Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1821565.531 | -12910.4702 | -1808655.0608 | 479013.2994 | -7859142.3642 | 8338155.6636 |
Total P&L (%) | -1821.5655 | -12.9105 | -1808.6551 | 479.0133 | -7859.1424 | 8338.1557 |
Avg Daily Profit (%) | -1.0203 | -0.0072 | -1.0131 | 0.0984 | 0 | 0.2488 |
Buy And Hold Return (%) | 259.6085 | 259.6085 | 259.6085 | 259.6085 | 259.6085 | 259.6085 |
Max Trade Drawdown | -1838048 | -169764 | -826824 | -16135813 | -16640519 | -3485157 |
Profit Factor | 0.2468 | 0.9658 | 0.1139 | 1.0146 | 0.661 | 1.8674 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 54.0984 | 51.6129 | 56.6667 | 54.0984 | 51.6129 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.2094 | 0.9054 | 0.0871 | 0.8609 | 0.6197 | 1.428 |
Largest Winning Trade | 111140 | 111140 | 32467 | 9005478 | 8783858 | 9005478 |
Largest Losing Trade | -1035098 | -68651 | -1035098 | -7641709 | -7641709 | -2738418 |
Avg Bars in Trades | 112 | 126 | 97 | 112 | 126 | 97 |
Avg Bars in Winners | 58 | 57 | 60 | 69 | 62 | 76 |
Avg Bars in Losers | 174 | 200 | 146 | 162 | 194 | 124 |
Bars Traded | 6845 | 3921 | 2924 | 6845 | 3921 | 2924 |
Profit Streak | 25.8389 | 32.0889 | 0 | 25.8389 | 32.0889 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745704 | -580068 | -579961 | -440555 | -580068 | 421355 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608854400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758917280362, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 203, "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": [ [ -1821565.5310426923, -12910.4702410075, -1808655.060801685, 479013.2993875208, -7859142.364166649, 8338155.6635541655 ], [ -1821.565531, -12.91047, -1808.655061, 479.013299, -7859.142364, 8338.155664 ], [ -1.020342, -0.007232, -1.01311, 0.098419, 0, 0.248753 ], [ 259.608515, 259.608515, 259.608515, 259.608515, 259.608515, 259.608515 ], [ -1838048, -169764, -826824, -16135813, -16640519, -3485157 ], [ 0.246778, 0.965771, 0.113922, 1.014606, 0.660992, 1.867377 ], [ 61, 31, 30, 61, 31, 30 ], [ 33, 16, 17, 33, 16, 17 ], [ 28, 15, 13, 28, 15, 13 ], [ 54.098361, 51.612903, 56.666667, 54.098361, 51.612903, 56.666667 ], [ 0.209388, 0.90541, 0.087117, 0.860878, 0.61968, 1.427995 ], [ 111140, 111140, 32467, 9005478, 8783858, 9005478 ], [ -1035098, -68651, -1035098, -7641709, -7641709, -2738418 ], [ 112, 126, 97, 112, 126, 97 ], [ 58, 57, 60, 69, 62, 76 ], [ 174, 200, 146, 162, 194, 124 ], [ 6845, 3921, 2924, 6845, 3921, 2924 ], [ 25.838893, 32.088893, 0, 25.838893, 32.088893, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -745704, -580068, -579961, -440555, -580068, 421355 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608854400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758917280362, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 203, "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) |
---|