Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948659.6074 | 1082151.0478 | -133491.4404 | -99266.1734 | -81201.1557 | -18065.0178 |
Total P&L (%) | 948.6596 | 1082.151 | -133.4914 | -99.2662 | -81.2012 | -18.065 |
Avg Daily Profit (%) | 0.5314 | 0.6062 | -0.0748 | -0.2749 | -0.0936 | -0.0112 |
Buy And Hold Return (%) | 273.1902 | 273.1902 | 273.1902 | 273.1902 | 273.1902 | 273.1902 |
Max Trade Drawdown | -188299 | -139224 | -286460 | -168286 | -93555 | -84724 |
Profit Factor | 1.9407 | 3.3788 | 0.7589 | 0.5024 | 0.2284 | 0.8084 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 78 | 36 | 42 | 76 | 31 | 45 |
Losing Trades | 53 | 29 | 24 | 55 | 34 | 21 |
Profitability (%) | 59.542 | 55.3846 | 63.6364 | 58.0153 | 47.6923 | 68.1818 |
Ratio Avg Win / Avg Loss | 1.3187 | 2.7218 | 0.4336 | 0.3636 | 0.2505 | 0.3772 |
Largest Winning Trade | 996415 | 996415 | 47480 | 51684 | 12257 | 51684 |
Largest Losing Trade | -104540 | -39902 | -104540 | -72081 | -44930 | -72081 |
Avg Bars in Trades | 80 | 82 | 77 | 80 | 82 | 77 |
Avg Bars in Winners | 78 | 80 | 77 | 72 | 65 | 77 |
Avg Bars in Losers | 81 | 84 | 79 | 90 | 97 | 77 |
Bars Traded | 10482 | 5351 | 5131 | 10482 | 5351 | 5131 |
Profit Streak | 63.0739 | 107.5739 | 63.0739 | 63.0739 | 107.5739 | 63.0739 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496155 | -113914 | -702216 | -577947 | -712001 | -701627 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10711, "evaluation_days": 1785.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607428800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758865583683, "expiration_time": 1763342352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 166, "offset": 0, "std": 3.07267 } }, "second_band": { "type": "jma", "factors": { "length": 205, "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": [ [ 948659.607402775, 1082151.047763958, -133491.440361184, -99266.1734358792, -81201.1556706073, -18065.0177652719 ], [ 948.659607, 1082.151048, -133.49144, -99.266173, -81.201156, -18.065018 ], [ 0.531411, 0.606189, -0.074778, -0.274926, -0.093582, -0.01116 ], [ 273.190152, 273.190152, 273.190152, 273.190152, 273.190152, 273.190152 ], [ -188299, -139224, -286460, -168286, -93555, -84724 ], [ 1.940672, 3.37883, 0.758859, 0.502447, 0.228408, 0.80837 ], [ 131, 65, 66, 131, 65, 66 ], [ 78, 36, 42, 76, 31, 45 ], [ 53, 29, 24, 55, 34, 21 ], [ 59.541985, 55.384615, 63.636364, 58.015267, 47.692308, 68.181818 ], [ 1.318662, 2.721836, 0.433634, 0.363613, 0.250512, 0.377239 ], [ 996415, 996415, 47480, 51684, 12257, 51684 ], [ -104540, -39902, -104540, -72081, -44930, -72081 ], [ 80, 82, 77, 80, 82, 77 ], [ 78, 80, 77, 72, 65, 77 ], [ 81, 84, 79, 90, 97, 77 ], [ 10482, 5351, 5131, 10482, 5351, 5131 ], [ 63.073885, 107.573885, 63.073885, 63.073885, 107.573885, 63.073885 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 496155, -113914, -702216, -577947, -712001, -701627 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10711, "evaluation_days": 1785.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607428800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758865583683, "expiration_time": 1763342352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 166, "offset": 0, "std": 3.07267 } }, "second_band": { "type": "jma", "factors": { "length": 205, "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) |
---|