Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2323305.8478 | 2354333.147 | -31027.2992 | -15204.9376 | 29295.8303 | -44500.768 |
Total P&L (%) | 2323.3058 | 2354.3331 | -31.0273 | -15.2049 | 29.2958 | -44.5008 |
Avg Daily Profit (%) | 1.2943 | 1.3116 | -0.0173 | -0.0092 | 0.0143 | -0.0328 |
Buy And Hold Return (%) | 239.8833 | 239.8833 | 239.8833 | 239.8833 | 239.8833 | 239.8833 |
Max Trade Drawdown | -128251 | -131720 | -136594 | -278168 | -449679 | -308931 |
Profit Factor | 4.4017 | 8.2499 | 0.9134 | 0.9881 | 1.041 | 0.9209 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 42.6471 | 41.1765 | 44.1176 | 42.6471 | 41.1765 | 44.1176 |
Ratio Avg Win / Avg Loss | 5.9196 | 11.7856 | 1.157 | 1.3288 | 1.4871 | 1.1665 |
Largest Winning Trade | 2249384 | 2249384 | 53449 | 347514 | 347514 | 106687 |
Largest Losing Trade | -87691 | -40645 | -87691 | -172596 | -127554 | -172596 |
Avg Bars in Trades | 152 | 168 | 136 | 152 | 168 | 136 |
Avg Bars in Winners | 197 | 188 | 205 | 197 | 188 | 205 |
Avg Bars in Losers | 119 | 154 | 82 | 119 | 154 | 82 |
Bars Traded | 10365 | 5722 | 4643 | 10365 | 5722 | 4643 |
Profit Streak | 0 | 0 | 23.8315 | 0 | 0 | 23.8315 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95685 | 672831 | -580871 | -695748 | -518418 | -580871 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10770, "evaluation_days": 1795, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607529600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759579038771, "expiration_time": 1764217440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 207, "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": [ [ 2323305.847777224, 2354333.146966371, -31027.2991891468, -15204.9376426907, 29295.8303214643, -44500.767964155 ], [ 2323.305848, 2354.333147, -31.027299, -15.204938, 29.29583, -44.500768 ], [ 1.294321, 1.311606, -0.017285, -0.009188, 0.014315, -0.032797 ], [ 239.883328, 239.883328, 239.883328, 239.883328, 239.883328, 239.883328 ], [ -128251, -131720, -136594, -278168, -449679, -308931 ], [ 4.40173, 8.249936, 0.913389, 0.9881, 1.040959, 0.920887 ], [ 68, 34, 34, 68, 34, 34 ], [ 29, 14, 15, 29, 14, 15 ], [ 39, 20, 19, 39, 20, 19 ], [ 42.647059, 41.176471, 44.117647, 42.647059, 41.176471, 44.117647 ], [ 5.919568, 11.785623, 1.15696, 1.328824, 1.487085, 1.166456 ], [ 2249384, 2249384, 53449, 347514, 347514, 106687 ], [ -87691, -40645, -87691, -172596, -127554, -172596 ], [ 152, 168, 136, 152, 168, 136 ], [ 197, 188, 205, 197, 188, 205 ], [ 119, 154, 82, 119, 154, 82 ], [ 10365, 5722, 4643, 10365, 5722, 4643 ], [ 0, 0, 23.831467, 0, 0, 23.831467 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -95685, 672831, -580871, -695748, -518418, -580871 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10770, "evaluation_days": 1795, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607529600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759579038771, "expiration_time": 1764217440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 207, "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) |
---|