Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1066414.588 | 1202089.2565 | -135674.6684 | -105558.5987 | -111899.631 | 6341.0323 |
Total P&L (%) | 1066.4146 | 1202.0893 | -135.6747 | -105.5586 | -111.8996 | 6.341 |
Avg Daily Profit (%) | 0.5949 | 0.6706 | -0.0757 | 0 | 0 | 0.0034 |
Buy And Hold Return (%) | 132.4364 | 132.4364 | 132.4364 | 132.4364 | 132.4364 | 132.4364 |
Max Trade Drawdown | -141635 | -163168 | -124206 | -166124 | -168575 | -43276 |
Profit Factor | 2.3358 | 4.4796 | 0.7004 | 0.7266 | 0.4383 | 1.0339 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 15 | 21 | 43 | 25 | 18 |
Losing Trades | 44 | 25 | 19 | 37 | 15 | 22 |
Profitability (%) | 45 | 37.5 | 52.5 | 53.75 | 62.5 | 45 |
Ratio Avg Win / Avg Loss | 2.8549 | 7.466 | 0.6337 | 0.6252 | 0.263 | 1.2637 |
Largest Winning Trade | 1308210 | 1308210 | 56509 | 146168 | 18005 | 146168 |
Largest Losing Trade | -122187 | -42058 | -122187 | -162389 | -162389 | -122187 |
Avg Bars in Trades | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Winners | 49 | 47 | 50 | 35 | 42 | 26 |
Avg Bars in Losers | 35 | 42 | 25 | 48 | 47 | 48 |
Bars Traded | 3334 | 1779 | 1555 | 3334 | 1779 | 1555 |
Profit Streak | 0 | 0 | 17.0087 | 12.5087 | 13.5087 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9860 | 527058 | -579855 | -603453 | -578527 | -539126 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3585, "evaluation_days": 1792.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1612267200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759363953538, "expiration_time": 1763966160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 181, "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": [ [ 1066414.5880386664, 1202089.256482965, -135674.6684442991, -105558.5987098597, -111899.6309985188, 6341.0322886591 ], [ 1066.414588, 1202.089256, -135.674668, -105.558599, -111.899631, 6.341032 ], [ 0.594931, 0.670622, -0.07569, 0, 0, 0.00343 ], [ 132.436394, 132.436394, 132.436394, 132.436394, 132.436394, 132.436394 ], [ -141635, -163168, -124206, -166124, -168575, -43276 ], [ 2.335827, 4.479581, 0.700397, 0.726592, 0.438321, 1.033934 ], [ 80, 40, 40, 80, 40, 40 ], [ 36, 15, 21, 43, 25, 18 ], [ 44, 25, 19, 37, 15, 22 ], [ 45, 37.5, 52.5, 53.75, 62.5, 45 ], [ 2.8549, 7.465968, 0.633693, 0.625207, 0.262993, 1.263698 ], [ 1308210, 1308210, 56509, 146168, 18005, 146168 ], [ -122187, -42058, -122187, -162389, -162389, -122187 ], [ 41, 44, 38, 41, 44, 38 ], [ 49, 47, 50, 35, 42, 26 ], [ 35, 42, 25, 48, 47, 48 ], [ 3334, 1779, 1555, 3334, 1779, 1555 ], [ 0, 0, 17.008721, 12.508721, 13.508721, 0 ], [ 0, 0, 1, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -9860, 527058, -579855, -603453, -578527, -539126 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3585, "evaluation_days": 1792.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1612267200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759363953538, "expiration_time": 1763966160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 181, "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) |
---|