Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511963.0534 | 384095.1879 | 127867.8655 | 4145413.0933 | 2796006.6163 | 1349406.477 |
Total P&L (%) | 511.9631 | 384.0952 | 127.8679 | 4145.4131 | 2796.0066 | 1349.4065 |
Avg Daily Profit (%) | 0.2997 | 0.2248 | 0.0748 | 0.2196 | 0.1972 | 0.1566 |
Buy And Hold Return (%) | 141.2409 | 141.2409 | 141.2409 | 141.2409 | 141.2409 | 141.2409 |
Max Trade Drawdown | -70783 | -16703 | -59832 | -1069932 | -312809 | -863290 |
Profit Factor | 5.3892 | 11.5374 | 2.5945 | 3.2184 | 4.7876 | 2.1937 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 70.4918 | 67.7419 | 73.3333 | 70.4918 | 67.7419 | 73.3333 |
Ratio Avg Win / Avg Loss | 2.2559 | 5.494 | 0.9435 | 1.3472 | 2.2798 | 0.7977 |
Largest Winning Trade | 145159 | 145159 | 49351 | 1192754 | 1192754 | 382221 |
Largest Losing Trade | -54080 | -16703 | -54080 | -780523 | -289408 | -780523 |
Avg Bars in Trades | 51 | 53 | 48 | 51 | 53 | 48 |
Avg Bars in Winners | 37 | 42 | 32 | 37 | 42 | 32 |
Avg Bars in Losers | 84 | 77 | 93 | 84 | 77 | 93 |
Bars Traded | 3127 | 1667 | 1460 | 3127 | 1667 | 1460 |
Profit Streak | 53.7694 | 53.7694 | 115.2694 | 53.7694 | 53.7694 | 115.2694 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147944 | 569648 | -253084 | -149112 | 665122 | 453743 |
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{ "first_band": { "type": "linreg", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 2, "offset": 248 } } }
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{ "trading_pair": "TWT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3417, "evaluation_days": 1708.5, "actual_first_datapoint_time": 1611705600000, "first_datapoint_time": 1622462400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759300077080, "expiration_time": 1763705232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 2, "offset": 248 } } }
# | 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) |
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