Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1715500.8754 | 1636318.5702 | 79182.3051 | 3389341.2424 | -3490756.3815 | 6880097.6239 |
Total P&L (%) | 1715.5009 | 1636.3186 | 79.1823 | 3389.3412 | -3490.7564 | 6880.0976 |
Avg Daily Profit (%) | 0.9536 | 0.9096 | 0.044 | 0.1977 | 0 | 0.2363 |
Buy And Hold Return (%) | 268.5319 | 268.5319 | 268.5319 | 268.5319 | 268.5319 | 268.5319 |
Max Trade Drawdown | -111584 | -115673 | -44897 | -9522986 | -10430258 | -3977626 |
Profit Factor | 4.6525 | 7.8866 | 1.3412 | 1.1077 | 0.8058 | 1.5102 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 38.75 | 32.5 | 45 | 38.75 | 32.5 | 45 |
Ratio Avg Win / Avg Loss | 7.3539 | 16.3798 | 1.6392 | 1.7509 | 1.6736 | 1.8458 |
Largest Winning Trade | 893466 | 893466 | 69293 | 4611477 | 3493369 | 4611477 |
Largest Losing Trade | -45863 | -26278 | -45863 | -3419212 | -2372188 | -3419212 |
Avg Bars in Trades | 85 | 60 | 111 | 85 | 60 | 111 |
Avg Bars in Winners | 163 | 122 | 193 | 163 | 122 | 193 |
Avg Bars in Losers | 36 | 30 | 43 | 36 | 30 | 43 |
Bars Traded | 6854 | 2410 | 4444 | 6854 | 2410 | 4444 |
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 | -7720 | 518676 | -300366 | -121043 | -584777 | 320794 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7196, "evaluation_days": 1799, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609567200000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759916986971, "expiration_time": 1764566208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1715500.8753586116, 1636318.5702229578, 79182.3051356538, 3389341.242409996, -3490756.38151125, 6880097.623921244 ], [ 1715.500875, 1636.31857, 79.182305, 3389.341242, -3490.756382, 6880.097624 ], [ 0.953586, 0.909571, 0.044015, 0.197655, 0, 0.236279 ], [ 268.531864, 268.531864, 268.531864, 268.531864, 268.531864, 268.531864 ], [ -111584, -115673, -44897, -9522986, -10430258, -3977626 ], [ 4.652457, 7.886574, 1.341194, 1.107734, 0.805798, 1.510187 ], [ 80, 40, 40, 80, 40, 40 ], [ 31, 13, 18, 31, 13, 18 ], [ 49, 27, 22, 49, 27, 22 ], [ 38.75, 32.5, 45, 38.75, 32.5, 45 ], [ 7.353884, 16.379808, 1.639237, 1.750934, 1.67358, 1.845784 ], [ 893466, 893466, 69293, 4611477, 3493369, 4611477 ], [ -45863, -26278, -45863, -3419212, -2372188, -3419212 ], [ 85, 60, 111, 85, 60, 111 ], [ 163, 122, 193, 163, 122, 193 ], [ 36, 30, 43, 36, 30, 43 ], [ 6854, 2410, 4444, 6854, 2410, 4444 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -7720, 518676, -300366, -121043, -584777, 320794 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7196, "evaluation_days": 1799, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609567200000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759916986971, "expiration_time": 1764566208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|