| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 280399.6487 | 370656.7702 | -90257.1215 | -831676.1131 | -1109838.2815 | 278162.1684 |
| Total P&L (%) | 280.3996 | 370.6568 | -90.2571 | -831.6761 | -1109.8383 | 278.1622 |
| Avg Daily Profit (%) | 0.1631 | 0.2156 | -0.0525 | 0 | 0 | 0.0774 |
| Buy And Hold Return (%) | 61.3375 | 61.3375 | 61.3375 | 61.3375 | 61.3375 | 61.3375 |
| Max Trade Drawdown | -214898 | -59002 | -212686 | -3325152 | -1742842 | -1727502 |
| Profit Factor | 1.2926 | 2.0742 | 0.8528 | 0.9194 | 0.7747 | 1.0515 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 98 | 45 | 53 | 83 | 45 | 38 |
| Losing Trades | 78 | 43 | 35 | 93 | 43 | 50 |
| Profitability (%) | 55.6818 | 51.1364 | 60.2273 | 47.1591 | 51.1364 | 43.1818 |
| Ratio Avg Win / Avg Loss | 1.0288 | 1.982 | 0.5632 | 1.0302 | 0.7403 | 1.3836 |
| Largest Winning Trade | 117487 | 117487 | 33088 | 850216 | 342887 | 850216 |
| Largest Losing Trade | -198824 | -40982 | -198824 | -881440 | -438462 | -881440 |
| Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
| Avg Bars in Winners | 23 | 24 | 22 | 33 | 31 | 35 |
| Avg Bars in Losers | 34 | 31 | 38 | 24 | 24 | 23 |
| Bars Traded | 5013 | 2478 | 2535 | 5013 | 2478 | 2535 |
| Profit Streak | 10.0725 | 42.0725 | 0 | 0 | 0 | 39.4059 |
| Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 296221 | 437520 | -579493 | -579016 | -580671 | -257329 |
{
"trading_pair": "TWT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5157,
"evaluation_days": 1719,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1613894400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760233466372,
"expiration_time": 1764682848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 133,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 76,
"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": [
[
280399.6486921913,
370656.7702106362,
-90257.1215184449,
-831676.1131129911,
-1109838.2815013786,
278162.1683883875
],
[
280.399649,
370.65677,
-90.257122,
-831.676113,
-1109.838282,
278.162168
],
[
0.163118,
0.215623,
-0.052506,
0,
0,
0.077409
],
[
61.3375,
61.3375,
61.3375,
61.3375,
61.3375,
61.3375
],
[
-214898,
-59002,
-212686,
-3325152,
-1742842,
-1727502
],
[
1.292645,
2.074179,
0.852785,
0.919445,
0.774714,
1.051531
],
[
176,
88,
88,
176,
88,
88
],
[
98,
45,
53,
83,
45,
38
],
[
78,
43,
35,
93,
43,
50
],
[
55.681818,
51.136364,
60.227273,
47.159091,
51.136364,
43.181818
],
[
1.02884,
1.981994,
0.56316,
1.030221,
0.740282,
1.383593
],
[
117487,
117487,
33088,
850216,
342887,
850216
],
[
-198824,
-40982,
-198824,
-881440,
-438462,
-881440
],
[
28,
28,
28,
28,
28,
28
],
[
23,
24,
22,
33,
31,
35
],
[
34,
31,
38,
24,
24,
23
],
[
5013,
2478,
2535,
5013,
2478,
2535
],
[
10.072527,
42.072527,
0,
0,
0,
39.405861
],
[
1,
2,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
296221,
437520,
-579493,
-579016,
-580671,
-257329
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5157,
"evaluation_days": 1719,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1613894400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760233466372,
"expiration_time": 1764682848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 133,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 76,
"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) |
|---|