Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1385572.8231 | 109041.7811 | -1494614.6042 | 680520.7924 | -1125071.7303 | 1805592.5227 |
Total P&L (%) | -1385.5728 | 109.0418 | -1494.6146 | 680.5208 | -1125.0717 | 1805.5925 |
Avg Daily Profit (%) | -0.776 | 0.0611 | -0.8371 | 0.1151 | 0 | 0.1652 |
Buy And Hold Return (%) | 37.1286 | 37.1286 | 37.1286 | 37.1286 | 37.1286 | 37.1286 |
Max Trade Drawdown | -1628372 | -135665 | -1559842 | -1844843 | -2638181 | -1151877 |
Profit Factor | 0.3615 | 1.3451 | 0.1938 | 1.1081 | 0.7133 | 1.7618 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 38 | 16 | 22 | 36 | 15 | 21 |
Losing Trades | 23 | 15 | 8 | 25 | 16 | 9 |
Profitability (%) | 62.2951 | 51.6129 | 73.3333 | 59.0164 | 48.3871 | 70 |
Ratio Avg Win / Avg Loss | 0.2188 | 1.261 | 0.0705 | 0.7695 | 0.7609 | 0.7551 |
Largest Winning Trade | 90122 | 90122 | 51295 | 936768 | 790117 | 936768 |
Largest Losing Trade | -1559842 | -59149 | -1559842 | -1370742 | -1370742 | -709606 |
Avg Bars in Trades | 54 | 49 | 58 | 54 | 49 | 58 |
Avg Bars in Winners | 42 | 28 | 51 | 49 | 35 | 59 |
Avg Bars in Losers | 73 | 71 | 77 | 60 | 63 | 56 |
Bars Traded | 3301 | 1540 | 1761 | 3301 | 1540 | 1761 |
Profit Streak | 53.3938 | 81.3938 | 0 | 53.3938 | 81.3938 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744621 | -113459 | -577800 | -306394 | -580887 | 390537 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1613174400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878828377, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 190, "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": [ [ -1385572.8231084445, 109041.7810712089, -1494614.6041796522, 680520.7923911978, -1125071.7302618586, 1805592.5226530558 ], [ -1385.572823, 109.041781, -1494.614604, 680.520792, -1125.07173, 1805.592523 ], [ -0.776014, 0.061071, -0.837085, 0.115148, 0, 0.165209 ], [ 37.12861, 37.12861, 37.12861, 37.12861, 37.12861, 37.12861 ], [ -1628372, -135665, -1559842, -1844843, -2638181, -1151877 ], [ 0.361492, 1.345059, 0.193846, 1.108115, 0.713306, 1.761821 ], [ 61, 31, 30, 61, 31, 30 ], [ 38, 16, 22, 36, 15, 21 ], [ 23, 15, 8, 25, 16, 9 ], [ 62.295082, 51.612903, 73.333333, 59.016393, 48.387097, 70 ], [ 0.218798, 1.260992, 0.07049, 0.769525, 0.76086, 0.755066 ], [ 90122, 90122, 51295, 936768, 790117, 936768 ], [ -1559842, -59149, -1559842, -1370742, -1370742, -709606 ], [ 54, 49, 58, 54, 49, 58 ], [ 42, 28, 51, 49, 35, 59 ], [ 73, 71, 77, 60, 63, 56 ], [ 3301, 1540, 1761, 3301, 1540, 1761 ], [ 53.393847, 81.393847, 0, 53.393847, 81.393847, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -744621, -113459, -577800, -306394, -580887, 390537 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1613174400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878828377, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 190, "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) |
---|