Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -350036.8228 | 428128.517 | -778165.3398 | 6015757.8051 | -3111545.5702 | 9127303.3753 |
Total P&L (%) | -350.0368 | 428.1285 | -778.1653 | 6015.7578 | -3111.5456 | 9127.3034 |
Avg Daily Profit (%) | -0.1955 | 0.2391 | -0.4346 | 0.23 | 0 | 0.2531 |
Buy And Hold Return (%) | 386.6687 | 386.6687 | 386.6687 | 386.6687 | 386.6687 | 386.6687 |
Max Trade Drawdown | -884199 | -102325 | -974033 | -12049008 | -10292366 | -10872084 |
Profit Factor | 0.7676 | 2.5207 | 0.3647 | 1.1284 | 0.8627 | 1.3776 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 18 | 21 | 37 | 17 | 20 |
Losing Trades | 37 | 20 | 17 | 39 | 21 | 18 |
Profitability (%) | 51.3158 | 47.3684 | 55.2632 | 48.6842 | 44.7368 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.7283 | 2.8007 | 0.2952 | 1.1894 | 1.0657 | 1.2398 |
Largest Winning Trade | 218517 | 218517 | 58803 | 6023956 | 6023956 | 5961378 |
Largest Losing Trade | -834634 | -32476 | -834634 | -6617494 | -3515227 | -6617494 |
Avg Bars in Trades | 276 | 234 | 319 | 276 | 234 | 319 |
Avg Bars in Winners | 255 | 190 | 311 | 285 | 212 | 347 |
Avg Bars in Losers | 299 | 273 | 329 | 268 | 252 | 288 |
Bars Traded | 21041 | 8899 | 12142 | 21041 | 8899 | 12142 |
Profit Streak | 32.5058 | 103.0058 | 32.5058 | 32.5058 | 103.0058 | 32.5058 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -633388 | -119711 | -579542 | -124248 | -580186 | 357979 |
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21484, "evaluation_days": 1790.33, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606082400000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759219698714, "expiration_time": 1764780652800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 175, "offset": 0, "a": 0.66293 } } }
{ "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": [ [ -350036.822772627, 428128.516998477, -778165.3397711043, 6015757.80510588, -3111545.5701697036, 9127303.375275588 ], [ -350.036823, 428.128517, -778.16534, 6015.757805, -3111.54557, 9127.303375 ], [ -0.195515, 0.239134, -0.434649, 0.230024, 0, 0.253052 ], [ 386.668695, 386.668695, 386.668695, 386.668695, 386.668695, 386.668695 ], [ -884199, -102325, -974033, -12049008, -10292366, -10872084 ], [ 0.767634, 2.520657, 0.364692, 1.128434, 0.862715, 1.377564 ], [ 76, 38, 38, 76, 38, 38 ], [ 39, 18, 21, 37, 17, 20 ], [ 37, 20, 17, 39, 21, 18 ], [ 51.315789, 47.368421, 55.263158, 48.684211, 44.736842, 52.631579 ], [ 0.728268, 2.80073, 0.295227, 1.189431, 1.065707, 1.239807 ], [ 218517, 218517, 58803, 6023956, 6023956, 5961378 ], [ -834634, -32476, -834634, -6617494, -3515227, -6617494 ], [ 276, 234, 319, 276, 234, 319 ], [ 255, 190, 311, 285, 212, 347 ], [ 299, 273, 329, 268, 252, 288 ], [ 21041, 8899, 12142, 21041, 8899, 12142 ], [ 32.505772, 103.005772, 32.505772, 32.505772, 103.005772, 32.505772 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -633388, -119711, -579542, -124248, -580186, 357979 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21484, "evaluation_days": 1790.33, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606082400000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759219698714, "expiration_time": 1764780652800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 175, "offset": 0, "a": 0.66293 } } }
# | 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) |
---|