Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2306660.9176 | 2193178.4137 | 113482.5039 | 4547609.9038 | 4556378.445 | -8768.5412 |
Total P&L (%) | 2306.6609 | 2193.1784 | 113.4825 | 4547.6099 | 4556.3784 | -8.7685 |
Avg Daily Profit (%) | 1.2921 | 1.2285 | 0.0636 | 0.2153 | 0.2154 | -0.0051 |
Buy And Hold Return (%) | 257.2565 | 257.2565 | 257.2565 | 257.2565 | 257.2565 | 257.2565 |
Max Trade Drawdown | -116780 | -124810 | -63766 | -15924133 | -18684013 | -12743584 |
Profit Factor | 4.2614 | 7.0724 | 1.3279 | 1.0596 | 1.1165 | 0.9998 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 50 | 48.75 | 51.25 | 50 | 48.75 | 51.25 |
Ratio Avg Win / Avg Loss | 4.2614 | 7.4351 | 1.2631 | 1.0596 | 1.1737 | 0.951 |
Largest Winning Trade | 1167543 | 1167543 | 67094 | 17712488 | 17712488 | 5954075 |
Largest Losing Trade | -63766 | -26587 | -63766 | -12743584 | -3213835 | -12743584 |
Avg Bars in Trades | 43 | 36 | 49 | 43 | 36 | 49 |
Avg Bars in Winners | 63 | 48 | 77 | 63 | 48 | 77 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 6933 | 2953 | 3980 | 6933 | 2953 | 3980 |
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 | 780648 | 76391 | -292869 | -145948 | -104206 | -600074 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608595200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758919284745, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 2306660.9175715772, 2193178.4136511353, 113482.5039204408, 4547609.903792601, 4556378.445020269, -8768.5412276545 ], [ 2306.660918, 2193.178414, 113.482504, 4547.609904, 4556.378445, -8.768541 ], [ 1.292066, 1.228499, 0.063567, 0.215268, 0.215374, -0.00514 ], [ 257.256525, 257.256525, 257.256525, 257.256525, 257.256525, 257.256525 ], [ -116780, -124810, -63766, -15924133, -18684013, -12743584 ], [ 4.26137, 7.072374, 1.327895, 1.059611, 1.116451, 0.999764 ], [ 160, 80, 80, 160, 80, 80 ], [ 80, 39, 41, 80, 39, 41 ], [ 80, 41, 39, 80, 41, 39 ], [ 50, 48.75, 51.25, 50, 48.75, 51.25 ], [ 4.26137, 7.43506, 1.263119, 1.059611, 1.173705, 0.950995 ], [ 1167543, 1167543, 67094, 17712488, 17712488, 5954075 ], [ -63766, -26587, -63766, -12743584, -3213835, -12743584 ], [ 43, 36, 49, 43, 36, 49 ], [ 63, 48, 77, 63, 48, 77 ], [ 23, 26, 20, 23, 26, 20 ], [ 6933, 2953, 3980, 6933, 2953, 3980 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 780648, 76391, -292869, -145948, -104206, -600074 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608595200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758919284745, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|