Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1513386.909 | 1403657.5073 | 109729.4017 | 5506498.125 | 1880963.4736 | 3625534.6514 |
Total P&L (%) | 1513.3869 | 1403.6575 | 109.7294 | 5506.4981 | 1880.9635 | 3625.5347 |
Avg Daily Profit (%) | 0.8411 | 0.7801 | 0.061 | 0.224 | 0.1661 | 0.2013 |
Buy And Hold Return (%) | 352.3664 | 352.3664 | 352.3664 | 352.3664 | 352.3664 | 352.3664 |
Max Trade Drawdown | -103181 | -87781 | -74233 | -11382272 | -11409714 | -4587015 |
Profit Factor | 3.8397 | 6.4478 | 1.3986 | 1.1509 | 1.0934 | 1.2218 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 43.75 | 37.5 | 50 | 43.75 | 37.5 | 50 |
Ratio Avg Win / Avg Loss | 4.9367 | 10.7463 | 1.3986 | 1.4798 | 1.8223 | 1.2218 |
Largest Winning Trade | 1048899 | 1048899 | 72551 | 6383103 | 6383103 | 2716190 |
Largest Losing Trade | -64110 | -29158 | -64110 | -4482399 | -2665204 | -4482399 |
Avg Bars in Trades | 86 | 66 | 106 | 86 | 66 | 106 |
Avg Bars in Winners | 141 | 112 | 162 | 141 | 112 | 162 |
Avg Bars in Losers | 43 | 37 | 50 | 43 | 37 | 50 |
Bars Traded | 6917 | 2641 | 4276 | 6917 | 2641 | 4276 |
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 | -8022 | 520367 | -276554 | -72471 | -114869 | 276581 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7197, "evaluation_days": 1799.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607083200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759933843521, "expiration_time": 1764588456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1513386.9090443957, 1403657.5073326328, 109729.4017117628, 5506498.124986439, 1880963.473567765, 3625534.6514186747 ], [ 1513.386909, 1403.657507, 109.729402, 5506.498125, 1880.963474, 3625.534651 ], [ 0.841121, 0.780135, 0.060986, 0.224039, 0.166105, 0.201275 ], [ 352.36637, 352.36637, 352.36637, 352.36637, 352.36637, 352.36637 ], [ -103181, -87781, -74233, -11382272, -11409714, -4587015 ], [ 3.839658, 6.447797, 1.398594, 1.150928, 1.0934, 1.221807 ], [ 80, 40, 40, 80, 40, 40 ], [ 35, 15, 20, 35, 15, 20 ], [ 45, 25, 20, 45, 25, 20 ], [ 43.75, 37.5, 50, 43.75, 37.5, 50 ], [ 4.936703, 10.746329, 1.398594, 1.479764, 1.822333, 1.221807 ], [ 1048899, 1048899, 72551, 6383103, 6383103, 2716190 ], [ -64110, -29158, -64110, -4482399, -2665204, -4482399 ], [ 86, 66, 106, 86, 66, 106 ], [ 141, 112, 162, 141, 112, 162 ], [ 43, 37, 50, 43, 37, 50 ], [ 6917, 2641, 4276, 6917, 2641, 4276 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -8022, 520367, -276554, -72471, -114869, 276581 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7197, "evaluation_days": 1799.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607083200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759933843521, "expiration_time": 1764588456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 3 } } }
# | 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) |
---|