Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349533.2515 | 304924.8992 | 44608.3523 | 68397.0513 | 334273.365 | -265876.3137 |
Total P&L (%) | 349.5333 | 304.9249 | 44.6084 | 68.3971 | 334.2734 | -265.8763 |
Avg Daily Profit (%) | 0.2047 | 0.1786 | 0.0261 | 0.0305 | 0.086 | 0 |
Buy And Hold Return (%) | 70.1865 | 70.1865 | 70.1865 | 70.1865 | 70.1865 | 70.1865 |
Max Trade Drawdown | -102011 | -26598 | -90125 | -268298 | -43756 | -325054 |
Profit Factor | 1.9523 | 3.8369 | 1.1719 | 1.0848 | 3.2612 | 0.5967 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 51.8987 | 52.5 | 51.2821 | 51.8987 | 52.5 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.8094 | 3.4715 | 1.1133 | 1.0054 | 2.9506 | 0.5668 |
Largest Winning Trade | 92123 | 92123 | 64544 | 119937 | 119937 | 68225 |
Largest Losing Trade | -90125 | -23794 | -90125 | -264849 | -32533 | -264849 |
Avg Bars in Trades | 61 | 65 | 57 | 61 | 65 | 57 |
Avg Bars in Winners | 60 | 74 | 46 | 60 | 74 | 46 |
Avg Bars in Losers | 62 | 55 | 70 | 62 | 55 | 70 |
Bars Traded | 4874 | 2619 | 2255 | 4874 | 2619 | 2255 |
Profit Streak | 8.683 | 38.0164 | 0 | 8.683 | 38.0164 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20343 | 481011 | -355054 | -475548 | -72509 | -580591 |
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{ "first_band": { "type": "sma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 15, "offset": 203 } } }
{ "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": [ [ 349533.2515066306, 304924.8991604784, 44608.3523461522, 68397.0513149528, 334273.3649754648, -265876.3136605119 ], [ 349.533252, 304.924899, 44.608352, 68.397051, 334.273365, -265.876314 ], [ 0.204684, 0.178562, 0.026122, 0.030523, 0.086032, 0 ], [ 70.186506, 70.186506, 70.186506, 70.186506, 70.186506, 70.186506 ], [ -102011, -26598, -90125, -268298, -43756, -325054 ], [ 1.952265, 3.836929, 1.171855, 1.084752, 3.261172, 0.596666 ], [ 79, 40, 39, 79, 40, 39 ], [ 41, 21, 20, 41, 21, 20 ], [ 38, 19, 19, 38, 19, 19 ], [ 51.898734, 52.5, 51.282051, 51.898734, 52.5, 51.282051 ], [ 1.809417, 3.471508, 1.113262, 1.00538, 2.950584, 0.566833 ], [ 92123, 92123, 64544, 119937, 119937, 68225 ], [ -90125, -23794, -90125, -264849, -32533, -264849 ], [ 61, 65, 57, 61, 65, 57 ], [ 60, 74, 46, 60, 74, 46 ], [ 62, 55, 70, 62, 55, 70 ], [ 4874, 2619, 2255, 4874, 2619, 2255 ], [ 8.683027, 38.01636, 0, 8.683027, 38.01636, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -20343, 481011, -355054, -475548, -72509, -580591 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5123, "evaluation_days": 1707.67, "actual_first_datapoint_time": 1611734400000, "first_datapoint_time": 1617984000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759278213545, "expiration_time": 1763674272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 15, "offset": 203 } } }
# | 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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