Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1404902.2643 | 1442846.9843 | -37944.72 | 196684.7892 | -85191.0434 | 281875.8326 |
Total P&L (%) | 1404.9023 | 1442.847 | -37.9447 | 196.6848 | -85.191 | 281.8758 |
Avg Daily Profit (%) | 0.7831 | 0.8043 | -0.0212 | 0.0606 | -0.1064 | 0.0747 |
Buy And Hold Return (%) | 409.1254 | 409.1254 | 409.1254 | 409.1254 | 409.1254 | 409.1254 |
Max Trade Drawdown | -130534 | -141116 | -166931 | -1191193 | -988847 | -428600 |
Profit Factor | 2.5021 | 4.0897 | 0.919 | 1.0391 | 0.9686 | 1.1218 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 142 | 75 | 67 | 142 | 75 | 67 |
Profitability (%) | 30.3922 | 26.4706 | 34.3137 | 30.3922 | 26.4706 | 34.3137 |
Ratio Avg Win / Avg Loss | 5.7306 | 11.3601 | 1.7592 | 2.3799 | 2.6907 | 2.1474 |
Largest Winning Trade | 1308824 | 1308824 | 55046 | 569499 | 569499 | 288154 |
Largest Losing Trade | -27379 | -22539 | -27379 | -151649 | -131758 | -151649 |
Avg Bars in Trades | 33 | 26 | 40 | 33 | 26 | 40 |
Avg Bars in Winners | 80 | 69 | 89 | 80 | 69 | 89 |
Avg Bars in Losers | 13 | 11 | 15 | 13 | 11 | 15 |
Bars Traded | 6925 | 2745 | 4180 | 6925 | 2745 | 4180 |
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 | 306288 | -5683 | -584382 | -460698 | -601338 | -350784 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7176, "evaluation_days": 1794, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606888800000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759482426503, "expiration_time": 1764121248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 6, "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": [ [ 1404902.264302523, 1442846.9843182683, -37944.7200157452, 196684.7892270947, -85191.0433649576, 281875.8325920528 ], [ 1404.902264, 1442.846984, -37.94472, 196.684789, -85.191043, 281.875833 ], [ 0.783112, 0.804263, -0.021151, 0.060637, -0.106406, 0.074717 ], [ 409.125407, 409.125407, 409.125407, 409.125407, 409.125407, 409.125407 ], [ -130534, -141116, -166931, -1191193, -988847, -428600 ], [ 2.502078, 4.08965, 0.918976, 1.0391, 0.968634, 1.121796 ], [ 204, 102, 102, 204, 102, 102 ], [ 62, 27, 35, 62, 27, 35 ], [ 142, 75, 67, 142, 75, 67 ], [ 30.392157, 26.470588, 34.313725, 30.392157, 26.470588, 34.313725 ], [ 5.730565, 11.360139, 1.759182, 2.379873, 2.69065, 2.147439 ], [ 1308824, 1308824, 55046, 569499, 569499, 288154 ], [ -27379, -22539, -27379, -151649, -131758, -151649 ], [ 33, 26, 40, 33, 26, 40 ], [ 80, 69, 89, 80, 69, 89 ], [ 13, 11, 15, 13, 11, 15 ], [ 6925, 2745, 4180, 6925, 2745, 4180 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306288, -5683, -584382, -460698, -601338, -350784 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7176, "evaluation_days": 1794, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606888800000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759482426503, "expiration_time": 1764121248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 6, "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) |
---|