| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 398088.9065 | 304648.8476 | 93440.0589 | 1342127.2298 | 1210290.8772 | 131836.3526 |
| Total P&L (%) | 398.0889 | 304.6488 | 93.4401 | 1342.1272 | 1210.2909 | 131.8364 |
| Avg Daily Profit (%) | 0.2339 | 0.179 | 0.0549 | 0.1569 | 0.1513 | 0.0494 |
| Buy And Hold Return (%) | 139.8939 | 139.8939 | 139.8939 | 139.8939 | 139.8939 | 139.8939 |
| Max Trade Drawdown | -122891 | -39136 | -107921 | -1381243 | -524497 | -1171834 |
| Profit Factor | 2.8044 | 5.4571 | 1.6136 | 1.5734 | 2.3658 | 1.0907 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
| Losing Trades | 16 | 7 | 9 | 16 | 7 | 9 |
| Profitability (%) | 79.7468 | 82.5 | 76.9231 | 79.7468 | 82.5 | 76.9231 |
| Ratio Avg Win / Avg Loss | 0.7122 | 1.1576 | 0.4841 | 0.3996 | 0.5018 | 0.3272 |
| Largest Winning Trade | 96264 | 96264 | 49122 | 430885 | 430885 | 186347 |
| Largest Losing Trade | -60077 | -27541 | -60077 | -511569 | -323668 | -511569 |
| Avg Bars in Trades | 39 | 41 | 37 | 39 | 41 | 37 |
| Avg Bars in Winners | 21 | 19 | 23 | 21 | 19 | 23 |
| Avg Bars in Losers | 112 | 144 | 87 | 112 | 144 | 87 |
| Bars Traded | 3130 | 1653 | 1476 | 3130 | 1653 | 1476 |
| Profit Streak | 45.5972 | 50.5972 | 45.5972 | 45.5972 | 50.5972 | 45.5972 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -18487 | 500625 | -281040 | -17966 | 521981 | -411106 |
{
"trading_pair": "TWT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3404,
"evaluation_days": 1702,
"actual_first_datapoint_time": 1611705600000,
"first_datapoint_time": 1622246400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853201143,
"expiration_time": 1763126784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 2,
"offset": 243
}
}
}
{
"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": [
[
398088.9064851229,
304648.8476076339,
93440.0588774891,
1342127.2298164214,
1210290.877243381,
131836.3525730401
],
[
398.088906,
304.648848,
93.440059,
1342.12723,
1210.290877,
131.836353
],
[
0.233895,
0.178995,
0.0549,
0.156921,
0.15128,
0.049417
],
[
139.893919,
139.893919,
139.893919,
139.893919,
139.893919,
139.893919
],
[
-122891,
-39136,
-107921,
-1381243,
-524497,
-1171834
],
[
2.804394,
5.457062,
1.613647,
1.573436,
2.365768,
1.09065
],
[
79,
40,
39,
79,
40,
39
],
[
63,
33,
30,
63,
33,
30
],
[
16,
7,
9,
16,
7,
9
],
[
79.746835,
82.5,
76.923077,
79.746835,
82.5,
76.923077
],
[
0.712227,
1.157559,
0.484094,
0.399603,
0.50183,
0.327195
],
[
96264,
96264,
49122,
430885,
430885,
186347
],
[
-60077,
-27541,
-60077,
-511569,
-323668,
-511569
],
[
39,
41,
37,
39,
41,
37
],
[
21,
19,
23,
21,
19,
23
],
[
112,
144,
87,
112,
144,
87
],
[
3130,
1653,
1476,
3130,
1653,
1476
],
[
45.597235,
50.597235,
45.597235,
45.597235,
50.597235,
45.597235
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-18487,
500625,
-281040,
-17966,
521981,
-411106
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3404,
"evaluation_days": 1702,
"actual_first_datapoint_time": 1611705600000,
"first_datapoint_time": 1622246400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853201143,
"expiration_time": 1763126784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 2,
"offset": 243
}
}
}
| # | 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) |
|---|