| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 363245.4192 | 304200.2085 | 59045.2107 | 296765.9123 | 414179.9565 | -117414.0442 |
| Total P&L (%) | 363.2454 | 304.2002 | 59.0452 | 296.7659 | 414.18 | -117.414 |
| Avg Daily Profit (%) | 0.2113 | 0.1769 | 0.0343 | 0.0802 | 0.0953 | 0 |
| Buy And Hold Return (%) | 39.089 | 39.089 | 39.089 | 39.089 | 39.089 | 39.089 |
| Max Trade Drawdown | -74666 | -62526 | -52361 | -674208 | -604930 | -480582 |
| Profit Factor | 1.8381 | 2.316 | 1.2919 | 1.1046 | 1.285 | 0.9152 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
| Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
| Profitability (%) | 46.5347 | 42 | 50.9804 | 46.5347 | 42 | 50.9804 |
| Ratio Avg Win / Avg Loss | 2.1119 | 3.1983 | 1.2423 | 1.2691 | 1.7746 | 0.88 |
| Largest Winning Trade | 196720 | 196720 | 60102 | 314954 | 314954 | 172822 |
| Largest Losing Trade | -37609 | -28376 | -37609 | -398566 | -197544 | -398566 |
| Avg Bars in Trades | 31 | 30 | 31 | 31 | 30 | 31 |
| Avg Bars in Winners | 42 | 42 | 42 | 42 | 42 | 42 |
| Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
| Bars Traded | 3164 | 1538 | 1626 | 3164 | 1538 | 1626 |
| 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 | 364548 | -171332 | -337066 | -192472 | -247841 | -760706 |
{
"trading_pair": "TWT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3439,
"evaluation_days": 1719.5,
"actual_first_datapoint_time": 1611705600000,
"first_datapoint_time": 1620475200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760265010501,
"expiration_time": 1764684144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 7,
"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": [
[
363245.4191595635,
304200.2084821404,
59045.2106774231,
296765.9122848939,
414179.9564601265,
-117414.0441752325
],
[
363.245419,
304.200208,
59.045211,
296.765912,
414.179956,
-117.414044
],
[
0.211251,
0.176912,
0.034339,
0.080182,
0.095271,
0
],
[
39.089027,
39.089027,
39.089027,
39.089027,
39.089027,
39.089027
],
[
-74666,
-62526,
-52361,
-674208,
-604930,
-480582
],
[
1.838145,
2.316045,
1.291949,
1.104573,
1.28502,
0.915208
],
[
101,
50,
51,
101,
50,
51
],
[
47,
21,
26,
47,
21,
26
],
[
54,
29,
25,
54,
29,
25
],
[
46.534653,
42,
50.980392,
46.534653,
42,
50.980392
],
[
2.111912,
3.198348,
1.242259,
1.269083,
1.774551,
0.880008
],
[
196720,
196720,
60102,
314954,
314954,
172822
],
[
-37609,
-28376,
-37609,
-398566,
-197544,
-398566
],
[
31,
30,
31,
31,
30,
31
],
[
42,
42,
42,
42,
42,
42
],
[
21,
22,
21,
21,
22,
21
],
[
3164,
1538,
1626,
3164,
1538,
1626
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
364548,
-171332,
-337066,
-192472,
-247841,
-760706
]
]
}
{
"trading_pair": "TWT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3439,
"evaluation_days": 1719.5,
"actual_first_datapoint_time": 1611705600000,
"first_datapoint_time": 1620475200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760265010501,
"expiration_time": 1764684144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 7,
"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) |
|---|