Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442006.0881 | 381586.8943 | 60419.1939 | 988013.5954 | 1034821.6791 | -46808.0837 |
Total P&L (%) | 442.0061 | 381.5869 | 60.4192 | 988.0136 | 1034.8217 | -46.8081 |
Avg Daily Profit (%) | 0.2574 | 0.2222 | 0.0352 | 0.1391 | 0.1415 | -0.0367 |
Buy And Hold Return (%) | 59.46 | 59.46 | 59.46 | 59.46 | 59.46 | 59.46 |
Max Trade Drawdown | -57508 | -68144 | -56502 | -542450 | -685941 | -522008 |
Profit Factor | 2.3496 | 3.305 | 1.3731 | 1.3679 | 1.7129 | 0.9621 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 49.3827 | 51.2195 | 47.5 | 49.3827 | 51.2195 | 47.5 |
Ratio Avg Win / Avg Loss | 2.4083 | 3.1476 | 1.5176 | 1.4021 | 1.6313 | 1.0633 |
Largest Winning Trade | 161546 | 161546 | 51723 | 525089 | 525089 | 337335 |
Largest Losing Trade | -52374 | -25636 | -52374 | -491656 | -260898 | -491656 |
Avg Bars in Trades | 39 | 38 | 39 | 39 | 38 | 39 |
Avg Bars in Winners | 39 | 35 | 44 | 39 | 35 | 44 |
Avg Bars in Losers | 38 | 42 | 35 | 38 | 42 | 35 |
Bars Traded | 3162 | 1579 | 1583 | 3162 | 1579 | 1583 |
Profit Streak | 30.6821 | 32.1821 | 30.6821 | 30.6821 | 32.1821 | 30.6821 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2469 | 537550 | -305422 | -21514 | 27153 | -579515 |
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{ "first_band": { "type": "rma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 200 } } }
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{ "trading_pair": "TWT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3435, "evaluation_days": 1717.5, "actual_first_datapoint_time": 1611705600000, "first_datapoint_time": 1620345600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760070135166, "expiration_time": 1764506160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 200 } } }
# | 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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