| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 461686.1938 | 409149.1655 | 52537.0283 | 758932.4935 | 433513.8728 | 325418.6208 |
| Total P&L (%) | 461.6862 | 409.1492 | 52.537 | 758.9325 | 433.5139 | 325.4186 |
| Avg Daily Profit (%) | 0.2706 | 0.2398 | 0.0308 | 0.1261 | 0.0982 | 0.0849 |
| Buy And Hold Return (%) | 139.5743 | 139.5743 | 139.5743 | 139.5743 | 139.5743 | 139.5743 |
| Max Trade Drawdown | -97479 | -65688 | -59780 | -2350416 | -1965163 | -936044 |
| Profit Factor | 2.3776 | 3.1337 | 1.3664 | 1.1317 | 1.1214 | 1.1485 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
| Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
| Profitability (%) | 50 | 44.7368 | 55.2632 | 50 | 44.7368 | 55.2632 |
| Ratio Avg Win / Avg Loss | 2.3776 | 3.871 | 1.1062 | 1.1317 | 1.3852 | 0.9298 |
| Largest Winning Trade | 219669 | 219669 | 45860 | 1458317 | 1458317 | 387884 |
| Largest Losing Trade | -28473 | -28473 | -28262 | -805400 | -805400 | -532395 |
| Avg Bars in Trades | 40 | 42 | 38 | 40 | 42 | 38 |
| Avg Bars in Winners | 49 | 59 | 40 | 49 | 59 | 40 |
| Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
| Bars Traded | 3076 | 1609 | 1467 | 3076 | 1609 | 1467 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -43861 | 314771 | -316338 | -154685 | -153957 | -142378 |
{
"trading_pair": "TWT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3412,
"evaluation_days": 1706,
"actual_first_datapoint_time": 1611705600000,
"first_datapoint_time": 1622721600000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759068959947,
"expiration_time": 1763482752000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
461686.1938246329,
409149.1655354484,
52537.0282891845,
758932.4935380025,
433513.8727616651,
325418.6207763384
],
[
461.686194,
409.149166,
52.537028,
758.932494,
433.513873,
325.418621
],
[
0.270625,
0.23983,
0.030795,
0.126136,
0.098191,
0.084907
],
[
139.574308,
139.574308,
139.574308,
139.574308,
139.574308,
139.574308
],
[
-97479,
-65688,
-59780,
-2350416,
-1965163,
-936044
],
[
2.377623,
3.133662,
1.366435,
1.131699,
1.121369,
1.148542
],
[
76,
38,
38,
76,
38,
38
],
[
38,
17,
21,
38,
17,
21
],
[
38,
21,
17,
38,
21,
17
],
[
50,
44.736842,
55.263158,
50,
44.736842,
55.263158
],
[
2.377623,
3.870995,
1.106162,
1.131699,
1.38522,
0.929772
],
[
219669,
219669,
45860,
1458317,
1458317,
387884
],
[
-28473,
-28473,
-28262,
-805400,
-805400,
-532395
],
[
40,
42,
38,
40,
42,
38
],
[
49,
59,
40,
49,
59,
40
],
[
31,
28,
35,
31,
28,
35
],
[
3076,
1609,
1467,
3076,
1609,
1467
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-43861,
314771,
-316338,
-154685,
-153957,
-142378
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3412,
"evaluation_days": 1706,
"actual_first_datapoint_time": 1611705600000,
"first_datapoint_time": 1622721600000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759068959947,
"expiration_time": 1763482752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|