Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456612.7619 | 332148.9605 | 124463.8014 | 1391980.0159 | 1064252.4928 | 327727.5231 |
Total P&L (%) | 456.6128 | 332.149 | 124.4638 | 1391.98 | 1064.2525 | 327.7275 |
Avg Daily Profit (%) | 0.2681 | 0.195 | 0.0731 | 0.1588 | 0.1442 | 0.0854 |
Buy And Hold Return (%) | 119.0933 | 119.0933 | 119.0933 | 119.0933 | 119.0933 | 119.0933 |
Max Trade Drawdown | -112013 | -38756 | -103167 | -951763 | -610922 | -748958 |
Profit Factor | 2.0189 | 2.9791 | 1.444 | 1.4761 | 1.8802 | 1.1912 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 62.037 | 64.8148 | 59.2593 | 62.037 | 64.8148 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.2355 | 1.6172 | 0.9928 | 0.9033 | 1.0207 | 0.8189 |
Largest Winning Trade | 75343 | 75343 | 44032 | 449588 | 449588 | 301204 |
Largest Losing Trade | -66172 | -36505 | -66172 | -485865 | -276741 | -485865 |
Avg Bars in Trades | 44 | 32 | 57 | 44 | 32 | 57 |
Avg Bars in Winners | 49 | 29 | 71 | 49 | 29 | 71 |
Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
Bars Traded | 4840 | 1731 | 3109 | 4840 | 1731 | 3109 |
Profit Streak | 0 | 0 | 71.406 | 0 | 0 | 71.406 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374642 | -168165 | -426107 | 324969 | -175743 | -272522 |
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 50, "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": [ [ 456612.7618947621, 332148.9604770159, 124463.8014177459, 1391980.0158623224, 1064252.4927600776, 327727.5231022438 ], [ 456.612762, 332.14896, 124.463801, 1391.980016, 1064.252493, 327.727523 ], [ 0.268123, 0.195038, 0.073085, 0.158828, 0.144242, 0.085375 ], [ 119.093255, 119.093255, 119.093255, 119.093255, 119.093255, 119.093255 ], [ -112013, -38756, -103167, -951763, -610922, -748958 ], [ 2.01891, 2.979112, 1.44402, 1.476136, 1.880239, 1.191157 ], [ 108, 54, 54, 108, 54, 54 ], [ 67, 35, 32, 67, 35, 32 ], [ 41, 19, 22, 41, 19, 22 ], [ 62.037037, 64.814815, 59.259259, 62.037037, 64.814815, 59.259259 ], [ 1.235452, 1.617232, 0.992764, 0.903307, 1.020701, 0.81892 ], [ 75343, 75343, 44032, 449588, 449588, 301204 ], [ -66172, -36505, -66172, -485865, -276741, -485865 ], [ 44, 32, 57, 44, 32, 57 ], [ 49, 29, 71, 49, 29, 71 ], [ 37, 37, 36, 37, 37, 36 ], [ 4840, 1731, 3109, 4840, 1731, 3109 ], [ 0, 0, 71.406021, 0, 0, 71.406021 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 374642, -168165, -426107, 324969, -175743, -272522 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5109, "evaluation_days": 1703, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1614758400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758879880215, "expiration_time": 1763258976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 50, "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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