Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2063651.9383 | 1901574.9914 | 162076.9469 | 17495757.8264 | 2283648.2596 | 15212109.5668 |
Total P&L (%) | 2063.6519 | 1901.575 | 162.0769 | 17495.7578 | 2283.6483 | 15212.1096 |
Avg Daily Profit (%) | 1.1482 | 1.058 | 0.0902 | 0.2881 | 0.1766 | 0.2803 |
Buy And Hold Return (%) | 267.6763 | 267.6763 | 267.6763 | 267.6763 | 267.6763 | 267.6763 |
Max Trade Drawdown | -66707 | -71645 | -47754 | -27425684 | -23159823 | -12356015 |
Profit Factor | 6.7532 | 11.7081 | 1.8949 | 1.2264 | 1.0586 | 1.397 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 35.5263 | 31.5789 | 39.4737 | 35.5263 | 31.5789 | 39.4737 |
Ratio Avg Win / Avg Loss | 12.2557 | 25.3676 | 2.9055 | 2.2257 | 2.2937 | 2.1421 |
Largest Winning Trade | 1002147 | 1002147 | 59552 | 16906579 | 16906579 | 12361196 |
Largest Losing Trade | -33720 | -24762 | -33720 | -7644486 | -7644486 | -6822542 |
Avg Bars in Trades | 68 | 57 | 78 | 68 | 57 | 78 |
Avg Bars in Winners | 136 | 126 | 143 | 136 | 126 | 143 |
Avg Bars in Losers | 30 | 26 | 35 | 30 | 26 | 35 |
Bars Traded | 5172 | 2202 | 2970 | 5172 | 2202 | 2970 |
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 | -37409 | 531628 | -238831 | -49870 | -154247 | 231540 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5392, "evaluation_days": 1797.33, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1608595200000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759759072102, "expiration_time": 1764396288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 143, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "ohlc4", "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": [ [ 2063651.938309919, 1901574.991383818, 162076.9469261027, 17495757.82643653, 2283648.2596424487, 15212109.566794086 ], [ 2063.651938, 1901.574991, 162.076947, 17495.757826, 2283.64826, 15212.109567 ], [ 1.148176, 1.058, 0.090177, 0.288077, 0.176596, 0.28032 ], [ 267.676299, 267.676299, 267.676299, 267.676299, 267.676299, 267.676299 ], [ -66707, -71645, -47754, -27425684, -23159823, -12356015 ], [ 6.753167, 11.708135, 1.894878, 1.226422, 1.05862, 1.397039 ], [ 76, 38, 38, 76, 38, 38 ], [ 27, 12, 15, 27, 12, 15 ], [ 49, 26, 23, 49, 26, 23 ], [ 35.526316, 31.578947, 39.473684, 35.526316, 31.578947, 39.473684 ], [ 12.255747, 25.367625, 2.90548, 2.225728, 2.293677, 2.142126 ], [ 1002147, 1002147, 59552, 16906579, 16906579, 12361196 ], [ -33720, -24762, -33720, -7644486, -7644486, -6822542 ], [ 68, 57, 78, 68, 57, 78 ], [ 136, 126, 143, 136, 126, 143 ], [ 30, 26, 35, 30, 26, 35 ], [ 5172, 2202, 2970, 5172, 2202, 2970 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -37409, 531628, -238831, -49870, -154247, 231540 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5392, "evaluation_days": 1797.33, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1608595200000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759759072102, "expiration_time": 1764396288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 143, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "ohlc4", "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) |
---|