Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870108.4966 | 908330.4648 | -38221.9682 | -206532.0608 | 2220389.4863 | -2426921.5471 |
Total P&L (%) | 870.1085 | 908.3305 | -38.222 | -206.5321 | 2220.3895 | -2426.9215 |
Avg Daily Profit (%) | 0.4827 | 0.5039 | -0.0212 | 0 | 0.1746 | 0 |
Buy And Hold Return (%) | 125.4213 | 125.4213 | 125.4213 | 125.4213 | 125.4213 | 125.4213 |
Max Trade Drawdown | -151759 | -178855 | -145371 | -2324697 | -185210 | -2555759 |
Profit Factor | 2.0729 | 3.2465 | 0.906 | 0.9466 | 3.9464 | 0.2209 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 41 | 17 | 24 | 54 | 34 | 20 |
Losing Trades | 55 | 31 | 24 | 42 | 14 | 28 |
Profitability (%) | 42.7083 | 35.4167 | 50 | 56.25 | 70.8333 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.7807 | 5.9202 | 0.906 | 0.7363 | 1.625 | 0.3093 |
Largest Winning Trade | 710896 | 710896 | 53222 | 1594354 | 1594354 | 111141 |
Largest Losing Trade | -118176 | -41502 | -118176 | -2149190 | -164561 | -2149190 |
Avg Bars in Trades | 35 | 39 | 32 | 35 | 39 | 32 |
Avg Bars in Winners | 53 | 56 | 52 | 28 | 38 | 12 |
Avg Bars in Losers | 22 | 29 | 13 | 45 | 41 | 47 |
Bars Traded | 3451 | 1879 | 1572 | 3451 | 1879 | 1572 |
Profit Streak | 0 | 0 | 0 | 19.8194 | 29.3194 | 19.8194 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423849 | 405311 | -580689 | -578241 | 670950 | -583373 |
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{ "first_band": { "type": "bbm", "factors": { "length": 87, "offset": 147, "std": 4.48989 } }, "second_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 3.17665 } } }
{ "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": [ [ 870108.4965843505, 908330.4648031611, -38221.9682188116, -206532.0608456697, 2220389.4862997816, -2426921.547145452 ], [ 870.108497, 908.330465, -38.221968, -206.532061, 2220.389486, -2426.921547 ], [ 0.482723, 0.503928, -0.021205, 0, 0.174594, 0 ], [ 125.421348, 125.421348, 125.421348, 125.421348, 125.421348, 125.421348 ], [ -151759, -178855, -145371, -2324697, -185210, -2555759 ], [ 2.072877, 3.246541, 0.906015, 0.946615, 3.946415, 0.220926 ], [ 96, 48, 48, 96, 48, 48 ], [ 41, 17, 24, 54, 34, 20 ], [ 55, 31, 24, 42, 14, 28 ], [ 42.708333, 35.416667, 50, 56.25, 70.833333, 41.666667 ], [ 2.780689, 5.920163, 0.906015, 0.736256, 1.624994, 0.309296 ], [ 710896, 710896, 53222, 1594354, 1594354, 111141 ], [ -118176, -41502, -118176, -2149190, -164561, -2149190 ], [ 35, 39, 32, 35, 39, 32 ], [ 53, 56, 52, 28, 38, 12 ], [ 22, 29, 13, 45, 41, 47 ], [ 3451, 1879, 1572, 3451, 1879, 1572 ], [ 0, 0, 0, 19.819364, 29.319364, 19.819364 ], [ 0, 0, 0, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 423849, 405311, -580689, -578241, 670950, -583373 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3605, "evaluation_days": 1802.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608206400000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760211593051, "expiration_time": 1764856080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 87, "offset": 147, "std": 4.48989 } }, "second_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 3.17665 } } }
# | 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) |
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