Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2394094.9076 | 2175493.1976 | 218601.71 | 42931840.6828 | -19874413.471 | 62806254.1538 |
Total P&L (%) | 2394.0949 | 2175.4932 | 218.6017 | 42931.8407 | -19874.4135 | 62806.2542 |
Avg Daily Profit (%) | 1.339 | 1.2167 | 0.1223 | 0.3398 | 0 | 0.3611 |
Buy And Hold Return (%) | 258.8055 | 258.8055 | 258.8055 | 258.8055 | 258.8055 | 258.8055 |
Max Trade Drawdown | -83820 | -57355 | -34328 | -60497125 | -55997446 | -24880702 |
Profit Factor | 6.9352 | 10.61 | 2.2351 | 1.2429 | 0.8108 | 1.8763 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 34.5679 | 26.8293 | 42.5 | 34.5679 | 26.8293 | 42.5 |
Ratio Avg Win / Avg Loss | 13.1274 | 28.9364 | 3.0239 | 2.3526 | 2.2114 | 2.5385 |
Largest Winning Trade | 1364750 | 1364750 | 67448 | 30258675 | 22068019 | 30258675 |
Largest Losing Trade | -27211 | -26307 | -27211 | -11710880 | -11710880 | -9507136 |
Avg Bars in Trades | 63 | 51 | 75 | 63 | 51 | 75 |
Avg Bars in Winners | 141 | 134 | 145 | 141 | 134 | 145 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 5105 | 2098 | 3007 | 5105 | 2098 | 3007 |
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 | -116 | 12212 | -194205 | -12200 | -599716 | 363142 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5364, "evaluation_days": 1788, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1610208000000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758946353618, "expiration_time": 1763565696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 200, "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": [ [ 2394094.907602035, 2175493.1975890533, 218601.7100129817, 42931840.68281647, -19874413.47099937, 62806254.15381582 ], [ 2394.094908, 2175.493198, 218.60171, 42931.840683, -19874.413471, 62806.254154 ], [ 1.338979, 1.216719, 0.12226, 0.339755, 0, 0.361066 ], [ 258.805533, 258.805533, 258.805533, 258.805533, 258.805533, 258.805533 ], [ -83820, -57355, -34328, -60497125, -55997446, -24880702 ], [ 6.935227, 10.61003, 2.235087, 1.242901, 0.810849, 1.87627 ], [ 81, 41, 40, 81, 41, 40 ], [ 28, 11, 17, 28, 11, 17 ], [ 53, 30, 23, 53, 30, 23 ], [ 34.567901, 26.829268, 42.5, 34.567901, 26.829268, 42.5 ], [ 13.127394, 28.936445, 3.023941, 2.352634, 2.211407, 2.538482 ], [ 1364750, 1364750, 67448, 30258675, 22068019, 30258675 ], [ -27211, -26307, -27211, -11710880, -11710880, -9507136 ], [ 63, 51, 75, 63, 51, 75 ], [ 141, 134, 145, 141, 134, 145 ], [ 21, 20, 22, 21, 20, 22 ], [ 5105, 2098, 3007, 5105, 2098, 3007 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -116, 12212, -194205, -12200, -599716, 363142 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5364, "evaluation_days": 1788, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1610208000000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758946353618, "expiration_time": 1763565696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 200, "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) |
---|