Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416477.3443 | 306486.3185 | 109991.0257 | 1239323.4289 | 1043330.309 | 195993.1199 |
Total P&L (%) | 416.4773 | 306.4863 | 109.991 | 1239.3234 | 1043.3303 | 195.9931 |
Avg Daily Profit (%) | 0.2438 | 0.1794 | 0.0644 | 0.152 | 0.1427 | 0.0635 |
Buy And Hold Return (%) | 177.1636 | 177.1636 | 177.1636 | 177.1636 | 177.1636 | 177.1636 |
Max Trade Drawdown | -127895 | -29518 | -117767 | -971217 | -300070 | -867648 |
Profit Factor | 1.7601 | 2.6053 | 1.3081 | 1.2943 | 1.6684 | 1.074 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 56.0811 | 56.7568 | 55.4054 | 56.0811 | 56.7568 | 55.4054 |
Ratio Avg Win / Avg Loss | 1.3784 | 1.985 | 1.0529 | 1.0136 | 1.2711 | 0.8644 |
Largest Winning Trade | 59619 | 53617 | 59619 | 239575 | 175370 | 239575 |
Largest Losing Trade | -45853 | -22424 | -45853 | -336332 | -281764 | -336332 |
Avg Bars in Trades | 66 | 44 | 88 | 66 | 44 | 88 |
Avg Bars in Winners | 66 | 37 | 95 | 66 | 37 | 95 |
Avg Bars in Losers | 66 | 54 | 78 | 66 | 54 | 78 |
Bars Traded | 9828 | 3315 | 6513 | 9828 | 3315 | 6513 |
Profit Streak | 0 | 0 | 67.2981 | 0 | 0 | 67.2981 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 246642 | -59580 | -335525 | 318716 | -64081 | -444557 |
{ "trading_pair": "TWT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10250, "evaluation_days": 1708.33, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1614528000000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759331352058, "expiration_time": 1763748000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 141, "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": [ [ 416477.3442896577, 306486.3185494943, 109991.0257401636, 1239323.4288991704, 1043330.3089727678, 195993.1199264023 ], [ 416.477344, 306.486319, 109.991026, 1239.323429, 1043.330309, 195.99312 ], [ 0.243792, 0.179407, 0.064385, 0.152003, 0.142728, 0.063542 ], [ 177.16362, 177.16362, 177.16362, 177.16362, 177.16362, 177.16362 ], [ -127895, -29518, -117767, -971217, -300070, -867648 ], [ 1.76012, 2.605269, 1.308111, 1.294296, 1.668354, 1.073957 ], [ 148, 74, 74, 148, 74, 74 ], [ 83, 42, 41, 83, 42, 41 ], [ 65, 32, 33, 65, 32, 33 ], [ 56.081081, 56.756757, 55.405405, 56.081081, 56.756757, 55.405405 ], [ 1.378408, 1.984967, 1.05287, 1.013605, 1.271127, 0.864404 ], [ 59619, 53617, 59619, 239575, 175370, 239575 ], [ -45853, -22424, -45853, -336332, -281764, -336332 ], [ 66, 44, 88, 66, 44, 88 ], [ 66, 37, 95, 66, 37, 95 ], [ 66, 54, 78, 66, 54, 78 ], [ 9828, 3315, 6513, 9828, 3315, 6513 ], [ 0, 0, 67.298056, 0, 0, 67.298056 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 246642, -59580, -335525, 318716, -64081, -444557 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10250, "evaluation_days": 1708.33, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1614528000000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759331352058, "expiration_time": 1763748000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 141, "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) |
---|