Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2662050.7968 | 2536024.7533 | 126026.0435 | 6384362.9389 | -13306029.1657 | 19690392.1046 |
Total P&L (%) | 2662.0508 | 2536.0248 | 126.026 | 6384.3629 | -13306.0292 | 19690.3921 |
Avg Daily Profit (%) | 1.4819 | 1.4118 | 0.0702 | 0.2325 | 0 | 0.2948 |
Buy And Hold Return (%) | 362.2835 | 362.2835 | 362.2835 | 362.2835 | 362.2835 | 362.2835 |
Max Trade Drawdown | -147729 | -151680 | -63543 | -32738746 | -45903206 | -9705899 |
Profit Factor | 5.8202 | 8.4586 | 1.5937 | 1.0618 | 0.8113 | 1.6013 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 44.186 | 32.5581 | 55.814 | 44.186 | 32.5581 | 55.814 |
Ratio Avg Win / Avg Loss | 7.3518 | 17.5213 | 1.2617 | 1.3413 | 1.6805 | 1.2677 |
Largest Winning Trade | 1710258 | 1710258 | 50280 | 22422784 | 22422784 | 9095601 |
Largest Losing Trade | -42960 | -42960 | -27618 | -11311245 | -11311245 | -6573968 |
Avg Bars in Trades | 122 | 118 | 125 | 122 | 118 | 125 |
Avg Bars in Winners | 186 | 203 | 176 | 186 | 203 | 176 |
Avg Bars in Losers | 71 | 78 | 61 | 71 | 78 | 61 |
Bars Traded | 10521 | 5112 | 5409 | 10521 | 5112 | 5409 |
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 | 724432 | 557756 | -262356 | -146230 | -584732 | 416599 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10778, "evaluation_days": 1796.33, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606680000000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759695763886, "expiration_time": 1764336096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 73, "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": [ [ 2662050.7968272557, 2536024.75331279, 126026.0435144662, 6384362.93893349, -13306029.165667636, 19690392.104601134 ], [ 2662.050797, 2536.024753, 126.026044, 6384.362939, -13306.029166, 19690.392105 ], [ 1.481939, 1.411781, 0.070158, 0.23252, 0, 0.2948 ], [ 362.283534, 362.283534, 362.283534, 362.283534, 362.283534, 362.283534 ], [ -147729, -151680, -63543, -32738746, -45903206, -9705899 ], [ 5.820181, 8.458552, 1.593745, 1.061829, 0.811293, 1.601286 ], [ 86, 43, 43, 86, 43, 43 ], [ 38, 14, 24, 38, 14, 24 ], [ 48, 29, 19, 48, 29, 19 ], [ 44.186047, 32.55814, 55.813953, 44.186047, 32.55814, 55.813953 ], [ 7.351808, 17.521286, 1.261715, 1.341258, 1.680535, 1.267685 ], [ 1710258, 1710258, 50280, 22422784, 22422784, 9095601 ], [ -42960, -42960, -27618, -11311245, -11311245, -6573968 ], [ 122, 118, 125, 122, 118, 125 ], [ 186, 203, 176, 186, 203, 176 ], [ 71, 78, 61, 71, 78, 61 ], [ 10521, 5112, 5409, 10521, 5112, 5409 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 724432, 557756, -262356, -146230, -584732, 416599 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10778, "evaluation_days": 1796.33, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606680000000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759695763886, "expiration_time": 1764336096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 73, "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) |
---|