Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103564.88 | 82349.498 | 21215.382 | 157660.4607 | 111414.9398 | 46245.5209 |
Total P&L (%) | 103.5649 | 82.3495 | 21.2154 | 157.6605 | 111.4149 | 46.2455 |
Avg Daily Profit (%) | 5.9657 | 4.7436 | 1.2221 | 5.6034 | 4.4069 | 2.2138 |
Buy And Hold Return (%) | 67.8702 | 67.8702 | 67.8702 | 67.8702 | 67.8702 | 67.8702 |
Max Trade Drawdown | -15197 | -16621 | -9513 | -25384 | -31607 | -12011 |
Profit Factor | 2.3839 | 2.6701 | 1.831 | 2.2465 | 2.2627 | 2.2092 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Losing Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Profitability (%) | 56.962 | 59.4937 | 54.4304 | 56.962 | 59.4937 | 54.4304 |
Ratio Avg Win / Avg Loss | 1.8011 | 1.8179 | 1.533 | 1.6974 | 1.5406 | 1.8496 |
Largest Winning Trade | 28623 | 28623 | 6037 | 28481 | 28481 | 10186 |
Largest Losing Trade | -11283 | -11283 | -5130 | -25384 | -25384 | -8347 |
Avg Bars in Trades | 153 | 232 | 75 | 153 | 232 | 75 |
Avg Bars in Winners | 142 | 224 | 52 | 142 | 224 | 52 |
Avg Bars in Losers | 168 | 242 | 102 | 168 | 242 | 102 |
Bars Traded | 24257 | 18330 | 5927 | 24257 | 18330 | 5927 |
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 | 344948 | -106402 | -177738 | 526697 | -17060 | -176148 |
{ "trading_pair": "TWT_USDT", "interval": "1m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 17.36, "actual_first_datapoint_time": 1757547720000, "first_datapoint_time": 1757559840000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759941508533, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 5 } }, "second_band": { "type": "t3", "factors": { "length": 203, "offset": 0, "a": 0.79295 } } }
{ "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": [ [ 103564.8799993281, 82349.4980008804, 21215.3819984478, 157660.4606910447, 111414.9398223688, 46245.520868676 ], [ 103.56488, 82.349498, 21.215382, 157.660461, 111.41494, 46.245521 ], [ 5.965719, 4.743635, 1.222084, 5.603392, 4.406855, 2.21376 ], [ 67.870225, 67.870225, 67.870225, 67.870225, 67.870225, 67.870225 ], [ -15197, -16621, -9513, -25384, -31607, -12011 ], [ 2.383871, 2.67009, 1.831041, 2.24652, 2.26269, 2.209212 ], [ 158, 79, 79, 158, 79, 79 ], [ 90, 47, 43, 90, 47, 43 ], [ 68, 32, 36, 68, 32, 36 ], [ 56.962025, 59.493671, 54.43038, 56.962025, 59.493671, 54.43038 ], [ 1.801147, 1.817934, 1.532964, 1.697371, 1.540555, 1.849573 ], [ 28623, 28623, 6037, 28481, 28481, 10186 ], [ -11283, -11283, -5130, -25384, -25384, -8347 ], [ 153, 232, 75, 153, 232, 75 ], [ 142, 224, 52, 142, 224, 52 ], [ 168, 242, 102, 168, 242, 102 ], [ 24257, 18330, 5927, 24257, 18330, 5927 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344948, -106402, -177738, 526697, -17060, -176148 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "1m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 17.36, "actual_first_datapoint_time": 1757547720000, "first_datapoint_time": 1757559840000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759941508533, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 5 } }, "second_band": { "type": "t3", "factors": { "length": 203, "offset": 0, "a": 0.79295 } } }
# | 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) |
---|