| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 105276.5423 | 82456.8191 | 22819.7232 | 156554.2401 | 108094.745 | 48459.4951 |
| Total P&L (%) | 105.2765 | 82.4568 | 22.8197 | 156.5542 | 108.0947 | 48.4595 |
| Avg Daily Profit (%) | 2.0214 | 1.5833 | 0.4382 | 1.8255 | 1.4171 | 0.7616 |
| Buy And Hold Return (%) | 66.8619 | 66.8619 | 66.8619 | 66.8619 | 66.8619 | 66.8619 |
| Max Trade Drawdown | -16409 | -16409 | -9743 | -36341 | -36341 | -10554 |
| Profit Factor | 2.3197 | 2.5179 | 1.8966 | 2.5024 | 2.3983 | 2.8016 |
| Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
| Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
| Profitability (%) | 60.4317 | 62.3188 | 58.5714 | 60.4317 | 62.3188 | 58.5714 |
| Ratio Avg Win / Avg Loss | 1.5188 | 1.5224 | 1.3415 | 1.6385 | 1.4502 | 1.9816 |
| Largest Winning Trade | 27036 | 27036 | 8939 | 37129 | 37129 | 11997 |
| Largest Losing Trade | -16409 | -16409 | -4977 | -36341 | -36341 | -5534 |
| Avg Bars in Trades | 176 | 280 | 73 | 176 | 280 | 73 |
| Avg Bars in Winners | 139 | 225 | 50 | 139 | 225 | 50 |
| Avg Bars in Losers | 232 | 372 | 106 | 232 | 372 | 106 |
| Bars Traded | 24531 | 19381 | 5151 | 24531 | 19381 | 5151 |
| Profit Streak | 7.0144 | 7.0144 | 8.9769 | 7.0144 | 7.0144 | 8.9769 |
| Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355871 | -175556 | -246844 | 546506 | -93272 | -241500 |
{
"trading_pair": "TWT_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754588160000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759416648343,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 192,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 225,
"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": [
[
105276.5422745251,
82456.8190539489,
22819.7232205762,
156554.2401234674,
108094.7450314783,
48459.4950919891
],
[
105.276542,
82.456819,
22.819723,
156.55424,
108.094745,
48.459495
],
[
2.021439,
1.583272,
0.438167,
1.825545,
1.417057,
0.761607
],
[
66.861903,
66.861903,
66.861903,
66.861903,
66.861903,
66.861903
],
[
-16409,
-16409,
-9743,
-36341,
-36341,
-10554
],
[
2.319679,
2.517886,
1.896618,
2.502423,
2.398326,
2.801589
],
[
139,
69,
70,
139,
69,
70
],
[
84,
43,
41,
84,
43,
41
],
[
55,
26,
29,
55,
26,
29
],
[
60.431655,
62.318841,
58.571429,
60.431655,
62.318841,
58.571429
],
[
1.518838,
1.522443,
1.34151,
1.638492,
1.450151,
1.981612
],
[
27036,
27036,
8939,
37129,
37129,
11997
],
[
-16409,
-16409,
-4977,
-36341,
-36341,
-5534
],
[
176,
280,
73,
176,
280,
73
],
[
139,
225,
50,
139,
225,
50
],
[
232,
372,
106,
232,
372,
106
],
[
24531,
19381,
5151,
24531,
19381,
5151
],
[
7.014448,
7.014448,
8.976948,
7.014448,
7.014448,
8.976948
],
[
7,
3,
5,
7,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355871,
-175556,
-246844,
546506,
-93272,
-241500
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547840000,
"first_datapoint_time": 1754588160000,
"last_datapoint_time": 1759047660000,
"evaluation_time": 1759416648343,
"expiration_time": 1765527660000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 192,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 225,
"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) |
|---|