Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298226.4845 | 315010.2068 | -16783.7223 | 57148.3594 | 326943.989 | -269795.6296 |
Total P&L (%) | 298.2265 | 315.0102 | -16.7837 | 57.1484 | 326.944 | -269.7956 |
Avg Daily Profit (%) | 0.1749 | 0.1847 | -0.0098 | 0.0265 | 0.0851 | 0 |
Buy And Hold Return (%) | 125.8336 | 125.8336 | 125.8336 | 125.8336 | 125.8336 | 125.8336 |
Max Trade Drawdown | -222832 | -143661 | -145990 | -478277 | -272012 | -382300 |
Profit Factor | 1.1168 | 1.2566 | 0.9873 | 1.0149 | 1.1832 | 0.8681 |
Total Trades | 1361 | 681 | 680 | 1361 | 681 | 680 |
Winning Trades | 671 | 338 | 333 | 671 | 338 | 333 |
Losing Trades | 690 | 343 | 347 | 690 | 343 | 347 |
Profitability (%) | 49.302 | 49.6329 | 48.9706 | 49.302 | 49.6329 | 48.9706 |
Ratio Avg Win / Avg Loss | 1.1485 | 1.2752 | 1.0288 | 1.0437 | 1.2007 | 0.9046 |
Largest Winning Trade | 63781 | 63781 | 31589 | 200618 | 200618 | 49330 |
Largest Losing Trade | -28767 | -28767 | -21918 | -66512 | -66512 | -60131 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 20321 | 10163 | 10158 | 20321 | 10163 | 10158 |
Profit Streak | 1.3989 | 12.5656 | 0 | 1.3989 | 12.5656 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84901 | 305846 | -576237 | -523223 | -97001 | -577903 |
{ "trading_pair": "TWT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20465, "evaluation_days": 1705.42, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1612663200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759109665163, "expiration_time": 1764408528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.60385 } }, "second_band": { "type": "pwma", "factors": { "length": 130, "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": [ [ 298226.4844795256, 315010.2067605624, -16783.7222810374, 57148.3593838375, 326943.9889516988, -269795.6295678616 ], [ 298.226484, 315.010207, -16.783722, 57.148359, 326.943989, -269.79563 ], [ 0.17487, 0.184711, -0.009841, 0.026508, 0.085146, 0 ], [ 125.83362, 125.83362, 125.83362, 125.83362, 125.83362, 125.83362 ], [ -222832, -143661, -145990, -478277, -272012, -382300 ], [ 1.116829, 1.256626, 0.987335, 1.014922, 1.183212, 0.868088 ], [ 1361, 681, 680, 1361, 681, 680 ], [ 671, 338, 333, 671, 338, 333 ], [ 690, 343, 347, 690, 343, 347 ], [ 49.301984, 49.632893, 48.970588, 49.301984, 49.632893, 48.970588 ], [ 1.148453, 1.275215, 1.028844, 1.043661, 1.200715, 0.904584 ], [ 63781, 63781, 31589, 200618, 200618, 49330 ], [ -28767, -28767, -21918, -66512, -66512, -60131 ], [ 14, 14, 14, 14, 14, 14 ], [ 14, 14, 14, 14, 14, 14 ], [ 14, 14, 14, 14, 14, 14 ], [ 20321, 10163, 10158, 20321, 10163, 10158 ], [ 1.398902, 12.565569, 0, 1.398902, 12.565569, 0 ], [ 1, 5, 0, 1, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -84901, 305846, -576237, -523223, -97001, -577903 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20465, "evaluation_days": 1705.42, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1612663200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759109665163, "expiration_time": 1764408528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.60385 } }, "second_band": { "type": "pwma", "factors": { "length": 130, "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) |
---|