Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451834.7029 | 396003.3628 | 55831.3401 | 746644.2444 | 1025250.8058 | -278606.5614 |
Total P&L (%) | 451.8347 | 396.0034 | 55.8313 | 746.6442 | 1025.2508 | -278.6066 |
Avg Daily Profit (%) | 0.2632 | 0.2306 | 0.0325 | 0.1245 | 0.1411 | 0 |
Buy And Hold Return (%) | 110.9682 | 110.9682 | 110.9682 | 110.9682 | 110.9682 | 110.9682 |
Max Trade Drawdown | -107232 | -61340 | -86383 | -2259731 | -1455927 | -1374140 |
Profit Factor | 1.3926 | 1.7438 | 1.0903 | 1.0804 | 1.2356 | 0.9435 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 158 | 80 | 78 | 158 | 80 | 78 |
Losing Trades | 180 | 89 | 91 | 180 | 89 | 91 |
Profitability (%) | 46.7456 | 47.3373 | 46.1538 | 46.7456 | 47.3373 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.5865 | 1.94 | 1.272 | 1.2309 | 1.3746 | 1.1008 |
Largest Winning Trade | 84481 | 84481 | 53149 | 409038 | 409038 | 274424 |
Largest Losing Trade | -41861 | -24972 | -41861 | -765754 | -765754 | -655449 |
Avg Bars in Trades | 60 | 63 | 57 | 60 | 63 | 57 |
Avg Bars in Winners | 75 | 78 | 72 | 75 | 78 | 72 |
Avg Bars in Losers | 47 | 50 | 44 | 47 | 50 | 44 |
Bars Traded | 20422 | 10741 | 9681 | 20422 | 10741 | 9681 |
Profit Streak | 5.7533 | 8.7533 | 0 | 5.7533 | 8.7533 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322793 | 307690 | -437639 | -157435 | -4623 | -580277 |
{ "trading_pair": "TWT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20603, "evaluation_days": 1716.92, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1612944000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760105086823, "expiration_time": 1765437897600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 75, "offset": 30, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 169, "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": [ [ 451834.7029428058, 396003.3628485107, 55831.3400942948, 746644.2444232452, 1025250.8058041064, -278606.5613808619 ], [ 451.834703, 396.003363, 55.83134, 746.644244, 1025.250806, -278.606561 ], [ 0.263166, 0.230648, 0.032518, 0.124493, 0.141084, 0 ], [ 110.968188, 110.968188, 110.968188, 110.968188, 110.968188, 110.968188 ], [ -107232, -61340, -86383, -2259731, -1455927, -1374140 ], [ 1.392551, 1.743776, 1.090255, 1.080426, 1.23561, 0.943512 ], [ 338, 169, 169, 338, 169, 169 ], [ 158, 80, 78, 158, 80, 78 ], [ 180, 89, 91, 180, 89, 91 ], [ 46.745562, 47.337278, 46.153846, 46.745562, 47.337278, 46.153846 ], [ 1.586451, 1.939951, 1.271964, 1.230865, 1.374616, 1.100764 ], [ 84481, 84481, 53149, 409038, 409038, 274424 ], [ -41861, -24972, -41861, -765754, -765754, -655449 ], [ 60, 63, 57, 60, 63, 57 ], [ 75, 78, 72, 75, 78, 72 ], [ 47, 50, 44, 47, 50, 44 ], [ 20422, 10741, 9681, 20422, 10741, 9681 ], [ 5.75332, 8.75332, 0, 5.75332, 8.75332, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322793, 307690, -437639, -157435, -4623, -580277 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20603, "evaluation_days": 1716.92, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1612944000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760105086823, "expiration_time": 1765437897600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 75, "offset": 30, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 169, "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) |
---|