| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 429475.7902 | 358838.5118 | 70637.2785 | 469535.9765 | 674157.3484 | -204621.372 |
| Total P&L (%) | 429.4758 | 358.8385 | 70.6373 | 469.536 | 674.1573 | -204.6214 |
| Avg Daily Profit (%) | 0.2524 | 0.2109 | 0.0415 | 0.1023 | 0.1204 | 0 |
| Buy And Hold Return (%) | 61.8987 | 61.8987 | 61.8987 | 61.8987 | 61.8987 | 61.8987 |
| Max Trade Drawdown | -167316 | -87717 | -80214 | -3340454 | -1682372 | -1660141 |
| Profit Factor | 1.5025 | 1.7847 | 1.1778 | 1.0469 | 1.1292 | 0.9574 |
| Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
| Winning Trades | 102 | 47 | 55 | 102 | 47 | 55 |
| Losing Trades | 110 | 59 | 51 | 110 | 59 | 51 |
| Profitability (%) | 48.1132 | 44.3396 | 51.8868 | 48.1132 | 44.3396 | 51.8868 |
| Ratio Avg Win / Avg Loss | 1.6204 | 2.2403 | 1.0921 | 1.129 | 1.4176 | 0.8878 |
| Largest Winning Trade | 157609 | 157609 | 22557 | 577622 | 577622 | 527480 |
| Largest Losing Trade | -25495 | -25363 | -25495 | -473306 | -423939 | -473306 |
| Avg Bars in Trades | 47 | 60 | 33 | 47 | 60 | 33 |
| Avg Bars in Winners | 46 | 57 | 36 | 46 | 57 | 36 |
| Avg Bars in Losers | 47 | 62 | 31 | 47 | 62 | 31 |
| Bars Traded | 9976 | 6383 | 3593 | 9976 | 6383 | 3593 |
| Profit Streak | 0 | 14.3566 | 0 | 0 | 14.3566 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 390125 | 303001 | -284279 | -225014 | -112141 | -580805 |
{
"trading_pair": "TWT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10208,
"evaluation_days": 1701.33,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1613894400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758789214188,
"expiration_time": 1763125056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 11,
"offset": 0,
"multiplier": 3.15892
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 240,
"offset": 0,
"multiplier": 3.32084
}
}
}
{
"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": [
[
429475.790226619,
358838.5117532488,
70637.2784733697,
469535.9764546306,
674157.3484402739,
-204621.3719856431
],
[
429.47579,
358.838512,
70.637278,
469.535976,
674.157348,
-204.621372
],
[
0.252435,
0.210916,
0.041519,
0.102305,
0.120367,
0
],
[
61.898686,
61.898686,
61.898686,
61.898686,
61.898686,
61.898686
],
[
-167316,
-87717,
-80214,
-3340454,
-1682372,
-1660141
],
[
1.502543,
1.784657,
1.177799,
1.046851,
1.129242,
0.957421
],
[
212,
106,
106,
212,
106,
106
],
[
102,
47,
55,
102,
47,
55
],
[
110,
59,
51,
110,
59,
51
],
[
48.113208,
44.339623,
51.886792,
48.113208,
44.339623,
51.886792
],
[
1.620389,
2.240314,
1.092141,
1.128957,
1.417559,
0.88779
],
[
157609,
157609,
22557,
577622,
577622,
527480
],
[
-25495,
-25363,
-25495,
-473306,
-423939,
-473306
],
[
47,
60,
33,
47,
60,
33
],
[
46,
57,
36,
46,
57,
36
],
[
47,
62,
31,
47,
62,
31
],
[
9976,
6383,
3593,
9976,
6383,
3593
],
[
0,
14.356646,
0,
0,
14.356646,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
390125,
303001,
-284279,
-225014,
-112141,
-580805
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10208,
"evaluation_days": 1701.33,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1613894400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758789214188,
"expiration_time": 1763125056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 11,
"offset": 0,
"multiplier": 3.15892
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 240,
"offset": 0,
"multiplier": 3.32084
}
}
}
| # | 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) |
|---|