Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433708.0461 | 363287.6014 | 70420.4446 | 495588.3346 | 569626.372 | -74038.0375 |
Total P&L (%) | 433.708 | 363.2876 | 70.4204 | 495.5883 | 569.6264 | -74.038 |
Avg Daily Profit (%) | 0.2542 | 0.2129 | 0.0413 | 0.1046 | 0.1115 | -0.079 |
Buy And Hold Return (%) | 61.9241 | 61.9241 | 61.9241 | 61.9241 | 61.9241 | 61.9241 |
Max Trade Drawdown | -66064 | -59952 | -46866 | -867100 | -754885 | -555608 |
Profit Factor | 1.8769 | 2.3795 | 1.3045 | 1.1051 | 1.2245 | 0.966 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 41.3223 | 38.3333 | 44.2623 | 41.3223 | 38.3333 | 44.2623 |
Ratio Avg Win / Avg Loss | 2.6652 | 3.8279 | 1.6427 | 1.5692 | 1.9699 | 1.2165 |
Largest Winning Trade | 255904 | 255904 | 62961 | 563586 | 563586 | 319764 |
Largest Losing Trade | -38492 | -22218 | -38492 | -507009 | -164304 | -507009 |
Avg Bars in Trades | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Winners | 70 | 71 | 70 | 70 | 71 | 70 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 4818 | 2323 | 2495 | 4818 | 2323 | 2495 |
Profit Streak | 32.613 | 0 | 33.2796 | 32.613 | 0 | 33.2797 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328837 | -162486 | -423008 | -159624 | -216951 | -742481 |
{ "trading_pair": "TWT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5118, "evaluation_days": 1706, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1618675200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759128161725, "expiration_time": 1763525952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.13636 } } }
{ "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": [ [ 433708.0460810831, 363287.6014385549, 70420.4446425278, 495588.3345559597, 569626.3720280791, -74038.0374721189 ], [ 433.708046, 363.287601, 70.420445, 495.588335, 569.626372, -74.038037 ], [ 0.254225, 0.212947, 0.041278, 0.104649, 0.111525, -0.079016 ], [ 61.924051, 61.924051, 61.924051, 61.924051, 61.924051, 61.924051 ], [ -66064, -59952, -46866, -867100, -754885, -555608 ], [ 1.876914, 2.37952, 1.304533, 1.105072, 1.224514, 0.96603 ], [ 121, 60, 61, 121, 60, 61 ], [ 50, 23, 27, 50, 23, 27 ], [ 71, 37, 34, 71, 37, 34 ], [ 41.322314, 38.333333, 44.262295, 41.322314, 38.333333, 44.262295 ], [ 2.665218, 3.827924, 1.642745, 1.569203, 1.969871, 1.216482 ], [ 255904, 255904, 62961, 563586, 563586, 319764 ], [ -38492, -22218, -38492, -507009, -164304, -507009 ], [ 39, 38, 40, 39, 38, 40 ], [ 70, 71, 70, 70, 71, 70 ], [ 18, 18, 17, 18, 18, 17 ], [ 4818, 2323, 2495, 4818, 2323, 2495 ], [ 32.612983, 0, 33.279649, 32.612983, 0, 33.27965 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328837, -162486, -423008, -159624, -216951, -742481 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5118, "evaluation_days": 1706, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1618675200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759128161725, "expiration_time": 1763525952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.13636 } } }
# | 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) |
---|