Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1160075.5568 | 8180.455 | -1168256.0118 | -423463.8278 | 2847689.1503 | -3271152.9781 |
Total P&L (%) | -1160.0756 | 8.1805 | -1168.256 | -423.4638 | 2847.6892 | -3271.153 |
Avg Daily Profit (%) | -0.6497 | 0.0046 | -0.6543 | 0 | 0.1897 | 0 |
Buy And Hold Return (%) | 24.5103 | 24.5103 | 24.5103 | 24.5103 | 24.5103 | 24.5103 |
Max Trade Drawdown | -1417232 | -236756 | -1271321 | -6120787 | -3569269 | -5138487 |
Profit Factor | 0.3756 | 1.0242 | 0.2312 | 0.9611 | 1.6599 | 0.5017 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 63 | 28 | 35 | 31 | 20 | 11 |
Losing Trades | 29 | 18 | 11 | 61 | 26 | 35 |
Profitability (%) | 68.4783 | 60.8696 | 76.087 | 33.6957 | 43.4783 | 23.913 |
Ratio Avg Win / Avg Loss | 0.1729 | 0.6584 | 0.0727 | 1.8912 | 2.1579 | 1.5963 |
Largest Winning Trade | 66139 | 66139 | 38736 | 3424410 | 3424410 | 1384803 |
Largest Losing Trade | -1270367 | -58386 | -1270367 | -2070325 | -1321389 | -2070325 |
Avg Bars in Trades | 35 | 33 | 38 | 35 | 33 | 38 |
Avg Bars in Winners | 22 | 10 | 32 | 52 | 57 | 43 |
Avg Bars in Losers | 64 | 69 | 57 | 27 | 14 | 36 |
Bars Traded | 3281 | 1531 | 1751 | 3281 | 1531 | 1751 |
Profit Streak | 57.5758 | 194.0758 | 57.5758 | 0 | 0 | 0 |
Trades During Streak | 12 | 9 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576156 | -545072 | -575752 | -584095 | 310710 | -612809 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1613131200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758937747915, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 4, "offset": 0, "std": 2.5507 } }, "second_band": { "type": "tema", "factors": { "length": 201, "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": [ [ -1160075.5568409758, 8180.4549803196, -1168256.0118212956, -423463.8278151586, 2847689.1503151623, -3271152.9781303215 ], [ -1160.075557, 8.180455, -1168.256012, -423.463828, 2847.68915, -3271.152978 ], [ -0.64972, 0.004582, -0.654302, 0, 0.189684, 0 ], [ 24.510337, 24.510337, 24.510337, 24.510337, 24.510337, 24.510337 ], [ -1417232, -236756, -1271321, -6120787, -3569269, -5138487 ], [ 0.375615, 1.024179, 0.23122, 0.961077, 1.659929, 0.501687 ], [ 92, 46, 46, 92, 46, 46 ], [ 63, 28, 35, 31, 20, 11 ], [ 29, 18, 11, 61, 26, 35 ], [ 68.478261, 60.869565, 76.086957, 33.695652, 43.478261, 23.913043 ], [ 0.172902, 0.658401, 0.072669, 1.891152, 2.157908, 1.596278 ], [ 66139, 66139, 38736, 3424410, 3424410, 1384803 ], [ -1270367, -58386, -1270367, -2070325, -1321389, -2070325 ], [ 35, 33, 38, 35, 33, 38 ], [ 22, 10, 32, 52, 57, 43 ], [ 64, 69, 57, 27, 14, 36 ], [ 3281, 1531, 1751, 3281, 1531, 1751 ], [ 57.575786, 194.075786, 57.575786, 0, 0, 0 ], [ 12, 9, 6, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576156, -545072, -575752, -584095, 310710, -612809 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1613131200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758937747915, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 4, "offset": 0, "std": 2.5507 } }, "second_band": { "type": "tema", "factors": { "length": 201, "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) |
---|