Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545309.4786 | 444234.1151 | 101075.3634 | 1082771.3196 | 631441.2023 | 451330.1173 |
Total P&L (%) | 545.3095 | 444.2341 | 101.0754 | 1082.7713 | 631.4412 | 451.3301 |
Avg Daily Profit (%) | 0.3198 | 0.2605 | 0.0593 | 0.145 | 0.1168 | 0.1002 |
Buy And Hold Return (%) | 130.2118 | 130.2118 | 130.2118 | 130.2118 | 130.2118 | 130.2118 |
Max Trade Drawdown | -128923 | -92813 | -55345 | -990491 | -907246 | -677229 |
Profit Factor | 1.8229 | 2.1772 | 1.3543 | 1.1675 | 1.1733 | 1.1601 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 137 | 72 | 65 | 137 | 72 | 65 |
Profitability (%) | 40.1747 | 36.8421 | 43.4783 | 40.1747 | 36.8421 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.7146 | 3.7324 | 1.7606 | 1.7386 | 2.0113 | 1.5081 |
Largest Winning Trade | 237039 | 237039 | 38844 | 689593 | 689593 | 313340 |
Largest Losing Trade | -31010 | -31010 | -19041 | -203783 | -198333 | -203783 |
Avg Bars in Trades | 86 | 106 | 67 | 86 | 106 | 67 |
Avg Bars in Winners | 143 | 190 | 103 | 143 | 190 | 103 |
Avg Bars in Losers | 48 | 57 | 39 | 48 | 57 | 39 |
Bars Traded | 19888 | 12170 | 7717 | 19888 | 12170 | 7717 |
Profit Streak | 33.4778 | 0 | 38.3944 | 33.4778 | 0 | 38.3944 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301811 | 150026 | -280261 | -36324 | -72375 | -107538 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "offset": 0 } } }
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{ "trading_pair": "TWT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20462, "evaluation_days": 1705.17, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1613419200000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759087677579, "expiration_time": 1764386150400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "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) |
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