| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 423841.4263 | 333971.7063 | 89869.72 | 826846.513 | 1226921.2125 | -400074.6995 |
| Total P&L (%) | 423.8414 | 333.9717 | 89.8697 | 826.8465 | 1226.9212 | -400.0747 |
| Avg Daily Profit (%) | 0.2486 | 0.1959 | 0.0527 | 0.1307 | 0.1518 | 0 |
| Buy And Hold Return (%) | 62.5949 | 62.5949 | 62.5949 | 62.5949 | 62.5949 | 62.5949 |
| Max Trade Drawdown | -111503 | -61627 | -64728 | -1772886 | -687325 | -1229619 |
| Profit Factor | 2.4063 | 2.7301 | 1.8295 | 1.2379 | 1.6695 | 0.7564 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
| Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
| Profitability (%) | 49.3333 | 55.2632 | 43.2432 | 49.3333 | 55.2632 | 43.2432 |
| Ratio Avg Win / Avg Loss | 2.4713 | 2.2101 | 2.4012 | 1.2714 | 1.3515 | 0.9928 |
| Largest Winning Trade | 178008 | 178008 | 66824 | 726169 | 726169 | 379616 |
| Largest Losing Trade | -43235 | -37010 | -43235 | -1024024 | -497590 | -1024024 |
| Avg Bars in Trades | 63 | 69 | 57 | 63 | 69 | 57 |
| Avg Bars in Winners | 59 | 61 | 58 | 59 | 61 | 58 |
| Avg Bars in Losers | 67 | 80 | 56 | 67 | 80 | 56 |
| Bars Traded | 4771 | 2653 | 2118 | 4771 | 2653 | 2118 |
| 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 | -49068 | 445711 | -151879 | -79949 | 373397 | -583400 |
{
"trading_pair": "TWT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5114,
"evaluation_days": 1704.67,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1618675200000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759018775082,
"expiration_time": 1763407296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 241,
"na": 0.51551,
"nb": 0.06781,
"nc": 0.1
}
}
} {
"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": [
[
423841.4263055576,
333971.7063292714,
89869.7199762862,
826846.5129845184,
1226921.2124635174,
-400074.6994789991
],
[
423.841426,
333.971706,
89.86972,
826.846513,
1226.921212,
-400.074699
],
[
0.248635,
0.195916,
0.05272,
0.130704,
0.151784,
0
],
[
62.594937,
62.594937,
62.594937,
62.594937,
62.594937,
62.594937
],
[
-111503,
-61627,
-64728,
-1772886,
-687325,
-1229619
],
[
2.406296,
2.730065,
1.82945,
1.237929,
1.66947,
0.756425
],
[
75,
38,
37,
75,
38,
37
],
[
37,
21,
16,
37,
21,
16
],
[
38,
17,
21,
38,
17,
21
],
[
49.333333,
55.263158,
43.243243,
49.333333,
55.263158,
43.243243
],
[
2.471331,
2.210052,
2.401153,
1.271386,
1.351476,
0.992808
],
[
178008,
178008,
66824,
726169,
726169,
379616
],
[
-43235,
-37010,
-43235,
-1024024,
-497590,
-1024024
],
[
63,
69,
57,
63,
69,
57
],
[
59,
61,
58,
59,
61,
58
],
[
67,
80,
56,
67,
80,
56
],
[
4771,
2653,
2118,
4771,
2653,
2118
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-49068,
445711,
-151879,
-79949,
373397,
-583400
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5114,
"evaluation_days": 1704.67,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1618675200000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759018775082,
"expiration_time": 1763407296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 241,
"na": 0.51551,
"nb": 0.06781,
"nc": 0.1
}
}
}
| # | 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) |
|---|