| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 276484.3982 | 188211.7048 | 88272.6934 | 372784.4913 | 199352.9493 | 173431.542 |
| Total P&L (%) | 276.4844 | 188.2117 | 88.2727 | 372.7845 | 199.3529 | 173.4315 |
| Avg Daily Profit (%) | 0.1624 | 0.1105 | 0.0518 | 0.0913 | 0.0644 | 0.0591 |
| Buy And Hold Return (%) | 40.9372 | 40.9372 | 40.9372 | 40.9372 | 40.9372 | 40.9372 |
| Max Trade Drawdown | -71301 | -58188 | -31830 | -470327 | -399615 | -208804 |
| Profit Factor | 1.6655 | 1.8157 | 1.4779 | 1.1854 | 1.1747 | 1.1994 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
| Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Profitability (%) | 45.9184 | 46.9388 | 44.898 | 45.9184 | 46.9388 | 44.898 |
| Ratio Avg Win / Avg Loss | 1.9616 | 2.0525 | 1.8138 | 1.3961 | 1.328 | 1.472 |
| Largest Winning Trade | 65023 | 65023 | 49945 | 171918 | 171918 | 162991 |
| Largest Losing Trade | -44111 | -44111 | -23282 | -174128 | -174128 | -112685 |
| Avg Bars in Trades | 48 | 64 | 31 | 48 | 64 | 31 |
| Avg Bars in Winners | 60 | 76 | 42 | 60 | 76 | 42 |
| Avg Bars in Losers | 38 | 54 | 22 | 38 | 54 | 22 |
| Bars Traded | 4742 | 3181 | 1561 | 4742 | 3181 | 1561 |
| Profit Streak | 99.0579 | 99.0579 | 167.7246 | 99.0579 | 99.0579 | 167.7246 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 371549 | -44201 | -128166 | -87654 | -137222 | -118133 |
{
"trading_pair": "TWT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5108,
"evaluation_days": 1702.67,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1618358400000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758849804730,
"expiration_time": 1763229312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 83,
"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": [
[
276484.3982336106,
188211.7047957535,
88272.693437857,
372784.4912627882,
199352.9492948872,
173431.541967901
],
[
276.484398,
188.211705,
88.272693,
372.784491,
199.352949,
173.431542
],
[
0.162383,
0.110539,
0.051844,
0.091279,
0.064417,
0.059094
],
[
40.937159,
40.937159,
40.937159,
40.937159,
40.937159,
40.937159
],
[
-71301,
-58188,
-31830,
-470327,
-399615,
-208804
],
[
1.66552,
1.815681,
1.477927,
1.185403,
1.174732,
1.199401
],
[
98,
49,
49,
98,
49,
49
],
[
45,
23,
22,
45,
23,
22
],
[
53,
26,
27,
53,
26,
27
],
[
45.918367,
46.938776,
44.897959,
45.918367,
46.938776,
44.897959
],
[
1.961613,
2.052509,
1.81382,
1.396142,
1.327958,
1.471992
],
[
65023,
65023,
49945,
171918,
171918,
162991
],
[
-44111,
-44111,
-23282,
-174128,
-174128,
-112685
],
[
48,
64,
31,
48,
64,
31
],
[
60,
76,
42,
60,
76,
42
],
[
38,
54,
22,
38,
54,
22
],
[
4742,
3181,
1561,
4742,
3181,
1561
],
[
99.057925,
99.057925,
167.724592,
99.057925,
99.057925,
167.724592
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
371549,
-44201,
-128166,
-87654,
-137222,
-118133
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5108,
"evaluation_days": 1702.67,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1618358400000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758849804730,
"expiration_time": 1763229312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 83,
"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) |
|---|