Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -90333.1698 | 358809.1987 | -449142.3685 | -99311.346 | -62867.7349 | -36443.6111 |
Total P&L (%) | -90.3332 | 358.8092 | -449.1424 | -99.3113 | -62.8677 | -36.4436 |
Avg Daily Profit (%) | -0.0502 | 0.1995 | -0.2497 | -0.2764 | -0.0551 | -0.0252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263784 | -163449 | -402008 | -100626 | -62481 | -48901 |
Profit Factor | 0.9284 | 1.9265 | 0.4859 | 0.6616 | 0.1865 | 0.8315 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 20 | 24 | 42 | 16 | 26 |
Losing Trades | 52 | 28 | 24 | 54 | 32 | 22 |
Profitability (%) | 45.8333 | 41.6667 | 50 | 43.75 | 33.3333 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.0972 | 2.6971 | 0.4859 | 0.8507 | 0.3731 | 0.7035 |
Largest Winning Trade | 509938 | 509938 | 61637 | 87935 | 5230 | 87935 |
Largest Losing Trade | -163206 | -31831 | -163206 | -153493 | -35834 | -153493 |
Avg Bars in Trades | 34 | 28 | 41 | 34 | 28 | 41 |
Avg Bars in Winners | 40 | 22 | 55 | 40 | 19 | 53 |
Avg Bars in Losers | 30 | 32 | 27 | 30 | 32 | 27 |
Bars Traded | 3344 | 1350 | 1994 | 3344 | 1350 | 1994 |
Profit Streak | 0 | 0 | 53.3157 | 0 | 0 | 53.3157 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580475 | 302433 | -579703 | -582952 | -586892 | -579163 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3597, "evaluation_days": 1798.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1613692800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759865674819, "expiration_time": 1764500112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 214, "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": [ [ -90333.1698100219, 358809.1986573012, -449142.3684673225, -99311.3460497702, -62867.7349125818, -36443.6111371884 ], [ -90.33317, 358.809199, -449.142368, -99.311346, -62.867735, -36.443611 ], [ -0.050227, 0.199505, -0.249732, -0.276414, -0.055069, -0.025198 ], [ 10, 10, 10, 10, 10, 10 ], [ -263784, -163449, -402008, -100626, -62481, -48901 ], [ 0.92836, 1.926481, 0.485906, 0.66164, 0.186547, 0.831454 ], [ 96, 48, 48, 96, 48, 48 ], [ 44, 20, 24, 42, 16, 26 ], [ 52, 28, 24, 54, 32, 22 ], [ 45.833333, 41.666667, 50, 43.75, 33.333333, 54.166667 ], [ 1.097153, 2.697073, 0.485906, 0.85068, 0.373094, 0.703538 ], [ 509938, 509938, 61637, 87935, 5230, 87935 ], [ -163206, -31831, -163206, -153493, -35834, -153493 ], [ 34, 28, 41, 34, 28, 41 ], [ 40, 22, 55, 40, 19, 53 ], [ 30, 32, 27, 30, 32, 27 ], [ 3344, 1350, 1994, 3344, 1350, 1994 ], [ 0, 0, 53.315681, 0, 0, 53.315681 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -580475, 302433, -579703, -582952, -586892, -579163 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3597, "evaluation_days": 1798.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1613692800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759865674819, "expiration_time": 1764500112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 214, "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) |
---|