Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428198.1713 | 352227.3529 | 75970.8185 | 779181.9599 | 827383.8716 | -48201.9117 |
Total P&L (%) | 428.1982 | 352.2274 | 75.9708 | 779.182 | 827.3839 | -48.2019 |
Avg Daily Profit (%) | 0.2508 | 0.2063 | 0.0445 | 0.1274 | 0.1306 | -0.0385 |
Buy And Hold Return (%) | 69.0491 | 69.0491 | 69.0491 | 69.0491 | 69.0491 | 69.0491 |
Max Trade Drawdown | -112093 | -58264 | -96590 | -1133139 | -705088 | -602203 |
Profit Factor | 1.456 | 1.7652 | 1.1587 | 1.1486 | 1.3128 | 0.9814 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 132 | 64 | 68 | 132 | 64 | 68 |
Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Profitability (%) | 48.5294 | 47.0588 | 50 | 48.5294 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 1.5442 | 1.9859 | 1.1587 | 1.2182 | 1.4769 | 0.9814 |
Largest Winning Trade | 78895 | 78895 | 37087 | 294302 | 294302 | 145132 |
Largest Losing Trade | -31777 | -20150 | -31777 | -349966 | -256776 | -349966 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3353 | 1625 | 1728 | 3353 | 1625 | 1728 |
Profit Streak | 11.4052 | 35.4052 | 0 | 11.4052 | 35.4052 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411612 | 348781 | -313976 | -77756 | -18215 | -580693 |
{ "trading_pair": "TWT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3414, "evaluation_days": 1707, "actual_first_datapoint_time": 1611705600000, "first_datapoint_time": 1613649600000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759182208945, "expiration_time": 1763571744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 120, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 46, "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": [ [ 428198.1713320286, 352227.3528747099, 75970.8184573182, 779181.959922379, 827383.8716228879, -48201.9117005082 ], [ 428.198171, 352.227353, 75.970818, 779.18196, 827.383872, -48.201912 ], [ 0.250848, 0.206343, 0.044505, 0.127429, 0.13056, -0.038529 ], [ 69.049147, 69.049147, 69.049147, 69.049147, 69.049147, 69.049147 ], [ -112093, -58264, -96590, -1133139, -705088, -602203 ], [ 1.455954, 1.765227, 1.158658, 1.14863, 1.312804, 0.981442 ], [ 272, 136, 136, 272, 136, 136 ], [ 132, 64, 68, 132, 64, 68 ], [ 140, 72, 68, 140, 72, 68 ], [ 48.529412, 47.058824, 50, 48.529412, 47.058824, 50 ], [ 1.544194, 1.985881, 1.158658, 1.218244, 1.476905, 0.981442 ], [ 78895, 78895, 37087, 294302, 294302, 145132 ], [ -31777, -20150, -31777, -349966, -256776, -349966 ], [ 12, 11, 12, 12, 11, 12 ], [ 15, 15, 16, 15, 15, 16 ], [ 9, 9, 9, 9, 9, 9 ], [ 3353, 1625, 1728, 3353, 1625, 1728 ], [ 11.405196, 35.405196, 0, 11.405196, 35.405196, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 411612, 348781, -313976, -77756, -18215, -580693 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3414, "evaluation_days": 1707, "actual_first_datapoint_time": 1611705600000, "first_datapoint_time": 1613649600000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759182208945, "expiration_time": 1763571744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 120, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 46, "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) |
---|