Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2345077.1531 | 2224259.8927 | 120817.2603 | 5331695.0392 | 8390876.9101 | -3059181.8709 |
Total P&L (%) | 2345.0772 | 2224.2599 | 120.8173 | 5331.695 | 8390.8769 | -3059.1819 |
Avg Daily Profit (%) | 1.3136 | 1.2459 | 0.0677 | 0.224 | 0.2491 | 0 |
Buy And Hold Return (%) | 271.8611 | 271.8611 | 271.8611 | 271.8611 | 271.8611 | 271.8611 |
Max Trade Drawdown | -125261 | -107182 | -59993 | -21501161 | -18066831 | -13149122 |
Profit Factor | 5.1832 | 9.8533 | 1.3905 | 1.0676 | 1.249 | 0.9323 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 45.098 | 33.3333 | 56.8627 | 45.098 | 33.3333 | 56.8627 |
Ratio Avg Win / Avg Loss | 6.31 | 19.7066 | 1.0549 | 1.2997 | 2.4979 | 0.7072 |
Largest Winning Trade | 1168855 | 1168855 | 70235 | 17695121 | 17695121 | 6992051 |
Largest Losing Trade | -59993 | -23673 | -59993 | -13149122 | -2621096 | -13149122 |
Avg Bars in Trades | 67 | 50 | 84 | 67 | 50 | 84 |
Avg Bars in Winners | 112 | 101 | 118 | 112 | 101 | 118 |
Avg Bars in Losers | 31 | 25 | 39 | 31 | 25 | 39 |
Bars Traded | 6917 | 2600 | 4317 | 6917 | 2600 | 4317 |
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 | 716626 | -164455 | -446879 | -139545 | -177196 | -759943 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609113600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758817679300, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 215, "offset": 0 } }, "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": [ [ 2345077.15305125, 2224259.892704781, 120817.2603464687, 5331695.039197508, 8390876.910082549, -3059181.8708850495 ], [ 2345.077153, 2224.259893, 120.81726, 5331.695039, 8390.87691, -3059.181871 ], [ 1.313585, 1.245909, 0.067675, 0.22402, 0.249103, 0 ], [ 271.861128, 271.861128, 271.861128, 271.861128, 271.861128, 271.861128 ], [ -125261, -107182, -59993, -21501161, -18066831, -13149122 ], [ 5.183203, 9.853324, 1.39054, 1.067612, 1.248973, 0.932251 ], [ 102, 51, 51, 102, 51, 51 ], [ 46, 17, 29, 46, 17, 29 ], [ 56, 34, 22, 56, 34, 22 ], [ 45.098039, 33.333333, 56.862745, 45.098039, 33.333333, 56.862745 ], [ 6.309987, 19.706648, 1.054893, 1.299702, 2.497946, 0.707225 ], [ 1168855, 1168855, 70235, 17695121, 17695121, 6992051 ], [ -59993, -23673, -59993, -13149122, -2621096, -13149122 ], [ 67, 50, 84, 67, 50, 84 ], [ 112, 101, 118, 112, 101, 118 ], [ 31, 25, 39, 31, 25, 39 ], [ 6917, 2600, 4317, 6917, 2600, 4317 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 716626, -164455, -446879, -139545, -177196, -759943 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609113600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758817679300, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 215, "offset": 0 } }, "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) |
---|