Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2136714.1016 | -137931.718 | -1998782.3836 | 304676.7011 | -5195374.3527 | 5500051.0538 |
Total P&L (%) | -2136.7141 | -137.9317 | -1998.7824 | 304.6767 | -5195.3744 | 5500.0511 |
Avg Daily Profit (%) | -1.1896 | -0.0768 | -1.1128 | 0.0779 | 0 | 0.2244 |
Buy And Hold Return (%) | 436.4469 | 436.4469 | 436.4469 | 436.4469 | 436.4469 | 436.4469 |
Max Trade Drawdown | -2256054 | -209384 | -1143363 | -12134165 | -9428583 | -3541342 |
Profit Factor | 0.1579 | 0.5888 | 0.0922 | 1.0182 | 0.4983 | 1.8672 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 38 | 17 | 21 | 40 | 18 | 22 |
Losing Trades | 20 | 12 | 8 | 18 | 11 | 7 |
Profitability (%) | 65.5172 | 58.6207 | 72.4138 | 68.9655 | 62.069 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.0831 | 0.4156 | 0.0351 | 0.4582 | 0.3045 | 0.5941 |
Largest Winning Trade | 46332 | 46332 | 20730 | 9314072 | 3918103 | 9314072 |
Largest Losing Trade | -1086161 | -68598 | -1086161 | -4378936 | -4378936 | -3541342 |
Avg Bars in Trades | 178 | 207 | 149 | 178 | 207 | 149 |
Avg Bars in Winners | 92 | 105 | 82 | 106 | 115 | 98 |
Avg Bars in Losers | 341 | 353 | 324 | 339 | 358 | 309 |
Bars Traded | 10365 | 6028 | 4337 | 10365 | 6028 | 4337 |
Profit Streak | 160.0607 | 160.0607 | 291.394 | 160.0607 | 160.0607 | 291.394 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756796 | -578362 | -576536 | -632466 | -577915 | 493213 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10777, "evaluation_days": 1796.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606838400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759670843161, "expiration_time": 1764321264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 151, "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": [ [ -2136714.101579338, -137931.7179908431, -1998782.3835884943, 304676.7011230844, -5195374.352694786, 5500051.053817867 ], [ -2136.714102, -137.931718, -1998.782384, 304.676701, -5195.374353, 5500.051054 ], [ -1.189595, -0.076792, -1.112802, 0.077858, 0, 0.224359 ], [ 436.446904, 436.446904, 436.446904, 436.446904, 436.446904, 436.446904 ], [ -2256054, -209384, -1143363, -12134165, -9428583, -3541342 ], [ 0.157899, 0.588828, 0.092247, 1.018247, 0.498266, 1.867166 ], [ 58, 29, 29, 58, 29, 29 ], [ 38, 17, 21, 40, 18, 22 ], [ 20, 12, 8, 18, 11, 7 ], [ 65.517241, 58.62069, 72.413793, 68.965517, 62.068966, 75.862069 ], [ 0.083105, 0.415644, 0.035142, 0.458211, 0.304496, 0.594098 ], [ 46332, 46332, 20730, 9314072, 3918103, 9314072 ], [ -1086161, -68598, -1086161, -4378936, -4378936, -3541342 ], [ 178, 207, 149, 178, 207, 149 ], [ 92, 105, 82, 106, 115, 98 ], [ 341, 353, 324, 339, 358, 309 ], [ 10365, 6028, 4337, 10365, 6028, 4337 ], [ 160.060685, 160.060685, 291.394018, 160.060685, 160.060685, 291.394018 ], [ 7, 3, 5, 7, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -756796, -578362, -576536, -632466, -577915, 493213 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10777, "evaluation_days": 1796.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606838400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759670843161, "expiration_time": 1764321264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 151, "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) |
---|