Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357893.4235 | 308928.8574 | 48964.5661 | 258722.2737 | 251570.828 | 7151.4457 |
Total P&L (%) | 357.8934 | 308.9289 | 48.9646 | 258.7223 | 251.5708 | 7.1514 |
Avg Daily Profit (%) | 0.2102 | 0.1814 | 0.0288 | 0.075 | 0.0739 | 0.0041 |
Buy And Hold Return (%) | 58.0119 | 58.0119 | 58.0119 | 58.0119 | 58.0119 | 58.0119 |
Max Trade Drawdown | -81518 | -51528 | -59780 | -470129 | -325595 | -257454 |
Profit Factor | 1.7505 | 2.2031 | 1.2225 | 1.1414 | 1.2575 | 1.0084 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 54.878 | 53.6585 | 56.0976 | 54.878 | 53.6585 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.4393 | 1.9027 | 0.9567 | 0.9385 | 1.0861 | 0.7892 |
Largest Winning Trade | 121826 | 121826 | 36516 | 316563 | 316563 | 112767 |
Largest Losing Trade | -51528 | -51528 | -39605 | -226857 | -226857 | -168981 |
Avg Bars in Trades | 59 | 49 | 70 | 59 | 49 | 70 |
Avg Bars in Winners | 59 | 46 | 72 | 59 | 46 | 72 |
Avg Bars in Losers | 59 | 52 | 67 | 59 | 52 | 67 |
Bars Traded | 4907 | 2036 | 2871 | 4907 | 2036 | 2871 |
Profit Streak | 25.6167 | 25.6167 | 64.95 | 25.6167 | 25.6167 | 64.95 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 80560 | 417248 | -320506 | -168353 | -95383 | -564349 |
{ "trading_pair": "TWT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5109, "evaluation_days": 1703, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1613836800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758869279000, "expiration_time": 1763258976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 52, "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": [ [ 357893.4235399546, 308928.8574020174, 48964.5661379375, 258722.2736797862, 251570.827989403, 7151.4456903835 ], [ 357.893424, 308.928857, 48.964566, 258.722274, 251.570828, 7.151446 ], [ 0.210155, 0.181403, 0.028752, 0.075036, 0.073852, 0.004056 ], [ 58.011869, 58.011869, 58.011869, 58.011869, 58.011869, 58.011869 ], [ -81518, -51528, -59780, -470129, -325595, -257454 ], [ 1.750529, 2.203106, 1.222487, 1.141397, 1.257542, 1.008384 ], [ 82, 41, 41, 82, 41, 41 ], [ 45, 22, 23, 45, 22, 23 ], [ 37, 19, 18, 37, 19, 18 ], [ 54.878049, 53.658537, 56.097561, 54.878049, 53.658537, 56.097561 ], [ 1.439324, 1.902682, 0.956729, 0.938482, 1.086059, 0.78917 ], [ 121826, 121826, 36516, 316563, 316563, 112767 ], [ -51528, -51528, -39605, -226857, -226857, -168981 ], [ 59, 49, 70, 59, 49, 70 ], [ 59, 46, 72, 59, 46, 72 ], [ 59, 52, 67, 59, 52, 67 ], [ 4907, 2036, 2871, 4907, 2036, 2871 ], [ 25.616655, 25.616655, 64.949988, 25.616655, 25.616655, 64.949988 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 80560, 417248, -320506, -168353, -95383, -564349 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5109, "evaluation_days": 1703, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1613836800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758869279000, "expiration_time": 1763258976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 52, "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) |
---|