Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1813958.122 | 1649253.8 | 164704.322 | 17573328.4171 | -12386913.3052 | 29960241.7223 |
Total P&L (%) | 1813.9581 | 1649.2538 | 164.7043 | 17573.3284 | -12386.9133 | 29960.2417 |
Avg Daily Profit (%) | 1.0164 | 0.9241 | 0.0923 | 0.2904 | 0 | 0.3202 |
Buy And Hold Return (%) | 251.6604 | 251.6604 | 251.6604 | 251.6604 | 251.6604 | 251.6604 |
Max Trade Drawdown | -78441 | -93310 | -59041 | -36330649 | -38590480 | -10637537 |
Profit Factor | 5.182 | 8.0475 | 1.8246 | 1.1659 | 0.813 | 1.7546 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 37.6812 | 28.5714 | 47.0588 | 37.6812 | 28.5714 | 47.0588 |
Ratio Avg Win / Avg Loss | 8.5702 | 20.1188 | 2.0527 | 1.9282 | 2.0325 | 1.974 |
Largest Winning Trade | 1208983 | 1208983 | 68233 | 16476529 | 16476529 | 11432601 |
Largest Losing Trade | -35200 | -23221 | -35200 | -9702225 | -6520888 | -9702225 |
Avg Bars in Trades | 307 | 251 | 365 | 307 | 251 | 365 |
Avg Bars in Winners | 601 | 557 | 629 | 601 | 557 | 629 |
Avg Bars in Losers | 129 | 129 | 130 | 129 | 129 | 130 |
Bars Traded | 21234 | 8810 | 12424 | 21234 | 8810 | 12424 |
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 | -89786 | 267140 | -233232 | -139212 | -592083 | 404314 |
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21416, "evaluation_days": 1784.67, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1605499200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758933406614, "expiration_time": 1764273427200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 141, "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": [ [ 1813958.1220009262, 1649253.7999713754, 164704.3220295514, 17573328.417139843, -12386913.305155674, 29960241.72229553 ], [ 1813.958122, 1649.2538, 164.704322, 17573.328417, -12386.913305, 29960.241722 ], [ 1.016411, 0.924123, 0.092288, 0.29037, 0, 0.320223 ], [ 251.660401, 251.660401, 251.660401, 251.660401, 251.660401, 251.660401 ], [ -78441, -93310, -59041, -36330649, -38590480, -10637537 ], [ 5.182005, 8.047505, 1.82462, 1.165874, 0.813005, 1.754625 ], [ 69, 35, 34, 69, 35, 34 ], [ 26, 10, 16, 26, 10, 16 ], [ 43, 25, 18, 43, 25, 18 ], [ 37.681159, 28.571429, 47.058824, 37.681159, 28.571429, 47.058824 ], [ 8.57024, 20.118762, 2.052697, 1.928175, 2.032513, 1.973953 ], [ 1208983, 1208983, 68233, 16476529, 16476529, 11432601 ], [ -35200, -23221, -35200, -9702225, -6520888, -9702225 ], [ 307, 251, 365, 307, 251, 365 ], [ 601, 557, 629, 601, 557, 629 ], [ 129, 129, 130, 129, 129, 130 ], [ 21234, 8810, 12424, 21234, 8810, 12424 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -89786, 267140, -233232, -139212, -592083, 404314 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21416, "evaluation_days": 1784.67, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1605499200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758933406614, "expiration_time": 1764273427200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 141, "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) |
---|