Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1395497.5676 | 1307611.5973 | 87885.9703 | 2961371.3854 | -1008409.7856 | 3969781.171 |
Total P&L (%) | 1395.4976 | 1307.6116 | 87.886 | 2961.3714 | -1008.4098 | 3969.7812 |
Avg Daily Profit (%) | 0.7817 | 0.7325 | 0.0492 | 0.1918 | 0 | 0.2078 |
Buy And Hold Return (%) | 283.5574 | 283.5574 | 283.5574 | 283.5574 | 283.5574 | 283.5574 |
Max Trade Drawdown | -74991 | -79415 | -136252 | -3988427 | -5625363 | -1306171 |
Profit Factor | 3.957 | 6.1193 | 1.4059 | 1.1886 | 0.9063 | 1.8047 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 |
Ratio Avg Win / Avg Loss | 5.4789 | 8.4729 | 1.9467 | 1.6458 | 1.2549 | 2.4988 |
Largest Winning Trade | 766818 | 766818 | 63030 | 3156764 | 3156764 | 2014549 |
Largest Losing Trade | -34471 | -27807 | -34471 | -1890614 | -1890614 | -882287 |
Avg Bars in Trades | 111 | 78 | 144 | 111 | 78 | 144 |
Avg Bars in Winners | 197 | 124 | 270 | 197 | 124 | 270 |
Avg Bars in Losers | 49 | 44 | 53 | 49 | 44 | 53 |
Bars Traded | 6900 | 2426 | 4474 | 6900 | 2426 | 4474 |
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 | -143277 | 585433 | -294279 | -165887 | -582287 | 300658 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 55, "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": [ [ 1395497.5675831179, 1307611.597275502, 87885.9703076161, 2961371.385364513, -1008409.7856362718, 3969781.171000785 ], [ 1395.497568, 1307.611597, 87.88597, 2961.371385, -1008.409786, 3969.781171 ], [ 0.781682, 0.732453, 0.049229, 0.191835, 0, 0.207815 ], [ 283.557431, 283.557431, 283.557431, 283.557431, 283.557431, 283.557431 ], [ -74991, -79415, -136252, -3988427, -5625363, -1306171 ], [ 3.956966, 6.119348, 1.405921, 1.188613, 0.906345, 1.804658 ], [ 62, 31, 31, 62, 31, 31 ], [ 26, 13, 13, 26, 13, 13 ], [ 36, 18, 18, 36, 18, 18 ], [ 41.935484, 41.935484, 41.935484, 41.935484, 41.935484, 41.935484 ], [ 5.478876, 8.472944, 1.94666, 1.645771, 1.25494, 2.498757 ], [ 766818, 766818, 63030, 3156764, 3156764, 2014549 ], [ -34471, -27807, -34471, -1890614, -1890614, -882287 ], [ 111, 78, 144, 111, 78, 144 ], [ 197, 124, 270, 197, 124, 270 ], [ 49, 44, 53, 49, 44, 53 ], [ 6900, 2426, 4474, 6900, 2426, 4474 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143277, 585433, -294279, -165887, -582287, 300658 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608984000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758853645068, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 55, "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) |
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