Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2261079.8311 | -52726.4027 | -2208353.4283 | 2972635.6658 | -13125185.4963 | 16097821.162 |
Total P&L (%) | -2261.0798 | -52.7264 | -2208.3534 | 2972.6357 | -13125.1855 | 16097.8212 |
Avg Daily Profit (%) | -1.2542 | -0.0292 | -1.225 | 0.1902 | 0 | 0.2826 |
Buy And Hold Return (%) | 134.5572 | 134.5572 | 134.5572 | 134.5572 | 134.5572 | 134.5572 |
Max Trade Drawdown | -1723089 | -157052 | -1689191 | -19267500 | -20420051 | -2336272 |
Profit Factor | 0.2261 | 0.8672 | 0.1253 | 1.074 | 0.5627 | 2.5827 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 48.4375 | 43.75 | 53.125 | 48.4375 | 43.75 | 53.125 |
Ratio Avg Win / Avg Loss | 0.2407 | 1.115 | 0.1105 | 1.1433 | 0.7235 | 2.2788 |
Largest Winning Trade | 98347 | 98347 | 51092 | 6982901 | 5223433 | 6982901 |
Largest Losing Trade | -1672640 | -54224 | -1672640 | -11197312 | -11197312 | -1803824 |
Avg Bars in Trades | 104 | 97 | 111 | 104 | 97 | 111 |
Avg Bars in Winners | 86 | 74 | 96 | 99 | 84 | 112 |
Avg Bars in Losers | 121 | 116 | 129 | 109 | 108 | 110 |
Bars Traded | 6705 | 3133 | 3572 | 6705 | 3133 | 3572 |
Profit Streak | 170.3778 | 183.1278 | 170.3778 | 170.3778 | 183.1278 | 170.3778 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723474 | -580217 | -579437 | -273905 | -581883 | 540327 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7211, "evaluation_days": 1802.75, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1611316800000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760238241353, "expiration_time": 1764899928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 172, "offset": 133 } } }
{ "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": [ [ -2261079.8310741098, -52726.4027482116, -2208353.4283258994, 2972635.665753997, -13125185.496287733, 16097821.162041733 ], [ -2261.079831, -52.726403, -2208.353428, 2972.635666, -13125.185496, 16097.821162 ], [ -1.254239, -0.029248, -1.224992, 0.190175, 0, 0.282604 ], [ 134.557155, 134.557155, 134.557155, 134.557155, 134.557155, 134.557155 ], [ -1723089, -157052, -1689191, -19267500, -20420051, -2336272 ], [ 0.226114, 0.867208, 0.125288, 1.073968, 0.562737, 2.582653 ], [ 64, 32, 32, 64, 32, 32 ], [ 31, 14, 17, 31, 14, 17 ], [ 33, 18, 15, 33, 18, 15 ], [ 48.4375, 43.75, 53.125, 48.4375, 43.75, 53.125 ], [ 0.240702, 1.114981, 0.110548, 1.143256, 0.723519, 2.278812 ], [ 98347, 98347, 51092, 6982901, 5223433, 6982901 ], [ -1672640, -54224, -1672640, -11197312, -11197312, -1803824 ], [ 104, 97, 111, 104, 97, 111 ], [ 86, 74, 96, 99, 84, 112 ], [ 121, 116, 129, 109, 108, 110 ], [ 6705, 3133, 3572, 6705, 3133, 3572 ], [ 170.377793, 183.127793, 170.377793, 170.377793, 183.127793, 170.377793 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -723474, -580217, -579437, -273905, -581883, 540327 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7211, "evaluation_days": 1802.75, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1611316800000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760238241353, "expiration_time": 1764899928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 172, "offset": 133 } } }
# | 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) |
---|