Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829646.455 | 987986.9589 | -158340.5039 | -115490.7701 | -107236.5598 | -8254.2103 |
Total P&L (%) | 829.6465 | 987.987 | -158.3405 | -115.4908 | -107.2366 | -8.2542 |
Avg Daily Profit (%) | 0.4619 | 0.55 | -0.0881 | 0 | 0 | -0.0048 |
Buy And Hold Return (%) | 308.0407 | 308.0407 | 308.0407 | 308.0407 | 308.0407 | 308.0407 |
Max Trade Drawdown | -214580 | -111409 | -303322 | -265626 | -168418 | -107903 |
Profit Factor | 1.9828 | 4.2211 | 0.7054 | 0.7336 | 0.4974 | 0.9625 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 32 | 14 | 18 | 47 | 27 | 20 |
Losing Trades | 48 | 26 | 22 | 33 | 13 | 20 |
Profitability (%) | 40 | 35 | 45 | 58.75 | 67.5 | 50 |
Ratio Avg Win / Avg Loss | 2.9742 | 7.8393 | 0.8621 | 0.5151 | 0.2395 | 0.9625 |
Largest Winning Trade | 880426 | 880426 | 61851 | 125892 | 42826 | 125892 |
Largest Losing Trade | -118731 | -45408 | -118731 | -156922 | -156922 | -107903 |
Avg Bars in Trades | 64 | 65 | 62 | 64 | 65 | 62 |
Avg Bars in Winners | 99 | 97 | 100 | 42 | 50 | 32 |
Avg Bars in Losers | 40 | 48 | 32 | 94 | 96 | 92 |
Bars Traded | 5133 | 2615 | 2518 | 5133 | 2615 | 2518 |
Profit Streak | 0 | 0 | 0 | 69.2665 | 69.2665 | 93.9332 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17007 | 342756 | -582694 | -601608 | -577102 | -579349 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5389, "evaluation_days": 1796.33, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1609200000000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759674229862, "expiration_time": 1764307296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 40, "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": [ [ 829646.4549865469, 987986.9589316025, -158340.503945056, -115490.7701312458, -107236.5598370411, -8254.2102942047 ], [ 829.646455, 987.986959, -158.340504, -115.49077, -107.23656, -8.25421 ], [ 0.461856, 0.550003, -0.088147, 0, 0, -0.004796 ], [ 308.040749, 308.040749, 308.040749, 308.040749, 308.040749, 308.040749 ], [ -214580, -111409, -303322, -265626, -168418, -107903 ], [ 1.982833, 4.221139, 0.705368, 0.733633, 0.497448, 0.962514 ], [ 80, 40, 40, 80, 40, 40 ], [ 32, 14, 18, 47, 27, 20 ], [ 48, 26, 22, 33, 13, 20 ], [ 40, 35, 45, 58.75, 67.5, 50 ], [ 2.974249, 7.839259, 0.862117, 0.515104, 0.239512, 0.962514 ], [ 880426, 880426, 61851, 125892, 42826, 125892 ], [ -118731, -45408, -118731, -156922, -156922, -107903 ], [ 64, 65, 62, 64, 65, 62 ], [ 99, 97, 100, 42, 50, 32 ], [ 40, 48, 32, 94, 96, 92 ], [ 5133, 2615, 2518, 5133, 2615, 2518 ], [ 0, 0, 0, 69.266549, 69.266549, 93.933216 ], [ 0, 0, 0, 6, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -17007, 342756, -582694, -601608, -577102, -579349 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5389, "evaluation_days": 1796.33, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1609200000000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759674229862, "expiration_time": 1764307296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 40, "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) |
---|