| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 382226.4598 | 330069.4504 | 52157.0094 | 473352.1907 | 330195.0296 | 143157.1611 |
| Total P&L (%) | 382.2265 | 330.0695 | 52.157 | 473.3522 | 330.195 | 143.1572 |
| Avg Daily Profit (%) | 0.2241 | 0.1935 | 0.0306 | 0.1024 | 0.0856 | 0.0521 |
| Buy And Hold Return (%) | 101.6393 | 101.6393 | 101.6393 | 101.6393 | 101.6393 | 101.6393 |
| Max Trade Drawdown | -74095 | -60386 | -44061 | -268193 | -259957 | -88800 |
| Profit Factor | 2.0729 | 2.2617 | 1.551 | 1.4563 | 1.4062 | 1.6377 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
| Profitability (%) | 70 | 70 | 70 | 70 | 70 | 70 |
| Ratio Avg Win / Avg Loss | 0.8884 | 0.9693 | 0.6647 | 0.6241 | 0.6027 | 0.7019 |
| Largest Winning Trade | 95948 | 95948 | 16079 | 213576 | 213576 | 45103 |
| Largest Losing Trade | -60386 | -60386 | -40246 | -259957 | -259957 | -78255 |
| Avg Bars in Trades | 168 | 305 | 31 | 168 | 305 | 31 |
| Avg Bars in Winners | 79 | 133 | 25 | 79 | 133 | 25 |
| Avg Bars in Losers | 377 | 708 | 45 | 377 | 708 | 45 |
| Bars Traded | 10113 | 9171 | 942 | 10113 | 9171 | 942 |
| Profit Streak | 0 | 76.4652 | 0 | 0 | 76.4652 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -164352 | 364260 | -315315 | -229397 | -78608 | -159156 |
{
"trading_pair": "TWT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10234,
"evaluation_days": 1705.67,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1613001600000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759100991104,
"expiration_time": 1763510688000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 89,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
382226.4598129904,
330069.4504222343,
52157.0093907562,
473352.1906586054,
330195.0296065054,
143157.1610521002
],
[
382.22646,
330.06945,
52.157009,
473.352191,
330.19503,
143.157161
],
[
0.224092,
0.193513,
0.030579,
0.102436,
0.085579,
0.052107
],
[
101.639344,
101.639344,
101.639344,
101.639344,
101.639344,
101.639344
],
[
-74095,
-60386,
-44061,
-268193,
-259957,
-88800
],
[
2.072903,
2.261733,
1.551027,
1.456323,
1.406224,
1.637732
],
[
60,
30,
30,
60,
30,
30
],
[
42,
21,
21,
42,
21,
21
],
[
18,
9,
9,
18,
9,
9
],
[
70,
70,
70,
70,
70,
70
],
[
0.888387,
0.969314,
0.664726,
0.624138,
0.602667,
0.701885
],
[
95948,
95948,
16079,
213576,
213576,
45103
],
[
-60386,
-60386,
-40246,
-259957,
-259957,
-78255
],
[
168,
305,
31,
168,
305,
31
],
[
79,
133,
25,
79,
133,
25
],
[
377,
708,
45,
377,
708,
45
],
[
10113,
9171,
942,
10113,
9171,
942
],
[
0,
76.465175,
0,
0,
76.465175,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164352,
364260,
-315315,
-229397,
-78608,
-159156
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10234,
"evaluation_days": 1705.67,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1613001600000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759100991104,
"expiration_time": 1763510688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 89,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|