Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1124979.3329 | 1328962.3414 | -203983.0084 | -98408.894 | 20566.8246 | -118975.7186 |
Total P&L (%) | 1124.9793 | 1328.9623 | -203.983 | -98.4089 | 20.5668 | -118.9757 |
Avg Daily Profit (%) | 0.629 | 0.7431 | -0.1141 | -0.2313 | 0.0105 | 0 |
Buy And Hold Return (%) | 317.3128 | 317.3128 | 317.3128 | 317.3128 | 317.3128 | 317.3128 |
Max Trade Drawdown | -248648 | -154819 | -308086 | -55909 | -13856 | -72767 |
Profit Factor | 2.1245 | 4.1849 | 0.6502 | 0.3513 | 1.8484 | 0.0667 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 40.5172 | 37.931 | 43.1034 | 40.5172 | 37.931 | 43.1034 |
Ratio Avg Win / Avg Loss | 3.119 | 6.848 | 0.8582 | 0.5158 | 3.0247 | 0.088 |
Largest Winning Trade | 1330254 | 1330254 | 56080 | 30105 | 30105 | 1798 |
Largest Losing Trade | -90740 | -44370 | -90740 | -50998 | -13856 | -50998 |
Avg Bars in Trades | 181 | 166 | 197 | 181 | 166 | 197 |
Avg Bars in Winners | 289 | 272 | 303 | 289 | 272 | 303 |
Avg Bars in Losers | 109 | 101 | 116 | 109 | 101 | 116 |
Bars Traded | 21107 | 9657 | 11450 | 21107 | 9657 | 11450 |
Profit Streak | 0 | 0 | 27.6516 | 0 | 0 | 27.6516 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350602 | -167205 | -762974 | -584157 | -526158 | -762696 |
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21462, "evaluation_days": 1788.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606125600000, "last_datapoint_time": 1759053600000, "evaluation_time": 1759059499954, "expiration_time": 1764616550400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 219, "offset": 176, "std": 2.00168 } } }
{ "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": [ [ 1124979.3329151066, 1328962.3413557746, -203983.0084406681, -98408.8939795124, 20566.8245757121, -118975.7185552245 ], [ 1124.979333, 1328.962341, -203.983008, -98.408894, 20.566825, -118.975719 ], [ 0.629007, 0.74306, -0.114053, -0.231253, 0.010458, 0 ], [ 317.312816, 317.312816, 317.312816, 317.312816, 317.312816, 317.312816 ], [ -248648, -154819, -308086, -55909, -13856, -72767 ], [ 2.124538, 4.184886, 0.650187, 0.351349, 1.848427, 0.066652 ], [ 116, 58, 58, 116, 58, 58 ], [ 47, 22, 25, 47, 22, 25 ], [ 69, 36, 33, 69, 36, 33 ], [ 40.517241, 37.931034, 43.103448, 40.517241, 37.931034, 43.103448 ], [ 3.119003, 6.847995, 0.858247, 0.51581, 3.024698, 0.08798 ], [ 1330254, 1330254, 56080, 30105, 30105, 1798 ], [ -90740, -44370, -90740, -50998, -13856, -50998 ], [ 181, 166, 197, 181, 166, 197 ], [ 289, 272, 303, 289, 272, 303 ], [ 109, 101, 116, 109, 101, 116 ], [ 21107, 9657, 11450, 21107, 9657, 11450 ], [ 0, 0, 27.65162, 0, 0, 27.65162 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350602, -167205, -762974, -584157, -526158, -762696 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21462, "evaluation_days": 1788.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606125600000, "last_datapoint_time": 1759053600000, "evaluation_time": 1759059499954, "expiration_time": 1764616550400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 219, "offset": 176, "std": 2.00168 } } }
# | 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) |
---|