Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2002992.4699 | -97718.8221 | -1905273.6478 | 500293.0343 | -7845895.1038 | 8346188.1381 |
Total P&L (%) | -2002.9925 | -97.7188 | -1905.2736 | 500.293 | -7845.8951 | 8346.1881 |
Avg Daily Profit (%) | -1.122 | -0.0547 | -1.0672 | 0.1004 | 0 | 0.2488 |
Buy And Hold Return (%) | 207.6438 | 207.6438 | 207.6438 | 207.6438 | 207.6438 | 207.6438 |
Max Trade Drawdown | -2093999 | -202176 | -1290033 | -14144782 | -13451178 | -5963088 |
Profit Factor | 0.229 | 0.7506 | 0.1363 | 1.0161 | 0.5841 | 1.6834 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 50 | 20 | 30 | 50 | 19 | 31 |
Losing Trades | 41 | 26 | 15 | 41 | 27 | 14 |
Profitability (%) | 54.9451 | 43.4783 | 66.6667 | 54.9451 | 41.3043 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.1878 | 0.9758 | 0.0682 | 0.8332 | 0.83 | 0.7602 |
Largest Winning Trade | 49376 | 49376 | 25988 | 10609343 | 4789778 | 10609343 |
Largest Losing Trade | -1235072 | -56829 | -1235072 | -5963088 | -5861257 | -5963088 |
Avg Bars in Trades | 75 | 78 | 71 | 75 | 78 | 71 |
Avg Bars in Winners | 46 | 40 | 50 | 50 | 44 | 54 |
Avg Bars in Losers | 109 | 107 | 114 | 104 | 101 | 109 |
Bars Traded | 6826 | 3591 | 3235 | 6826 | 3591 | 3235 |
Profit Streak | 29.8389 | 38.3389 | 0 | 29.8389 | 38.3389 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579354 | -582694 | -578551 | -265688 | -583540 | 409709 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608055200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758917282705, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 166, "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": [ [ -2002992.4699336963, -97718.8221272054, -1905273.6478064915, 500293.0342712277, -7845895.103801405, 8346188.1380726285 ], [ -2002.99247, -97.718822, -1905.273648, 500.293034, -7845.895104, 8346.188138 ], [ -1.121967, -0.054737, -1.067231, 0.100442, 0, 0.248806 ], [ 207.643818, 207.643818, 207.643818, 207.643818, 207.643818, 207.643818 ], [ -2093999, -202176, -1290033, -14144782, -13451178, -5963088 ], [ 0.228977, 0.750633, 0.13631, 1.016098, 0.584106, 1.683358 ], [ 91, 46, 45, 91, 46, 45 ], [ 50, 20, 30, 50, 19, 31 ], [ 41, 26, 15, 41, 27, 14 ], [ 54.945055, 43.478261, 66.666667, 54.945055, 41.304348, 68.888889 ], [ 0.187761, 0.975823, 0.068155, 0.8332, 0.830045, 0.760226 ], [ 49376, 49376, 25988, 10609343, 4789778, 10609343 ], [ -1235072, -56829, -1235072, -5963088, -5861257, -5963088 ], [ 75, 78, 71, 75, 78, 71 ], [ 46, 40, 50, 50, 44, 54 ], [ 109, 107, 114, 104, 101, 109 ], [ 6826, 3591, 3235, 6826, 3591, 3235 ], [ 29.83892, 38.33892, 0, 29.83892, 38.33892, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579354, -582694, -578551, -265688, -583540, 409709 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608055200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758917282705, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 166, "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) |
---|