Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1327144.2261 | 1262067.6581 | 65076.568 | 887297.9306 | -76234.6277 | 963532.5584 |
Total P&L (%) | 1327.1442 | 1262.0677 | 65.0766 | 887.2979 | -76.2346 | 963.5326 |
Avg Daily Profit (%) | 0.7424 | 0.706 | 0.0364 | 0.1282 | -0.0803 | 0.1323 |
Buy And Hold Return (%) | 193.3406 | 193.3406 | 193.3406 | 193.3406 | 193.3406 | 193.3406 |
Max Trade Drawdown | -84458 | -103132 | -49465 | -1780801 | -2182658 | -1211290 |
Profit Factor | 3.455 | 5.5923 | 1.2449 | 1.1089 | 0.9837 | 1.2771 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 47.4227 | 42.8571 | 52.0833 | 47.4227 | 42.8571 | 52.0833 |
Ratio Avg Win / Avg Loss | 3.8305 | 7.4564 | 1.1453 | 1.2295 | 1.3116 | 1.1749 |
Largest Winning Trade | 841686 | 841686 | 64694 | 956983 | 937697 | 956983 |
Largest Losing Trade | -79758 | -35942 | -79758 | -830013 | -830013 | -428847 |
Avg Bars in Trades | 52 | 42 | 62 | 52 | 42 | 62 |
Avg Bars in Winners | 79 | 66 | 91 | 79 | 66 | 91 |
Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
Bars Traded | 5108 | 2100 | 3008 | 5108 | 2100 | 3008 |
Profit Streak | 0 | 0 | 13.9984 | 0 | 0 | 13.9984 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 664103 | 633432 | -309344 | -124648 | -581792 | -16389 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5363, "evaluation_days": 1787.67, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1611446400000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758931059354, "expiration_time": 1763536032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 243, "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": [ [ 1327144.226138822, 1262067.6580972911, 65076.5680415305, 887297.9306487833, -76234.6277260122, 963532.5583747958 ], [ 1327.144226, 1262.067658, 65.076568, 887.297931, -76.234628, 963.532558 ], [ 0.742388, 0.705985, 0.036403, 0.128171, -0.080348, 0.132337 ], [ 193.340596, 193.340596, 193.340596, 193.340596, 193.340596, 193.340596 ], [ -84458, -103132, -49465, -1780801, -2182658, -1211290 ], [ 3.454994, 5.592303, 1.244863, 1.108924, 0.98367, 1.277072 ], [ 97, 49, 48, 97, 49, 48 ], [ 46, 21, 25, 46, 21, 25 ], [ 51, 28, 23, 51, 28, 23 ], [ 47.42268, 42.857143, 52.083333, 47.42268, 42.857143, 52.083333 ], [ 3.830537, 7.456404, 1.145274, 1.22946, 1.31156, 1.174906 ], [ 841686, 841686, 64694, 956983, 937697, 956983 ], [ -79758, -35942, -79758, -830013, -830013, -428847 ], [ 52, 42, 62, 52, 42, 62 ], [ 79, 66, 91, 79, 66, 91 ], [ 28, 25, 31, 28, 25, 31 ], [ 5108, 2100, 3008, 5108, 2100, 3008 ], [ 0, 0, 13.998372, 0, 0, 13.998372 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 664103, 633432, -309344, -124648, -581792, -16389 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5363, "evaluation_days": 1787.67, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1611446400000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758931059354, "expiration_time": 1763536032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 243, "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) |
---|