| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 642775.2238 | 476909.3058 | 165865.918 | 3890326.4615 | 1210103.4952 | 2680222.9662 |
| Total P&L (%) | 642.7752 | 476.9093 | 165.8659 | 3890.3265 | 1210.1035 | 2680.223 |
| Avg Daily Profit (%) | 0.3765 | 0.2793 | 0.0971 | 0.2162 | 0.1508 | 0.1949 |
| Buy And Hold Return (%) | 106.1038 | 106.1038 | 106.1038 | 106.1038 | 106.1038 | 106.1038 |
| Max Trade Drawdown | -93377 | -49321 | -46223 | -6304954 | -3480965 | -3002227 |
| Profit Factor | 3.365 | 4.2758 | 2.3143 | 1.3577 | 1.1964 | 1.5686 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
| Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
| Profitability (%) | 59.322 | 48.2759 | 70 | 59.322 | 48.2759 | 70 |
| Ratio Avg Win / Avg Loss | 2.3074 | 4.5812 | 0.9918 | 0.931 | 1.2819 | 0.6723 |
| Largest Winning Trade | 227779 | 227779 | 40093 | 1990195 | 1990195 | 1595035 |
| Largest Losing Trade | -27097 | -26655 | -27097 | -2103893 | -1450740 | -2103893 |
| Avg Bars in Trades | 81 | 96 | 66 | 81 | 96 | 66 |
| Avg Bars in Winners | 90 | 109 | 78 | 90 | 109 | 78 |
| Avg Bars in Losers | 67 | 84 | 40 | 67 | 84 | 40 |
| Bars Traded | 4806 | 2797 | 2009 | 4806 | 2797 | 2009 |
| 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 | -162938 | 469978 | -68900 | -171345 | 86399 | 381540 |
{
"trading_pair": "TWT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5122,
"evaluation_days": 1707.33,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1617177600000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759227872344,
"expiration_time": 1763644608000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 190,
"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": [
[
642775.223787236,
476909.305798077,
165865.917989159,
3890326.461468324,
1210103.4952215855,
2680222.9662467362
],
[
642.775224,
476.909306,
165.865918,
3890.326461,
1210.103495,
2680.222966
],
[
0.37648,
0.27933,
0.097149,
0.216153,
0.150799,
0.194945
],
[
106.103813,
106.103813,
106.103813,
106.103813,
106.103813,
106.103813
],
[
-93377,
-49321,
-46223,
-6304954,
-3480965,
-3002227
],
[
3.364989,
4.27579,
2.314292,
1.357727,
1.196396,
1.568617
],
[
59,
29,
30,
59,
29,
30
],
[
35,
14,
21,
35,
14,
21
],
[
24,
15,
9,
24,
15,
9
],
[
59.322034,
48.275862,
70,
59.322034,
48.275862,
70
],
[
2.307421,
4.581203,
0.991839,
0.931013,
1.281853,
0.672264
],
[
227779,
227779,
40093,
1990195,
1990195,
1595035
],
[
-27097,
-26655,
-27097,
-2103893,
-1450740,
-2103893
],
[
81,
96,
66,
81,
96,
66
],
[
90,
109,
78,
90,
109,
78
],
[
67,
84,
40,
67,
84,
40
],
[
4806,
2797,
2009,
4806,
2797,
2009
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-162938,
469978,
-68900,
-171345,
86399,
381540
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5122,
"evaluation_days": 1707.33,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1617177600000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759227872344,
"expiration_time": 1763644608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 190,
"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) |
|---|