Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1567625.1486 | 1489686.9255 | 77938.2231 | 2903789.4437 | 462203.7605 | 2441585.6832 |
Total P&L (%) | 1567.6251 | 1489.6869 | 77.9382 | 2903.7894 | 462.2038 | 2441.5857 |
Avg Daily Profit (%) | 0.8781 | 0.8344 | 0.0437 | 0.1908 | 0.0968 | 0.1814 |
Buy And Hold Return (%) | 326.9278 | 326.9278 | 326.9278 | 326.9278 | 326.9278 | 326.9278 |
Max Trade Drawdown | -121306 | -106207 | -74319 | -17055949 | -10051113 | -9793990 |
Profit Factor | 3.6518 | 6.9626 | 1.2283 | 1.0646 | 1.0265 | 1.0888 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 46.5347 | 42 | 50.9804 | 46.5347 | 42 | 50.9804 |
Ratio Avg Win / Avg Loss | 4.1957 | 9.615 | 1.1811 | 1.2232 | 1.4176 | 1.0469 |
Largest Winning Trade | 1059704 | 1059704 | 65035 | 4673069 | 4555009 | 4673069 |
Largest Losing Trade | -53039 | -40329 | -53039 | -9793990 | -3497133 | -9793990 |
Avg Bars in Trades | 67 | 73 | 61 | 67 | 73 | 61 |
Avg Bars in Winners | 90 | 99 | 83 | 90 | 99 | 83 |
Avg Bars in Losers | 47 | 55 | 38 | 47 | 55 | 38 |
Bars Traded | 6836 | 3697 | 3138 | 6836 | 3697 | 3138 |
Profit Streak | 0 | 37.5573 | 0 | 0 | 37.5573 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 628047 | -162624 | -480657 | -142547 | -474809 | -294896 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609416000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758892952024, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 88, "offset": 141 } }, "second_band": { "type": "bbu", "factors": { "length": 201, "offset": 0, "std": 1.04118 } } }
{ "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": [ [ 1567625.148597603, 1489686.9255288015, 77938.2230688008, 2903789.443689438, 462203.7604800265, 2441585.683209411 ], [ 1567.625149, 1489.686926, 77.938223, 2903.789444, 462.20376, 2441.585683 ], [ 0.878098, 0.834442, 0.043657, 0.190769, 0.096767, 0.181392 ], [ 326.927831, 326.927831, 326.927831, 326.927831, 326.927831, 326.927831 ], [ -121306, -106207, -74319, -17055949, -10051113, -9793990 ], [ 3.651821, 6.96258, 1.228349, 1.064636, 1.026518, 1.0888 ], [ 101, 50, 51, 101, 50, 51 ], [ 47, 21, 26, 47, 21, 26 ], [ 54, 29, 25, 54, 29, 25 ], [ 46.534653, 42, 50.980392, 46.534653, 42, 50.980392 ], [ 4.195709, 9.614991, 1.181105, 1.223199, 1.417572, 1.046923 ], [ 1059704, 1059704, 65035, 4673069, 4555009, 4673069 ], [ -53039, -40329, -53039, -9793990, -3497133, -9793990 ], [ 67, 73, 61, 67, 73, 61 ], [ 90, 99, 83, 90, 99, 83 ], [ 47, 55, 38, 47, 55, 38 ], [ 6836, 3697, 3138, 6836, 3697, 3138 ], [ 0, 37.557315, 0, 0, 37.557315, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 628047, -162624, -480657, -142547, -474809, -294896 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609416000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758892952024, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 88, "offset": 141 } }, "second_band": { "type": "bbu", "factors": { "length": 201, "offset": 0, "std": 1.04118 } } }
# | 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) |
---|