| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 417094.4764 | 399378.8533 | 17715.6231 | 42292.8896 | 20406.3869 | 21886.5026 |
| Total P&L (%) | 417.0945 | 399.3789 | 17.7156 | 42.2929 | 20.4064 | 21.8865 |
| Avg Daily Profit (%) | 0.2444 | 0.234 | 0.0104 | 0.0207 | 0.0109 | 0.0116 |
| Buy And Hold Return (%) | 159.7124 | 159.7124 | 159.7124 | 159.7124 | 159.7124 | 159.7124 |
| Max Trade Drawdown | -121419 | -61921 | -63366 | -510219 | -351975 | -191444 |
| Profit Factor | 1.7803 | 2.3665 | 1.0731 | 1.0332 | 1.0254 | 1.0466 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 51.3158 | 50 | 52.6316 | 51.3158 | 50 | 52.6316 |
| Ratio Avg Win / Avg Loss | 1.689 | 2.3665 | 0.9658 | 0.9803 | 1.0254 | 0.9419 |
| Largest Winning Trade | 225171 | 225171 | 41682 | 256325 | 256325 | 169333 |
| Largest Losing Trade | -74798 | -46620 | -74798 | -182096 | -182096 | -90347 |
| Avg Bars in Trades | 85 | 114 | 57 | 85 | 114 | 57 |
| Avg Bars in Winners | 102 | 137 | 68 | 102 | 137 | 68 |
| Avg Bars in Losers | 68 | 91 | 44 | 68 | 91 | 44 |
| Bars Traded | 6521 | 4350 | 2171 | 6521 | 4350 | 2171 |
| 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 | -45686 | 319580 | -486155 | -570257 | -536607 | -513733 |
{
"trading_pair": "TWT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6827,
"evaluation_days": 1706.75,
"actual_first_datapoint_time": 1611727200000,
"first_datapoint_time": 1616695200000,
"last_datapoint_time": 1759168800000,
"evaluation_time": 1759182827241,
"expiration_time": 1763592696000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 231,
"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": [
[
417094.4763630946,
399378.8532584245,
17715.6231046704,
42292.8895673118,
20406.3869461591,
21886.5026211528
],
[
417.094476,
399.378853,
17.715623,
42.29289,
20.406387,
21.886503
],
[
0.244379,
0.234,
0.01038,
0.020668,
0.010881,
0.011597
],
[
159.712372,
159.712372,
159.712372,
159.712372,
159.712372,
159.712372
],
[
-121419,
-61921,
-63366,
-510219,
-351975,
-191444
],
[
1.780273,
2.366526,
1.073117,
1.033246,
1.025439,
1.046571
],
[
76,
38,
38,
76,
38,
38
],
[
39,
19,
20,
39,
19,
20
],
[
37,
19,
18,
37,
19,
18
],
[
51.315789,
50,
52.631579,
51.315789,
50,
52.631579
],
[
1.688977,
2.366526,
0.965805,
0.980259,
1.025439,
0.941914
],
[
225171,
225171,
41682,
256325,
256325,
169333
],
[
-74798,
-46620,
-74798,
-182096,
-182096,
-90347
],
[
85,
114,
57,
85,
114,
57
],
[
102,
137,
68,
102,
137,
68
],
[
68,
91,
44,
68,
91,
44
],
[
6521,
4350,
2171,
6521,
4350,
2171
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-45686,
319580,
-486155,
-570257,
-536607,
-513733
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6827,
"evaluation_days": 1706.75,
"actual_first_datapoint_time": 1611727200000,
"first_datapoint_time": 1616695200000,
"last_datapoint_time": 1759168800000,
"evaluation_time": 1759182827241,
"expiration_time": 1763592696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 231,
"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) |
|---|