Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -539296.973 | 224438.1867 | -763735.1597 | 999806.2284 | -804235.2599 | 1804041.4884 |
Total P&L (%) | -539.297 | 224.4382 | -763.7352 | 999.8062 | -804.2353 | 1804.0415 |
Avg Daily Profit (%) | -0.3021 | 0.1257 | -0.4278 | 0.1344 | 0 | 0.1652 |
Buy And Hold Return (%) | 195.6982 | 195.6982 | 195.6982 | 195.6982 | 195.6982 | 195.6982 |
Max Trade Drawdown | -851285 | -74183 | -960055 | -3665686 | -1801979 | -2979629 |
Profit Factor | 0.5992 | 2.0617 | 0.3266 | 1.1063 | 0.8023 | 1.3379 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 15 | 16 | 29 | 13 | 16 |
Losing Trades | 28 | 15 | 13 | 30 | 17 | 13 |
Profitability (%) | 52.5424 | 50 | 55.1724 | 49.1525 | 43.3333 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.5412 | 2.0617 | 0.2654 | 1.1444 | 1.0492 | 1.0871 |
Largest Winning Trade | 105604 | 105604 | 50761 | 1061950 | 1061950 | 916987 |
Largest Losing Trade | -812490 | -38794 | -812490 | -2496772 | -864732 | -2496772 |
Avg Bars in Trades | 114 | 59 | 171 | 114 | 59 | 171 |
Avg Bars in Winners | 103 | 40 | 162 | 125 | 56 | 181 |
Avg Bars in Losers | 127 | 79 | 182 | 104 | 62 | 159 |
Bars Traded | 6764 | 1794 | 4970 | 6764 | 1794 | 4970 |
Profit Streak | 0 | 0 | 289.4988 | 0 | 0 | 289.4988 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759948 | -141399 | -579194 | -297907 | -581751 | 347019 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608444000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759017496110, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 104, "offset": 0, "a": 0.69903 } } }
{ "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": [ [ -539296.97301396, 224438.1866831616, -763735.159697122, 999806.2284042935, -804235.2599484264, 1804041.4883527195 ], [ -539.296973, 224.438187, -763.73516, 999.806228, -804.23526, 1804.041488 ], [ -0.302085, 0.125718, -0.427803, 0.134397, 0, 0.165187 ], [ 195.698217, 195.698217, 195.698217, 195.698217, 195.698217, 195.698217 ], [ -851285, -74183, -960055, -3665686, -1801979, -2979629 ], [ 0.599209, 2.06165, 0.326616, 1.106276, 0.802342, 1.337912 ], [ 59, 30, 29, 59, 30, 29 ], [ 31, 15, 16, 29, 13, 16 ], [ 28, 15, 13, 30, 17, 13 ], [ 52.542373, 50, 55.172414, 49.152542, 43.333333, 55.172414 ], [ 0.541221, 2.06165, 0.265376, 1.144424, 1.049217, 1.087054 ], [ 105604, 105604, 50761, 1061950, 1061950, 916987 ], [ -812490, -38794, -812490, -2496772, -864732, -2496772 ], [ 114, 59, 171, 114, 59, 171 ], [ 103, 40, 162, 125, 56, 181 ], [ 127, 79, 182, 104, 62, 159 ], [ 6764, 1794, 4970, 6764, 1794, 4970 ], [ 0, 0, 289.498798, 0, 0, 289.498798 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -759948, -141399, -579194, -297907, -581751, 347019 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608444000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759017496110, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 104, "offset": 0, "a": 0.69903 } } }
# | 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) |
---|