Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2011550.7076 | 1891914.9091 | 119635.7985 | 6965907.3784 | -1245950.8838 | 8211858.2622 |
Total P&L (%) | 2011.5507 | 1891.9149 | 119.6358 | 6965.9074 | -1245.9509 | 8211.8583 |
Avg Daily Profit (%) | 1.1196 | 1.053 | 0.0666 | 0.2373 | 0 | 0.2463 |
Buy And Hold Return (%) | 392.163 | 392.163 | 392.163 | 392.163 | 392.163 | 392.163 |
Max Trade Drawdown | -81080 | -88552 | -72468 | -12808856 | -13287919 | -3815084 |
Profit Factor | 5.5134 | 9.51 | 1.5356 | 1.1516 | 0.9515 | 1.4049 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 33.7209 | 30.2326 | 37.2093 | 33.7209 | 30.2326 | 37.2093 |
Ratio Avg Win / Avg Loss | 10.8366 | 21.9461 | 2.5913 | 2.2635 | 2.1957 | 2.3708 |
Largest Winning Trade | 980685 | 980685 | 66670 | 7284899 | 7284899 | 5582847 |
Largest Losing Trade | -48995 | -16080 | -48995 | -3530764 | -2536587 | -3530764 |
Avg Bars in Trades | 120 | 94 | 145 | 120 | 94 | 145 |
Avg Bars in Winners | 265 | 212 | 308 | 265 | 212 | 308 |
Avg Bars in Losers | 46 | 43 | 49 | 46 | 43 | 49 |
Bars Traded | 10321 | 4055 | 6266 | 10321 | 4055 | 6266 |
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 | 513601 | 460365 | -272088 | -50400 | -585636 | 192481 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10780, "evaluation_days": 1796.67, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607140800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759722803539, "expiration_time": 1764365760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 185, "offset": 0, "a": 0.43451 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 2011550.7076218394, 1891914.9090804984, 119635.7985413424, 6965907.37842874, -1245950.8838127293, 8211858.262241472 ], [ 2011.550708, 1891.914909, 119.635799, 6965.907378, -1245.950884, 8211.858262 ], [ 1.119599, 1.053012, 0.066588, 0.237268, 0, 0.246328 ], [ 392.163009, 392.163009, 392.163009, 392.163009, 392.163009, 392.163009 ], [ -81080, -88552, -72468, -12808856, -13287919, -3815084 ], [ 5.513363, 9.509988, 1.535593, 1.1516, 0.951463, 1.404947 ], [ 86, 43, 43, 86, 43, 43 ], [ 29, 13, 16, 29, 13, 16 ], [ 57, 30, 27, 57, 30, 27 ], [ 33.72093, 30.232558, 37.209302, 33.72093, 30.232558, 37.209302 ], [ 10.836611, 21.946126, 2.591313, 2.26349, 2.195685, 2.370848 ], [ 980685, 980685, 66670, 7284899, 7284899, 5582847 ], [ -48995, -16080, -48995, -3530764, -2536587, -3530764 ], [ 120, 94, 145, 120, 94, 145 ], [ 265, 212, 308, 265, 212, 308 ], [ 46, 43, 49, 46, 43, 49 ], [ 10321, 4055, 6266, 10321, 4055, 6266 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 513601, 460365, -272088, -50400, -585636, 192481 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10780, "evaluation_days": 1796.67, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607140800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759722803539, "expiration_time": 1764365760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 185, "offset": 0, "a": 0.43451 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|