Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1575957.3539 | 1586805.6866 | -10848.3327 | 440010.2307 | -541851.5989 | 981861.8295 |
Total P&L (%) | 1575.9574 | 1586.8057 | -10.8483 | 440.0102 | -541.8516 | 981.8618 |
Avg Daily Profit (%) | 0.8828 | 0.8889 | -0.0061 | 0.0945 | 0 | 0.1335 |
Buy And Hold Return (%) | 510.2699 | 510.2699 | 510.2699 | 510.2699 | 510.2699 | 510.2699 |
Max Trade Drawdown | -135497 | -195166 | -98646 | -4849321 | -6385502 | -1082698 |
Profit Factor | 3.0464 | 3.7989 | 0.9466 | 1.0323 | 0.9508 | 1.3787 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 34.3066 | 30.8824 | 37.6812 | 34.3066 | 30.8824 | 37.6812 |
Ratio Avg Win / Avg Loss | 5.8335 | 8.5024 | 1.5655 | 1.9768 | 2.128 | 2.2801 |
Largest Winning Trade | 1379248 | 1379248 | 24480 | 2880779 | 2880779 | 641568 |
Largest Losing Trade | -32220 | -32220 | -23643 | -1051108 | -1051108 | -349050 |
Avg Bars in Trades | 77 | 143 | 11 | 77 | 143 | 11 |
Avg Bars in Winners | 127 | 263 | 17 | 127 | 263 | 17 |
Avg Bars in Losers | 50 | 90 | 7 | 50 | 90 | 7 |
Bars Traded | 10577 | 9786 | 791 | 10577 | 9786 | 791 |
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 | 370251 | -99749 | -684471 | -422141 | -694892 | -126604 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10711, "evaluation_days": 1785.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1605240000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758798433738, "expiration_time": 1763342352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 224, "offset": 0, "std": 1.67063 } }, "second_band": { "type": "dema", "factors": { "length": 22, "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": [ [ 1575957.3539304826, 1586805.686617855, -10848.3326873723, 440010.2306572786, -541851.5988791818, 981861.8295364585 ], [ 1575.957354, 1586.805687, -10.848333, 440.010231, -541.851599, 981.86183 ], [ 0.882805, 0.888882, -0.006077, 0.094513, 0, 0.133481 ], [ 510.269932, 510.269932, 510.269932, 510.269932, 510.269932, 510.269932 ], [ -135497, -195166, -98646, -4849321, -6385502, -1082698 ], [ 3.046392, 3.798938, 0.946608, 1.032347, 0.950786, 1.378689 ], [ 137, 68, 69, 137, 68, 69 ], [ 47, 21, 26, 47, 21, 26 ], [ 90, 47, 43, 90, 47, 43 ], [ 34.306569, 30.882353, 37.681159, 34.306569, 30.882353, 37.681159 ], [ 5.833516, 8.502385, 1.565544, 1.976834, 2.12795, 2.28014 ], [ 1379248, 1379248, 24480, 2880779, 2880779, 641568 ], [ -32220, -32220, -23643, -1051108, -1051108, -349050 ], [ 77, 143, 11, 77, 143, 11 ], [ 127, 263, 17, 127, 263, 17 ], [ 50, 90, 7, 50, 90, 7 ], [ 10577, 9786, 791, 10577, 9786, 791 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370251, -99749, -684471, -422141, -694892, -126604 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10711, "evaluation_days": 1785.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1605240000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758798433738, "expiration_time": 1763342352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 224, "offset": 0, "std": 1.67063 } }, "second_band": { "type": "dema", "factors": { "length": 22, "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) |
---|