3253, 1497, 4750, 3253, 1497 ], [ 0, 111.622282, 0, 0, 111.622282, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148580, 330602, -292079, -222111, -183712, -99168 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5146, "evaluation_days": 1715.33, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1617753600000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759935365141, "expiration_time": 1764356544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 210, "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) |
---|