Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455416.2114 | 393341.4653 | 62074.7461 | 678642.688 | 553828.0996 | 124814.5885 |
Total P&L (%) | 455.4162 | 393.3415 | 62.0747 | 678.6427 | 553.8281 | 124.8146 |
Avg Daily Profit (%) | 0.2656 | 0.2294 | 0.0362 | 0.1198 | 0.1096 | 0.0473 |
Buy And Hold Return (%) | 166.0663 | 166.0663 | 166.0663 | 166.0663 | 166.0663 | 166.0663 |
Max Trade Drawdown | -80720 | -76891 | -56810 | -351857 | -237544 | -145703 |
Profit Factor | 1.9513 | 2.1099 | 1.4993 | 1.5115 | 1.5649 | 1.3603 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 63.7255 | 62.7451 | 64.7059 | 63.7255 | 62.7451 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.1108 | 1.2528 | 0.8178 | 0.8604 | 0.9291 | 0.742 |
Largest Winning Trade | 115164 | 115164 | 18801 | 234718 | 234718 | 71124 |
Largest Losing Trade | -63244 | -63244 | -32797 | -150919 | -150919 | -119504 |
Avg Bars in Trades | 66 | 121 | 11 | 66 | 121 | 11 |
Avg Bars in Winners | 46 | 83 | 10 | 46 | 83 | 10 |
Avg Bars in Losers | 101 | 185 | 14 | 101 | 185 | 14 |
Bars Traded | 6808 | 6199 | 609 | 6808 | 6199 | 609 |
Profit Streak | 57.7957 | 57.7957 | 77.2957 | 57.7957 | 57.7957 | 77.2957 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398071 | -170663 | -487175 | -31499 | -226069 | -473284 |
{ "trading_pair": "TWT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6858, "evaluation_days": 1714.5, "actual_first_datapoint_time": 1611727200000, "first_datapoint_time": 1612699200000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759842349991, "expiration_time": 1764282384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 26, "offset": 20 } } }
{ "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": [ [ 455416.2113737058, 393341.4652956722, 62074.7460780337, 678642.6880351303, 553828.0995715284, 124814.5884636018 ], [ 455.416211, 393.341465, 62.074746, 678.642688, 553.8281, 124.814588 ], [ 0.265626, 0.229421, 0.036206, 0.119779, 0.109577, 0.047261 ], [ 166.066259, 166.066259, 166.066259, 166.066259, 166.066259, 166.066259 ], [ -80720, -76891, -56810, -351857, -237544, -145703 ], [ 1.951337, 2.10993, 1.499283, 1.511453, 1.564881, 1.360259 ], [ 102, 51, 51, 102, 51, 51 ], [ 65, 32, 33, 65, 32, 33 ], [ 37, 19, 18, 37, 19, 18 ], [ 63.72549, 62.745098, 64.705882, 63.72549, 62.745098, 64.705882 ], [ 1.110761, 1.252771, 0.817791, 0.860366, 0.929148, 0.741959 ], [ 115164, 115164, 18801, 234718, 234718, 71124 ], [ -63244, -63244, -32797, -150919, -150919, -119504 ], [ 66, 121, 11, 66, 121, 11 ], [ 46, 83, 10, 46, 83, 10 ], [ 101, 185, 14, 101, 185, 14 ], [ 6808, 6199, 609, 6808, 6199, 609 ], [ 57.795717, 57.795717, 77.295717, 57.795717, 57.795717, 77.295717 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 398071, -170663, -487175, -31499, -226069, -473284 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6858, "evaluation_days": 1714.5, "actual_first_datapoint_time": 1611727200000, "first_datapoint_time": 1612699200000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759842349991, "expiration_time": 1764282384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 26, "offset": 20 } } }
# | 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) |
---|