| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 300083.866 | 288044.5879 | 12039.2781 | 63481.4293 | 64723.2209 | -1241.7915 |
| Total P&L (%) | 300.0839 | 288.0446 | 12.0393 | 63.4814 | 64.7232 | -1.2418 |
| Avg Daily Profit (%) | 0.176 | 0.169 | 0.0071 | 0.0288 | 0.0293 | -0.0007 |
| Buy And Hold Return (%) | 56.0732 | 56.0732 | 56.0732 | 56.0732 | 56.0732 | 56.0732 |
| Max Trade Drawdown | -132961 | -84005 | -103831 | -176938 | -124211 | -109408 |
| Profit Factor | 1.2437 | 1.5106 | 1.018 | 1.0581 | 1.1221 | 0.9978 |
| Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
| Winning Trades | 182 | 90 | 92 | 182 | 90 | 92 |
| Losing Trades | 177 | 89 | 88 | 177 | 89 | 88 |
| Profitability (%) | 50.6964 | 50.2793 | 51.1111 | 50.6964 | 50.2793 | 51.1111 |
| Ratio Avg Win / Avg Loss | 1.2095 | 1.4938 | 0.9738 | 1.029 | 1.1096 | 0.9544 |
| Largest Winning Trade | 86345 | 86345 | 31357 | 69583 | 69583 | 39467 |
| Largest Losing Trade | -50787 | -34837 | -50787 | -73506 | -73506 | -64889 |
| Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
| Bars Traded | 4873 | 2429 | 2444 | 4873 | 2429 | 2444 |
| Profit Streak | 24.9022 | 24.9022 | 47.5688 | 24.9022 | 24.9022 | 47.5688 |
| Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 354459 | 331402 | -549158 | -431840 | -356039 | -578421 |
{
"trading_pair": "TWT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5114,
"evaluation_days": 1704.67,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1618272000000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759009148471,
"expiration_time": 1763407296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 228,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.08946,
"nc": 0.9163
}
}
} {
"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": [
[
300083.8660034115,
288044.5878845451,
12039.2781188664,
63481.4293081326,
64723.2208563223,
-1241.7915481897
],
[
300.083866,
288.044588,
12.039278,
63.481429,
64.723221,
-1.241792
],
[
0.176036,
0.168974,
0.007063,
0.028838,
0.029282,
-0.000733
],
[
56.07315,
56.07315,
56.07315,
56.07315,
56.07315,
56.07315
],
[
-132961,
-84005,
-103831,
-176938,
-124211,
-109408
],
[
1.243671,
1.510559,
1.018041,
1.058116,
1.122104,
0.997791
],
[
359,
179,
180,
359,
179,
180
],
[
182,
90,
92,
182,
90,
92
],
[
177,
89,
88,
177,
89,
88
],
[
50.696379,
50.27933,
51.111111,
50.696379,
50.27933,
51.111111
],
[
1.209505,
1.493775,
0.973778,
1.029047,
1.109636,
0.954409
],
[
86345,
86345,
31357,
69583,
69583,
39467
],
[
-50787,
-34837,
-50787,
-73506,
-73506,
-64889
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
4873,
2429,
2444,
4873,
2429,
2444
],
[
24.902181,
24.902181,
47.568848,
24.902181,
24.902181,
47.568848
],
[
5,
2,
5,
5,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
354459,
331402,
-549158,
-431840,
-356039,
-578421
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5114,
"evaluation_days": 1704.67,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1618272000000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759009148471,
"expiration_time": 1763407296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 228,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.08946,
"nc": 0.9163
}
}
}
| # | 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) |
|---|