Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2107665.4677 | -110158.6663 | -1997506.8014 | 457104.9803 | -8815005.5166 | 9272110.497 |
Total P&L (%) | -2107.6655 | -110.1587 | -1997.5068 | 457.105 | -8815.0055 | 9272.1105 |
Avg Daily Profit (%) | -1.1807 | -0.0617 | -1.1189 | 0.0963 | 0 | 0.2547 |
Buy And Hold Return (%) | 347.1577 | 347.1577 | 347.1577 | 347.1577 | 347.1577 | 347.1577 |
Max Trade Drawdown | -2221819 | -219452 | -2091325 | -18773995 | -13898867 | -6307101 |
Profit Factor | 0.1769 | 0.6786 | 0.0994 | 1.0176 | 0.4575 | 1.9587 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 15 | 22 | 35 | 14 | 21 |
Losing Trades | 23 | 15 | 8 | 25 | 16 | 9 |
Profitability (%) | 61.6667 | 50 | 73.3333 | 58.3333 | 46.6667 | 70 |
Ratio Avg Win / Avg Loss | 0.11 | 0.6786 | 0.0361 | 0.7269 | 0.5228 | 0.8394 |
Largest Winning Trade | 61723 | 61723 | 25339 | 15271413 | 5183069 | 15271413 |
Largest Losing Trade | -1125695 | -63834 | -1125695 | -7128295 | -7128295 | -6307101 |
Avg Bars in Trades | 172 | 200 | 144 | 172 | 200 | 144 |
Avg Bars in Winners | 75 | 90 | 65 | 96 | 107 | 89 |
Avg Bars in Losers | 328 | 311 | 360 | 278 | 282 | 272 |
Bars Traded | 10343 | 6023 | 4320 | 10343 | 6023 | 4320 |
Profit Streak | 74.7549 | 74.7549 | 114.2549 | 74.7549 | 74.7549 | 114.2549 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751294 | -579860 | -576448 | -505449 | -581156 | 480434 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10711, "evaluation_days": 1785.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607328000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758838026436, "expiration_time": 1763342352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 198, "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": [ [ -2107665.4676873563, -110158.6662982195, -1997506.8013891364, 457104.9803354184, -8815005.51663442, 9272110.496969841 ], [ -2107.665468, -110.158666, -1997.506801, 457.10498, -8815.005517, 9272.110497 ], [ -1.180653, -0.061708, -1.118945, 0.09626, 0, 0.254659 ], [ 347.15771, 347.15771, 347.15771, 347.15771, 347.15771, 347.15771 ], [ -2221819, -219452, -2091325, -18773995, -13898867, -6307101 ], [ 0.176925, 0.678635, 0.099386, 1.017636, 0.457451, 1.958681 ], [ 60, 30, 30, 60, 30, 30 ], [ 37, 15, 22, 35, 14, 21 ], [ 23, 15, 8, 25, 16, 9 ], [ 61.666667, 50, 73.333333, 58.333333, 46.666667, 70 ], [ 0.109981, 0.678635, 0.03614, 0.726883, 0.522801, 0.839435 ], [ 61723, 61723, 25339, 15271413, 5183069, 15271413 ], [ -1125695, -63834, -1125695, -7128295, -7128295, -6307101 ], [ 172, 200, 144, 172, 200, 144 ], [ 75, 90, 65, 96, 107, 89 ], [ 328, 311, 360, 278, 282, 272 ], [ 10343, 6023, 4320, 10343, 6023, 4320 ], [ 74.754935, 74.754936, 114.254936, 74.754936, 74.754936, 114.254936 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -751294, -579860, -576448, -505449, -581156, 480434 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10711, "evaluation_days": 1785.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607328000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758838026436, "expiration_time": 1763342352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 198, "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) |
---|