Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2006814.0307 | 1987269.1575 | 19544.8732 | 340617.2482 | 1655831.6654 | -1315214.4173 |
Total P&L (%) | 2006.814 | 1987.2692 | 19.5449 | 340.6172 | 1655.8317 | -1315.2144 |
Avg Daily Profit (%) | 1.1215 | 1.1106 | 0.0109 | 0.0829 | 0.1603 | 0 |
Buy And Hold Return (%) | 351.5718 | 351.5718 | 351.5718 | 351.5718 | 351.5718 | 351.5718 |
Max Trade Drawdown | -142348 | -84894 | -177581 | -1667470 | -692920 | -2259715 |
Profit Factor | 4.0531 | 8.0372 | 1.0521 | 1.0642 | 1.8425 | 0.6064 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 34.8214 | 32.1429 | 37.5 | 34.8214 | 32.1429 | 37.5 |
Ratio Avg Win / Avg Loss | 7.5865 | 16.9674 | 1.7536 | 1.9919 | 3.8897 | 1.0106 |
Largest Winning Trade | 1038319 | 1038319 | 70550 | 1761154 | 1761154 | 311083 |
Largest Losing Trade | -80508 | -26250 | -80508 | -1556881 | -278311 | -1556881 |
Avg Bars in Trades | 92 | 78 | 105 | 92 | 78 | 105 |
Avg Bars in Winners | 193 | 177 | 207 | 193 | 177 | 207 |
Avg Bars in Losers | 38 | 31 | 45 | 38 | 31 | 45 |
Bars Traded | 10347 | 4414 | 5933 | 10347 | 4414 | 5933 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506850 | -166212 | -691286 | -402445 | -177674 | -764305 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10736, "evaluation_days": 1789.33, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607083200000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759089111128, "expiration_time": 1763713152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 20, "offset": 161 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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": [ [ 2006814.0307088248, 1987269.1575431165, 19544.8731657085, 340617.2481637937, 1655831.6654272336, -1315214.41726344 ], [ 2006.814031, 1987.269158, 19.544873, 340.617248, 1655.831665, -1315.214417 ], [ 1.121545, 1.110622, 0.010923, 0.082915, 0.160274, 0 ], [ 351.571793, 351.571793, 351.571793, 351.571793, 351.571793, 351.571793 ], [ -142348, -84894, -177581, -1667470, -692920, -2259715 ], [ 4.053069, 8.037195, 1.052131, 1.064188, 1.842505, 0.606368 ], [ 112, 56, 56, 112, 56, 56 ], [ 39, 18, 21, 39, 18, 21 ], [ 73, 38, 35, 73, 38, 35 ], [ 34.821429, 32.142857, 37.5, 34.821429, 32.142857, 37.5 ], [ 7.586513, 16.967411, 1.753552, 1.991941, 3.889733, 1.010614 ], [ 1038319, 1038319, 70550, 1761154, 1761154, 311083 ], [ -80508, -26250, -80508, -1556881, -278311, -1556881 ], [ 92, 78, 105, 92, 78, 105 ], [ 193, 177, 207, 193, 177, 207 ], [ 38, 31, 45, 38, 31, 45 ], [ 10347, 4414, 5933, 10347, 4414, 5933 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 506850, -166212, -691286, -402445, -177674, -764305 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10736, "evaluation_days": 1789.33, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607083200000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759089111128, "expiration_time": 1763713152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 20, "offset": 161 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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) |
---|