Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466943.5786 | 398674.7507 | 68268.8279 | 350052.6638 | 349680.0179 | 372.6459 |
Total P&L (%) | 466.9436 | 398.6748 | 68.2688 | 350.0527 | 349.68 | 0.3726 |
Avg Daily Profit (%) | 0.2745 | 0.2343 | 0.0401 | 0.0885 | 0.0884 | 0.0002 |
Buy And Hold Return (%) | 175.7062 | 175.7062 | 175.7062 | 175.7062 | 175.7062 | 175.7062 |
Max Trade Drawdown | -84379 | -82826 | -49257 | -607450 | -523819 | -282321 |
Profit Factor | 1.6144 | 1.8107 | 1.2545 | 1.0962 | 1.151 | 1.0003 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 144 | 64 | 80 | 144 | 64 | 80 |
Losing Trades | 151 | 83 | 68 | 151 | 83 | 68 |
Profitability (%) | 48.8136 | 43.5374 | 54.0541 | 48.8136 | 43.5374 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.6929 | 2.3482 | 1.0663 | 1.1495 | 1.4928 | 0.8502 |
Largest Winning Trade | 299642 | 299642 | 18341 | 504958 | 504958 | 113739 |
Largest Losing Trade | -38804 | -38804 | -27981 | -197716 | -197716 | -147363 |
Avg Bars in Trades | 33 | 60 | 6 | 33 | 60 | 6 |
Avg Bars in Winners | 41 | 84 | 6 | 41 | 84 | 6 |
Avg Bars in Losers | 26 | 42 | 6 | 26 | 42 | 6 |
Bars Traded | 9924 | 8961 | 963 | 9924 | 8961 | 963 |
Profit Streak | 21.543 | 0 | 26.043 | 21.543 | 0 | 26.043 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343076 | 128720 | -303615 | -194833 | -138946 | -578515 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 11, "offset": 0, "std": 4.53984 } } }
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{ "trading_pair": "TWT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10208, "evaluation_days": 1701.33, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1612497600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758949311215, "expiration_time": 1763125056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 11, "offset": 0, "std": 4.53984 } } }
# | 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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