Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1702085.6476 | 1685637.8024 | 16447.8452 | -368904.9801 | 8026405.791 | -8395310.7711 |
Total P&L (%) | 1702.0856 | 1685.6378 | 16.4478 | -368.905 | 8026.4058 | -8395.3108 |
Avg Daily Profit (%) | 0.9463 | 0.9371 | 0.0091 | 0 | 0.2448 | 0 |
Buy And Hold Return (%) | 250.8371 | 250.8371 | 250.8371 | 250.8371 | 250.8371 | 250.8371 |
Max Trade Drawdown | -113219 | -127147 | -144453 | -8695397 | -604736 | -8989749 |
Profit Factor | 3.7377 | 7.9173 | 1.0435 | 0.9675 | 9.4537 | 0.1934 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 18 | 21 | 54 | 29 | 25 |
Losing Trades | 49 | 26 | 23 | 34 | 15 | 19 |
Profitability (%) | 44.3182 | 40.9091 | 47.7273 | 61.3636 | 65.9091 | 56.8182 |
Ratio Avg Win / Avg Loss | 4.6961 | 11.4362 | 1.1429 | 0.6092 | 4.8899 | 0.147 |
Largest Winning Trade | 990478 | 990478 | 70388 | 6478297 | 6478297 | 303423 |
Largest Losing Trade | -108731 | -24926 | -108731 | -7937575 | -379994 | -7937575 |
Avg Bars in Trades | 78 | 55 | 100 | 78 | 55 | 100 |
Avg Bars in Winners | 130 | 93 | 161 | 50 | 52 | 47 |
Avg Bars in Losers | 37 | 29 | 45 | 123 | 61 | 171 |
Bars Traded | 6898 | 2459 | 4439 | 6898 | 2459 | 4439 |
Profit Streak | 0 | 0 | 0 | 56.2857 | 56.2857 | 84.7857 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 649608 | 653389 | -519884 | -577329 | 721828 | -578471 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7195, "evaluation_days": 1798.75, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608681600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759884684285, "expiration_time": 1764543960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1702085.6475929252, 1685637.8023669496, 16447.845225975, -368904.980120109, 8026405.791010373, -8395310.771130482 ], [ 1702.085648, 1685.637802, 16.447845, -368.90498, 8026.405791, -8395.310771 ], [ 0.94626, 0.937116, 0.009144, 0, 0.244786, 0 ], [ 250.837114, 250.837114, 250.837114, 250.837114, 250.837114, 250.837114 ], [ -113219, -127147, -144453, -8695397, -604736, -8989749 ], [ 3.737729, 7.917343, 1.043509, 0.967521, 9.453718, 0.193446 ], [ 88, 44, 44, 88, 44, 44 ], [ 39, 18, 21, 54, 29, 25 ], [ 49, 26, 23, 34, 15, 19 ], [ 44.318182, 40.909091, 47.727273, 61.363636, 65.909091, 56.818182 ], [ 4.696121, 11.436163, 1.142891, 0.60918, 4.889854, 0.147019 ], [ 990478, 990478, 70388, 6478297, 6478297, 303423 ], [ -108731, -24926, -108731, -7937575, -379994, -7937575 ], [ 78, 55, 100, 78, 55, 100 ], [ 130, 93, 161, 50, 52, 47 ], [ 37, 29, 45, 123, 61, 171 ], [ 6898, 2459, 4439, 6898, 2459, 4439 ], [ 0, 0, 0, 56.285698, 56.285698, 84.785698 ], [ 0, 0, 0, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 649608, 653389, -519884, -577329, 721828, -578471 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7195, "evaluation_days": 1798.75, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608681600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759884684285, "expiration_time": 1764543960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|