Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478513.5483 | 401706.7693 | 76806.7789 | 1123115.5844 | 926283.7023 | 196831.882 |
Total P&L (%) | 478.5135 | 401.7068 | 76.8068 | 1123.1156 | 926.2837 | 196.8319 |
Avg Daily Profit (%) | 0.2783 | 0.2336 | 0.0447 | 0.1457 | 0.1355 | 0.0633 |
Buy And Hold Return (%) | 79.4945 | 79.4945 | 79.4945 | 79.4945 | 79.4945 | 79.4945 |
Max Trade Drawdown | -82476 | -52518 | -71276 | -992092 | -628889 | -363202 |
Profit Factor | 1.7476 | 2.2626 | 1.2386 | 1.2751 | 1.4381 | 1.1 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 115 | 62 | 53 | 115 | 62 | 53 |
Profitability (%) | 38.172 | 33.3333 | 43.0108 | 38.172 | 33.3333 | 43.0108 |
Ratio Avg Win / Avg Loss | 2.8306 | 4.5252 | 1.6411 | 2.0652 | 2.8762 | 1.4575 |
Largest Winning Trade | 172847 | 172847 | 42119 | 572280 | 572280 | 245532 |
Largest Losing Trade | -28115 | -16107 | -28115 | -134700 | -134700 | -128456 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 3396 | 1598 | 1798 | 3396 | 1598 | 1798 |
Profit Streak | 48.2201 | 48.2201 | 49.7201 | 48.2201 | 48.2201 | 49.7201 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309276 | 178897 | -300388 | 21586 | -15617 | -224870 |
{ "trading_pair": "TWT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3439, "evaluation_days": 1719.5, "actual_first_datapoint_time": 1611705600000, "first_datapoint_time": 1612785600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760246213097, "expiration_time": 1764684144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 26, "offset": 0, "std": 2.51787 } }, "second_band": { "type": "pwma", "factors": { "length": 4, "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": [ [ 478513.5482650022, 401706.7693421966, 76806.7789228056, 1123115.5843500837, 926283.702317184, 196831.8820328992 ], [ 478.513548, 401.706769, 76.806779, 1123.115584, 926.283702, 196.831882 ], [ 0.278286, 0.233618, 0.044668, 0.145729, 0.135511, 0.063294 ], [ 79.494462, 79.494462, 79.494462, 79.494462, 79.494462, 79.494462 ], [ -82476, -52518, -71276, -992092, -628889, -363202 ], [ 1.74759, 2.262587, 1.238595, 1.275053, 1.438086, 1.099971 ], [ 186, 93, 93, 186, 93, 93 ], [ 71, 31, 40, 71, 31, 40 ], [ 115, 62, 53, 115, 62, 53 ], [ 38.172043, 33.333333, 43.010753, 38.172043, 33.333333, 43.010753 ], [ 2.830604, 4.525175, 1.641138, 2.065226, 2.876171, 1.457462 ], [ 172847, 172847, 42119, 572280, 572280, 245532 ], [ -28115, -16107, -28115, -134700, -134700, -128456 ], [ 18, 17, 19, 18, 17, 19 ], [ 32, 33, 31, 32, 33, 31 ], [ 9, 8, 10, 9, 8, 10 ], [ 3396, 1598, 1798, 3396, 1598, 1798 ], [ 48.220059, 48.220059, 49.720059, 48.220059, 48.220059, 49.720059 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309276, 178897, -300388, 21586, -15617, -224870 ] ] }
{ "trading_pair": "TWT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3439, "evaluation_days": 1719.5, "actual_first_datapoint_time": 1611705600000, "first_datapoint_time": 1612785600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760246213097, "expiration_time": 1764684144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 26, "offset": 0, "std": 2.51787 } }, "second_band": { "type": "pwma", "factors": { "length": 4, "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) |
---|