Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275864.9586 | 270035.1744 | 5829.7842 | 216533.8417 | 517529.834 | -300995.9923 |
Total P&L (%) | 275.865 | 270.0352 | 5.8298 | 216.5338 | 517.5298 | -300.996 |
Avg Daily Profit (%) | 0.1608 | 0.1574 | 0.0034 | 0.0672 | 0.1061 | 0 |
Buy And Hold Return (%) | 50.6609 | 50.6609 | 50.6609 | 50.6609 | 50.6609 | 50.6609 |
Max Trade Drawdown | -87937 | -58407 | -62330 | -439039 | -239374 | -412164 |
Profit Factor | 1.9126 | 3.5339 | 1.0298 | 1.1598 | 2.21 | 0.6753 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 59.0361 | 59.5238 | 58.5366 | 59.0361 | 59.5238 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.3271 | 2.4031 | 0.7294 | 0.8048 | 1.5028 | 0.4784 |
Largest Winning Trade | 128609 | 128609 | 47324 | 138943 | 138943 | 123611 |
Largest Losing Trade | -62330 | -27093 | -62330 | -408782 | -132477 | -408782 |
Avg Bars in Trades | 37 | 43 | 31 | 37 | 43 | 31 |
Avg Bars in Winners | 30 | 37 | 23 | 30 | 37 | 23 |
Avg Bars in Losers | 47 | 52 | 42 | 47 | 52 | 42 |
Bars Traded | 3132 | 1845 | 1287 | 3132 | 1845 | 1287 |
Profit Streak | 0 | 0 | 18.6055 | 0 | 0 | 18.6055 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321888 | 509083 | -541776 | -151431 | -45374 | -579074 |
{ "trading_pair": "TWT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3432, "evaluation_days": 1716, "actual_first_datapoint_time": 1611705600000, "first_datapoint_time": 1619956800000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759933916021, "expiration_time": 1764372672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 131 } } }
{ "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": [ [ 275864.9585890544, 270035.1744076821, 5829.7841813722, 216533.8417208181, 517529.8340093795, -300995.9922885613 ], [ 275.864959, 270.035174, 5.829784, 216.533842, 517.529834, -300.995992 ], [ 0.16076, 0.157363, 0.003397, 0.067171, 0.106149, 0 ], [ 50.660874, 50.660874, 50.660874, 50.660874, 50.660874, 50.660874 ], [ -87937, -58407, -62330, -439039, -239374, -412164 ], [ 1.912641, 3.533932, 1.029789, 1.159831, 2.210014, 0.675324 ], [ 83, 42, 41, 83, 42, 41 ], [ 49, 25, 24, 49, 25, 24 ], [ 34, 17, 17, 34, 17, 17 ], [ 59.036145, 59.52381, 58.536585, 59.036145, 59.52381, 58.536585 ], [ 1.327139, 2.403074, 0.729434, 0.80478, 1.502809, 0.478354 ], [ 128609, 128609, 47324, 138943, 138943, 123611 ], [ -62330, -27093, -62330, -408782, -132477, -408782 ], [ 37, 43, 31, 37, 43, 31 ], [ 30, 37, 23, 30, 37, 23 ], [ 47, 52, 42, 47, 52, 42 ], [ 3132, 1845, 1287, 3132, 1845, 1287 ], [ 0, 0, 18.605509, 0, 0, 18.605509 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321888, 509083, -541776, -151431, -45374, -579074 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3432, "evaluation_days": 1716, "actual_first_datapoint_time": 1611705600000, "first_datapoint_time": 1619956800000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759933916021, "expiration_time": 1764372672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 131 } } }
# | 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) |
---|