| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 377243.3985 | 332752.6173 | 44490.7812 | 329303.1808 | 363963.7777 | -34660.5969 |
| Total P&L (%) | 377.2434 | 332.7526 | 44.4908 | 329.3032 | 363.9638 | -34.6606 |
| Avg Daily Profit (%) | 0.2217 | 0.1956 | 0.0261 | 0.0857 | 0.0902 | -0.025 |
| Buy And Hold Return (%) | 99.3858 | 99.3858 | 99.3858 | 99.3858 | 99.3858 | 99.3858 |
| Max Trade Drawdown | -90949 | -64275 | -54033 | -845273 | -486609 | -470654 |
| Profit Factor | 2.0214 | 2.6245 | 1.2704 | 1.145 | 1.3051 | 0.9679 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Profitability (%) | 48.6486 | 48.6486 | 48.6486 | 48.6486 | 48.6486 | 48.6486 |
| Ratio Avg Win / Avg Loss | 2.1336 | 2.7703 | 1.341 | 1.2086 | 1.3777 | 1.0216 |
| Largest Winning Trade | 222247 | 222247 | 46616 | 297358 | 297358 | 169497 |
| Largest Losing Trade | -34762 | -33461 | -34762 | -249416 | -152576 | -249416 |
| Avg Bars in Trades | 88 | 106 | 69 | 88 | 106 | 69 |
| Avg Bars in Winners | 114 | 127 | 100 | 114 | 127 | 100 |
| Avg Bars in Losers | 63 | 86 | 40 | 63 | 86 | 40 |
| Bars Traded | 6539 | 3953 | 2586 | 6539 | 3953 | 2586 |
| Profit Streak | 0 | 40.7997 | 0 | 0 | 40.7997 | 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 | -60058 | 353367 | -324337 | -211755 | -74872 | -579631 |
{
"trading_pair": "TWT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6806,
"evaluation_days": 1701.5,
"actual_first_datapoint_time": 1611727200000,
"first_datapoint_time": 1616133600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758849094201,
"expiration_time": 1763125488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 102,
"offset": 110,
"poles": 2
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 205,
"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": [
[
377243.3984583826,
332752.6172992751,
44490.7811591072,
329303.1808133171,
363963.7776691839,
-34660.596855867
],
[
377.243398,
332.752617,
44.490781,
329.303181,
363.963778,
-34.660597
],
[
0.221712,
0.195564,
0.026148,
0.085667,
0.090234,
-0.025009
],
[
99.385827,
99.385827,
99.385827,
99.385827,
99.385827,
99.385827
],
[
-90949,
-64275,
-54033,
-845273,
-486609,
-470654
],
[
2.021351,
2.624497,
1.270423,
1.144992,
1.305148,
0.96786
],
[
74,
37,
37,
74,
37,
37
],
[
36,
18,
18,
36,
18,
18
],
[
38,
19,
19,
38,
19,
19
],
[
48.648649,
48.648649,
48.648649,
48.648649,
48.648649,
48.648649
],
[
2.133649,
2.770303,
1.341002,
1.208602,
1.377656,
1.021631
],
[
222247,
222247,
46616,
297358,
297358,
169497
],
[
-34762,
-33461,
-34762,
-249416,
-152576,
-249416
],
[
88,
106,
69,
88,
106,
69
],
[
114,
127,
100,
114,
127,
100
],
[
63,
86,
40,
63,
86,
40
],
[
6539,
3953,
2586,
6539,
3953,
2586
],
[
0,
40.799701,
0,
0,
40.799701,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-60058,
353367,
-324337,
-211755,
-74872,
-579631
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6806,
"evaluation_days": 1701.5,
"actual_first_datapoint_time": 1611727200000,
"first_datapoint_time": 1616133600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758849094201,
"expiration_time": 1763125488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 102,
"offset": 110,
"poles": 2
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 205,
"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) |
|---|