Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2088066.2701 | -145803.4572 | -1942262.813 | 55448.2849 | -3304416.0271 | 3359864.312 |
Total P&L (%) | -2088.0663 | -145.8035 | -1942.2628 | 55.4483 | -3304.416 | 3359.8643 |
Avg Daily Profit (%) | -1.1579 | -0.0809 | -1.077 | 0.0245 | 0 | 0.1967 |
Buy And Hold Return (%) | 108.2697 | 108.2697 | 108.2697 | 108.2697 | 108.2697 | 108.2697 |
Max Trade Drawdown | -2257902 | -271991 | -2012317 | -18398252 | -9323392 | -10964161 |
Profit Factor | 0.1613 | 0.5983 | 0.0867 | 1.0023 | 0.6672 | 1.238 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 72.093 | 72.093 | 72.093 | 72.093 | 72.093 | 72.093 |
Ratio Avg Win / Avg Loss | 0.0624 | 0.2316 | 0.0336 | 0.388 | 0.2583 | 0.4792 |
Largest Winning Trade | 36736 | 36736 | 17300 | 15335048 | 4641614 | 15335048 |
Largest Losing Trade | -1019602 | -65953 | -1019602 | -10964161 | -4750650 | -10964161 |
Avg Bars in Trades | 59 | 70 | 48 | 59 | 70 | 48 |
Avg Bars in Winners | 17 | 14 | 20 | 23 | 18 | 28 |
Avg Bars in Losers | 169 | 216 | 121 | 153 | 205 | 101 |
Bars Traded | 5143 | 3048 | 2095 | 5143 | 3048 | 2095 |
Profit Streak | 35.1782 | 0 | 41.8449 | 35.1782 | 0 | 41.8449 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576864 | -577863 | -577312 | -541706 | -577863 | 342465 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5410, "evaluation_days": 1803.33, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1608422400000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760271395930, "expiration_time": 1764930240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 138, "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": [ [ -2088066.2701457685, -145803.4571613079, -1942262.8129844612, 55448.2849330325, -3304416.0271004005, 3359864.3120334335 ], [ -2088.06627, -145.803457, -1942.262813, 55.448285, -3304.416027, 3359.864312 ], [ -1.157895, -0.080852, -1.077042, 0.024466, 0, 0.196708 ], [ 108.269729, 108.269729, 108.269729, 108.269729, 108.269729, 108.269729 ], [ -2257902, -271991, -2012317, -18398252, -9323392, -10964161 ], [ 0.161318, 0.598301, 0.086738, 1.002306, 0.667187, 1.23796 ], [ 86, 43, 43, 86, 43, 43 ], [ 62, 31, 31, 62, 31, 31 ], [ 24, 12, 12, 24, 12, 12 ], [ 72.093023, 72.093023, 72.093023, 72.093023, 72.093023, 72.093023 ], [ 0.062446, 0.2316, 0.033576, 0.387989, 0.258266, 0.47921 ], [ 36736, 36736, 17300, 15335048, 4641614, 15335048 ], [ -1019602, -65953, -1019602, -10964161, -4750650, -10964161 ], [ 59, 70, 48, 59, 70, 48 ], [ 17, 14, 20, 23, 18, 28 ], [ 169, 216, 121, 153, 205, 101 ], [ 5143, 3048, 2095, 5143, 3048, 2095 ], [ 35.178194, 0, 41.84486, 35.178194, 0, 41.84486 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576864, -577863, -577312, -541706, -577863, 342465 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5410, "evaluation_days": 1803.33, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1608422400000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760271395930, "expiration_time": 1764930240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 138, "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) |
---|