Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2220745.9403 | 2122159.5775 | 98586.3627 | 3014256.5321 | 1970043.6451 | 1044212.887 |
Total P&L (%) | 2220.7459 | 2122.1596 | 98.5864 | 3014.2565 | 1970.0436 | 1044.2129 |
Avg Daily Profit (%) | 1.2343 | 1.1795 | 0.0548 | 0.1913 | 0.1686 | 0.1356 |
Buy And Hold Return (%) | 282.6761 | 282.6761 | 282.6761 | 282.6761 | 282.6761 | 282.6761 |
Max Trade Drawdown | -96822 | -64438 | -135722 | -3900740 | -3453377 | -3780391 |
Profit Factor | 4.2772 | 7.836 | 1.2685 | 1.1511 | 1.199 | 1.1038 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 47.0149 | 49.2537 | 44.7761 | 47.0149 | 49.2537 | 44.7761 |
Ratio Avg Win / Avg Loss | 4.8204 | 8.0735 | 1.5645 | 1.2972 | 1.2354 | 1.3614 |
Largest Winning Trade | 1070053 | 1070053 | 69795 | 3997230 | 3997230 | 1503953 |
Largest Losing Trade | -70376 | -29357 | -70376 | -3076006 | -842528 | -3076006 |
Avg Bars in Trades | 51 | 44 | 58 | 51 | 44 | 58 |
Avg Bars in Winners | 77 | 57 | 99 | 77 | 57 | 99 |
Avg Bars in Losers | 28 | 32 | 25 | 28 | 32 | 25 |
Bars Traded | 6883 | 2974 | 3908 | 6883 | 2974 | 3908 |
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 | 720071 | -94946 | -403513 | -47202 | -110829 | -239428 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7197, "evaluation_days": 1799.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609696800000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759947543703, "expiration_time": 1764588456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 2220745.9402549546, 2122159.5775281442, 98586.36272681, 3014256.5321481135, 1970043.6451171308, 1044212.8870309829 ], [ 2220.74594, 2122.159578, 98.586363, 3014.256532, 1970.043645, 1044.212887 ], [ 1.234262, 1.179469, 0.054793, 0.191294, 0.168554, 0.135554 ], [ 282.676079, 282.676079, 282.676079, 282.676079, 282.676079, 282.676079 ], [ -96822, -64438, -135722, -3900740, -3453377, -3780391 ], [ 4.277242, 7.836025, 1.26849, 1.151061, 1.199018, 1.103849 ], [ 134, 67, 67, 134, 67, 67 ], [ 63, 33, 30, 63, 33, 30 ], [ 71, 34, 37, 71, 34, 37 ], [ 47.014925, 49.253731, 44.776119, 47.014925, 49.253731, 44.776119 ], [ 4.820384, 8.07348, 1.56447, 1.297227, 1.235352, 1.361414 ], [ 1070053, 1070053, 69795, 3997230, 3997230, 1503953 ], [ -70376, -29357, -70376, -3076006, -842528, -3076006 ], [ 51, 44, 58, 51, 44, 58 ], [ 77, 57, 99, 77, 57, 99 ], [ 28, 32, 25, 28, 32, 25 ], [ 6883, 2974, 3908, 6883, 2974, 3908 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 720071, -94946, -403513, -47202, -110829, -239428 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7197, "evaluation_days": 1799.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609696800000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759947543703, "expiration_time": 1764588456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|