| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 496761.0525 | 408472.1099 | 88288.9426 | 614005.0947 | 881447.7162 | -267442.6216 |
| Total P&L (%) | 496.7611 | 408.4721 | 88.2889 | 614.0051 | 881.4477 | -267.4426 |
| Avg Daily Profit (%) | 0.2893 | 0.2379 | 0.0514 | 0.1145 | 0.1331 | 0 |
| Buy And Hold Return (%) | 123.3704 | 123.3704 | 123.3704 | 123.3704 | 123.3704 | 123.3704 |
| Max Trade Drawdown | -130813 | -79268 | -62361 | -2732655 | -1519469 | -1241212 |
| Profit Factor | 1.4395 | 1.7498 | 1.1508 | 1.0395 | 1.1141 | 0.9659 |
| Total Trades | 571 | 285 | 286 | 571 | 285 | 286 |
| Winning Trades | 283 | 129 | 154 | 283 | 129 | 154 |
| Losing Trades | 288 | 156 | 132 | 288 | 156 | 132 |
| Profitability (%) | 49.5622 | 45.2632 | 53.8462 | 49.5622 | 45.2632 | 53.8462 |
| Ratio Avg Win / Avg Loss | 1.4649 | 2.116 | 0.9864 | 1.0578 | 1.3473 | 0.8279 |
| Largest Winning Trade | 307791 | 307791 | 37319 | 779634 | 779634 | 604888 |
| Largest Losing Trade | -22100 | -16270 | -22100 | -356787 | -296838 | -356787 |
| Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
| Avg Bars in Winners | 42 | 39 | 45 | 42 | 39 | 45 |
| Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
| Bars Traded | 19929 | 9253 | 10676 | 19929 | 9253 | 10676 |
| Profit Streak | 0 | 46.23 | 0 | 0 | 46.23 | 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 | 357662 | 290811 | -344911 | -215347 | -110306 | -579339 |
{
"trading_pair": "TWT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20607,
"evaluation_days": 1717.25,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1613354400000,
"last_datapoint_time": 1760126400000,
"evaluation_time": 1760131874763,
"expiration_time": 1765467734400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
496761.0525161335,
408472.1098751576,
88288.9426409754,
614005.0946502087,
881447.7162167494,
-267442.6215665435
],
[
496.761053,
408.47211,
88.288943,
614.005095,
881.447716,
-267.442622
],
[
0.289277,
0.237864,
0.051413,
0.114535,
0.133084,
0
],
[
123.370402,
123.370402,
123.370402,
123.370402,
123.370402,
123.370402
],
[
-130813,
-79268,
-62361,
-2732655,
-1519469,
-1241212
],
[
1.439511,
1.749797,
1.150797,
1.039452,
1.114104,
0.965881
],
[
571,
285,
286,
571,
285,
286
],
[
283,
129,
154,
283,
129,
154
],
[
288,
156,
132,
288,
156,
132
],
[
49.562172,
45.263158,
53.846154,
49.562172,
45.263158,
53.846154
],
[
1.464944,
2.116034,
0.986398,
1.057817,
1.347289,
0.827898
],
[
307791,
307791,
37319,
779634,
779634,
604888
],
[
-22100,
-16270,
-22100,
-356787,
-296838,
-356787
],
[
34,
32,
37,
34,
32,
37
],
[
42,
39,
45,
42,
39,
45
],
[
26,
26,
27,
26,
26,
27
],
[
19929,
9253,
10676,
19929,
9253,
10676
],
[
0,
46.230032,
0,
0,
46.230032,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
357662,
290811,
-344911,
-215347,
-110306,
-579339
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20607,
"evaluation_days": 1717.25,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1613354400000,
"last_datapoint_time": 1760126400000,
"evaluation_time": 1760131874763,
"expiration_time": 1765467734400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|