Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1204574.3463 | 1250015.4779 | -45441.1316 | 4786.6095 | -68885.4001 | 73672.0095 |
Total P&L (%) | 1204.5743 | 1250.0155 | -45.4411 | 4.7866 | -68.8854 | 73.672 |
Avg Daily Profit (%) | 0.675 | 0.7004 | -0.0255 | 0.0026 | -0.0654 | 0.0309 |
Buy And Hold Return (%) | 346.3398 | 346.3398 | 346.3398 | 346.3398 | 346.3398 | 346.3398 |
Max Trade Drawdown | -100026 | -131073 | -196833 | -213977 | -346200 | -148050 |
Profit Factor | 2.7533 | 4.8645 | 0.875 | 1.0046 | 0.8858 | 1.1703 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 42.6829 | 36.5854 | 48.7805 | 42.6829 | 36.5854 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.6973 | 8.4318 | 0.9188 | 1.3491 | 1.5354 | 1.2288 |
Largest Winning Trade | 1119776 | 1119776 | 69267 | 127904 | 127904 | 125929 |
Largest Losing Trade | -83861 | -27201 | -83861 | -76829 | -58295 | -76829 |
Avg Bars in Trades | 257 | 219 | 294 | 257 | 219 | 294 |
Avg Bars in Winners | 442 | 407 | 469 | 442 | 407 | 469 |
Avg Bars in Losers | 118 | 111 | 128 | 118 | 111 | 128 |
Bars Traded | 21091 | 9001 | 12090 | 21091 | 9001 | 12090 |
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 | 109509 | 441351 | -581216 | -582156 | -583181 | -350944 |
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21416, "evaluation_days": 1784.67, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606125600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758932218090, "expiration_time": 1764273427200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 185, "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": [ [ 1204574.3463260056, 1250015.4778807466, -45441.1315547415, 4786.6094732943, -68885.4000534667, 73672.0095267608 ], [ 1204.574346, 1250.015478, -45.441132, 4.786609, -68.8854, 73.67201 ], [ 0.674956, 0.700418, -0.025462, 0.00262, -0.065396, 0.030935 ], [ 346.339815, 346.339815, 346.339815, 346.339815, 346.339815, 346.339815 ], [ -100026, -131073, -196833, -213977, -346200, -148050 ], [ 2.753337, 4.864504, 0.87501, 1.004622, 0.88578, 1.170326 ], [ 82, 41, 41, 82, 41, 41 ], [ 35, 15, 20, 35, 15, 20 ], [ 47, 26, 21, 47, 26, 21 ], [ 42.682927, 36.585366, 48.780488, 42.682927, 36.585366, 48.780488 ], [ 3.697338, 8.431807, 0.91876, 1.349064, 1.535352, 1.228842 ], [ 1119776, 1119776, 69267, 127904, 127904, 125929 ], [ -83861, -27201, -83861, -76829, -58295, -76829 ], [ 257, 219, 294, 257, 219, 294 ], [ 442, 407, 469, 442, 407, 469 ], [ 118, 111, 128, 118, 111, 128 ], [ 21091, 9001, 12090, 21091, 9001, 12090 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 109509, 441351, -581216, -582156, -583181, -350944 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21416, "evaluation_days": 1784.67, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606125600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758932218090, "expiration_time": 1764273427200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 185, "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) |
---|