Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -359514.5874 | 323002.7719 | -682517.3593 | 5381339.5798 | 2517899.3587 | 2863440.2211 |
Total P&L (%) | -359.5146 | 323.0028 | -682.5174 | 5381.3396 | 2517.8994 | 2863.4402 |
Avg Daily Profit (%) | -0.2014 | 0.1809 | -0.3823 | 0.2245 | 0.1831 | 0.19 |
Buy And Hold Return (%) | 266.7282 | 266.7282 | 266.7282 | 266.7282 | 266.7282 | 266.7282 |
Max Trade Drawdown | -741567 | -58367 | -994113 | -4492099 | -2219779 | -3659408 |
Profit Factor | 0.747 | 2.417 | 0.4279 | 1.2983 | 1.3728 | 1.2537 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 56 | 27 | 29 | 54 | 23 | 31 |
Losing Trades | 34 | 18 | 16 | 36 | 22 | 14 |
Profitability (%) | 62.2222 | 60 | 64.4444 | 60 | 51.1111 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.4535 | 1.6113 | 0.2361 | 0.8655 | 1.3131 | 0.5662 |
Largest Winning Trade | 155654 | 155654 | 43211 | 3004471 | 1879769 | 3004471 |
Largest Losing Trade | -670358 | -48420 | -670358 | -3659408 | -1240175 | -3659408 |
Avg Bars in Trades | 114 | 70 | 158 | 114 | 70 | 158 |
Avg Bars in Winners | 90 | 60 | 118 | 95 | 64 | 118 |
Avg Bars in Losers | 154 | 85 | 232 | 143 | 77 | 247 |
Bars Traded | 10322 | 3179 | 7142 | 10322 | 3179 | 7142 |
Profit Streak | 58.4984 | 111.4984 | 58.4984 | 58.4984 | 111.4984 | 58.4984 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577279 | -85755 | -578278 | 345131 | 345229 | 329824 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10711, "evaluation_days": 1785.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607572800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758873458858, "expiration_time": 1763342352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 191, "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": [ [ -359514.5874069373, 323002.7718930376, -682517.3592999751, 5381339.579786155, 2517899.358658499, 2863440.221127655 ], [ -359.514587, 323.002772, -682.517359, 5381.33958, 2517.899359, 2863.440221 ], [ -0.20139, 0.180937, -0.382326, 0.22454, 0.183061, 0.190019 ], [ 266.728196, 266.728196, 266.728196, 266.728196, 266.728196, 266.728196 ], [ -741567, -58367, -994113, -4492099, -2219779, -3659408 ], [ 0.747005, 2.417008, 0.42794, 1.298274, 1.372803, 1.25368 ], [ 90, 45, 45, 90, 45, 45 ], [ 56, 27, 29, 54, 23, 31 ], [ 34, 18, 16, 36, 22, 14 ], [ 62.222222, 60, 64.444444, 60, 51.111111, 68.888889 ], [ 0.453539, 1.611339, 0.236105, 0.865516, 1.313116, 0.566178 ], [ 155654, 155654, 43211, 3004471, 1879769, 3004471 ], [ -670358, -48420, -670358, -3659408, -1240175, -3659408 ], [ 114, 70, 158, 114, 70, 158 ], [ 90, 60, 118, 95, 64, 118 ], [ 154, 85, 232, 143, 77, 247 ], [ 10322, 3179, 7142, 10322, 3179, 7142 ], [ 58.498366, 111.498366, 58.498366, 58.498366, 111.498366, 58.498366 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577279, -85755, -578278, 345131, 345229, 329824 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10711, "evaluation_days": 1785.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607572800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758873458858, "expiration_time": 1763342352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 191, "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) |
---|