| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 407828.8957 | 355484.7527 | 52344.143 | 348865.1985 | 267283.8914 | 81581.3071 |
| Total P&L (%) | 407.8289 | 355.4848 | 52.3441 | 348.8652 | 267.2839 | 81.5813 |
| Avg Daily Profit (%) | 0.2392 | 0.2085 | 0.0307 | 0.0881 | 0.0763 | 0.035 |
| Buy And Hold Return (%) | 133.5455 | 133.5455 | 133.5455 | 133.5455 | 133.5455 | 133.5455 |
| Max Trade Drawdown | -109301 | -49996 | -64034 | -523992 | -334004 | -241337 |
| Profit Factor | 2.1098 | 2.8659 | 1.2958 | 1.252 | 1.3438 | 1.1344 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Profitability (%) | 50 | 46.6667 | 53.3333 | 50 | 46.6667 | 53.3333 |
| Ratio Avg Win / Avg Loss | 2.1098 | 3.2753 | 1.1338 | 1.252 | 1.5358 | 0.9926 |
| Largest Winning Trade | 261463 | 261463 | 43884 | 283461 | 283461 | 92348 |
| Largest Losing Trade | -48503 | -48503 | -40587 | -96812 | -96812 | -92478 |
| Avg Bars in Trades | 82 | 83 | 81 | 82 | 83 | 81 |
| Avg Bars in Winners | 111 | 119 | 104 | 111 | 119 | 104 |
| Avg Bars in Losers | 53 | 51 | 55 | 53 | 51 | 55 |
| Bars Traded | 4939 | 2492 | 2447 | 4939 | 2492 | 2447 |
| Profit Streak | 0 | 197.3469 | 0 | 0 | 197.3469 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -164594 | 337888 | -317199 | -252473 | -96794 | -385893 |
{
"trading_pair": "TWT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5114,
"evaluation_days": 1704.67,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1614412800000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759018774529,
"expiration_time": 1763407296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 167,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 94,
"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": [
[
407828.8957020518,
355484.752722936,
52344.1429791159,
348865.198506694,
267283.8913941773,
81581.307112517
],
[
407.828896,
355.484753,
52.344143,
348.865199,
267.283891,
81.581307
],
[
0.239242,
0.208536,
0.030706,
0.088123,
0.076347,
0.035
],
[
133.545455,
133.545455,
133.545455,
133.545455,
133.545455,
133.545455
],
[
-109301,
-49996,
-64034,
-523992,
-334004,
-241337
],
[
2.109811,
2.865878,
1.295801,
1.251989,
1.34381,
1.134394
],
[
60,
30,
30,
60,
30,
30
],
[
30,
14,
16,
30,
14,
16
],
[
30,
16,
14,
30,
16,
14
],
[
50,
46.666667,
53.333333,
50,
46.666667,
53.333333
],
[
2.109811,
3.275289,
1.133826,
1.251989,
1.535783,
0.992595
],
[
261463,
261463,
43884,
283461,
283461,
92348
],
[
-48503,
-48503,
-40587,
-96812,
-96812,
-92478
],
[
82,
83,
81,
82,
83,
81
],
[
111,
119,
104,
111,
119,
104
],
[
53,
51,
55,
53,
51,
55
],
[
4939,
2492,
2447,
4939,
2492,
2447
],
[
0,
197.346927,
0,
0,
197.346927,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164594,
337888,
-317199,
-252473,
-96794,
-385893
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5114,
"evaluation_days": 1704.67,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1614412800000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759018774529,
"expiration_time": 1763407296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 167,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 94,
"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) |
|---|