| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 626413.1872 | 478705.9213 | 147707.2659 | 3413725.0893 | 1413872.6253 | 1999852.464 |
| Total P&L (%) | 626.4132 | 478.7059 | 147.7073 | 3413.7251 | 1413.8726 | 1999.8525 |
| Avg Daily Profit (%) | 0.368 | 0.2813 | 0.0868 | 0.2093 | 0.1598 | 0.179 |
| Buy And Hold Return (%) | 71.8784 | 71.8784 | 71.8784 | 71.8784 | 71.8784 | 71.8784 |
| Max Trade Drawdown | -61183 | -55243 | -42254 | -1701507 | -1313927 | -578692 |
| Profit Factor | 3.2312 | 4.0759 | 2.1805 | 1.5445 | 1.3464 | 1.9139 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
| Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
| Profitability (%) | 39.1304 | 32.3529 | 45.7143 | 39.1304 | 32.3529 | 45.7143 |
| Ratio Avg Win / Avg Loss | 5.0263 | 8.5224 | 2.5893 | 2.4025 | 2.8152 | 2.2728 |
| Largest Winning Trade | 260101 | 260101 | 57478 | 1519049 | 1519049 | 839815 |
| Largest Losing Trade | -22208 | -22208 | -20847 | -528816 | -528816 | -319848 |
| Avg Bars in Trades | 46 | 46 | 46 | 46 | 46 | 46 |
| Avg Bars in Winners | 79 | 79 | 78 | 79 | 79 | 78 |
| Avg Bars in Losers | 25 | 29 | 20 | 25 | 29 | 20 |
| Bars Traded | 3206 | 1565 | 1641 | 3206 | 1565 | 1641 |
| 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 | -94854 | 299745 | -81143 | -99698 | 82530 | 353387 |
{
"trading_pair": "TWT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3404,
"evaluation_days": 1702,
"actual_first_datapoint_time": 1611705600000,
"first_datapoint_time": 1618012800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758899369607,
"expiration_time": 1763126784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 136,
"offset": 11
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 40,
"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": [
[
626413.1871769867,
478705.9213159896,
147707.2658609966,
3413725.0893267333,
1413872.6253000493,
1999852.464026682
],
[
626.413187,
478.705921,
147.707266,
3413.725089,
1413.872625,
1999.852464
],
[
0.368045,
0.281261,
0.086785,
0.209341,
0.159778,
0.179035
],
[
71.878393,
71.878393,
71.878393,
71.878393,
71.878393,
71.878393
],
[
-61183,
-55243,
-42254,
-1701507,
-1313927,
-578692
],
[
3.231178,
4.075929,
2.18048,
1.544466,
1.3464,
1.913911
],
[
69,
34,
35,
69,
34,
35
],
[
27,
11,
16,
27,
11,
16
],
[
42,
23,
19,
42,
23,
19
],
[
39.130435,
32.352941,
45.714286,
39.130435,
32.352941,
45.714286
],
[
5.026277,
8.522396,
2.58932,
2.402503,
2.8152,
2.272769
],
[
260101,
260101,
57478,
1519049,
1519049,
839815
],
[
-22208,
-22208,
-20847,
-528816,
-528816,
-319848
],
[
46,
46,
46,
46,
46,
46
],
[
79,
79,
78,
79,
79,
78
],
[
25,
29,
20,
25,
29,
20
],
[
3206,
1565,
1641,
3206,
1565,
1641
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-94854,
299745,
-81143,
-99698,
82530,
353387
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3404,
"evaluation_days": 1702,
"actual_first_datapoint_time": 1611705600000,
"first_datapoint_time": 1618012800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758899369607,
"expiration_time": 1763126784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 136,
"offset": 11
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 40,
"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) |
|---|