Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1543595.2868 | 1615016.5784 | -71421.2916 | -58102.2637 | -103068.9273 | 44966.6636 |
Total P&L (%) | 1543.5953 | 1615.0166 | -71.4213 | -58.1023 | -103.0689 | 44.9667 |
Avg Daily Profit (%) | 0.8625 | 0.9024 | -0.0399 | -0.0486 | 0 | 0.0208 |
Buy And Hold Return (%) | 380.5353 | 380.5353 | 380.5353 | 380.5353 | 380.5353 | 380.5353 |
Max Trade Drawdown | -133205 | -158869 | -198763 | -320008 | -303712 | -128966 |
Profit Factor | 2.6291 | 5.0199 | 0.8691 | 0.9461 | 0.8082 | 1.0831 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 65 | 27 | 38 | 65 | 27 | 38 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 44.8276 | 36.9863 | 52.7778 | 44.8276 | 36.9863 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.2358 | 8.5524 | 0.7776 | 1.1645 | 1.377 | 0.9691 |
Largest Winning Trade | 1507033 | 1507033 | 63301 | 102408 | 85871 | 102408 |
Largest Losing Trade | -84267 | -22314 | -84267 | -76068 | -44275 | -76068 |
Avg Bars in Trades | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Winners | 54 | 44 | 61 | 54 | 44 | 61 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 5259 | 2145 | 3114 | 5259 | 2145 | 3114 |
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 | 519645 | -57682 | -659598 | -580739 | -655852 | -540532 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5369, "evaluation_days": 1789.67, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1606723200000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759090834832, "expiration_time": 1763714016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 79, "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": [ [ 1543595.2868074768, 1615016.578440694, -71421.2916332177, -58102.263721733, -103068.9272925208, 44966.6635707879 ], [ 1543.595287, 1615.016578, -71.421292, -58.102264, -103.068927, 44.966664 ], [ 0.862503, 0.90241, -0.039908, -0.048597, 0, 0.020751 ], [ 380.53528, 380.53528, 380.53528, 380.53528, 380.53528, 380.53528 ], [ -133205, -158869, -198763, -320008, -303712, -128966 ], [ 2.629108, 5.019906, 0.869133, 0.946132, 0.808212, 1.083089 ], [ 145, 73, 72, 145, 73, 72 ], [ 65, 27, 38, 65, 27, 38 ], [ 80, 46, 34, 80, 46, 34 ], [ 44.827586, 36.986301, 52.777778, 44.827586, 36.986301, 52.777778 ], [ 3.235826, 8.552433, 0.777645, 1.16447, 1.376954, 0.96908 ], [ 1507033, 1507033, 63301, 102408, 85871, 102408 ], [ -84267, -22314, -84267, -76068, -44275, -76068 ], [ 36, 29, 43, 36, 29, 43 ], [ 54, 44, 61, 54, 44, 61 ], [ 21, 20, 23, 21, 20, 23 ], [ 5259, 2145, 3114, 5259, 2145, 3114 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 519645, -57682, -659598, -580739, -655852, -540532 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5369, "evaluation_days": 1789.67, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1606723200000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759090834832, "expiration_time": 1763714016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 79, "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) |
---|