Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2232459.1173 | 2160780.4234 | 71678.6939 | 1859137.4514 | 9443766.0884 | -7584628.6369 |
Total P&L (%) | 2232.4591 | 2160.7804 | 71.6787 | 1859.1375 | 9443.7661 | -7584.6286 |
Avg Daily Profit (%) | 1.2416 | 1.2018 | 0.0399 | 0.1656 | 0.2539 | 0 |
Buy And Hold Return (%) | 275.4915 | 275.4915 | 275.4915 | 275.4915 | 275.4915 | 275.4915 |
Max Trade Drawdown | -195625 | -169370 | -95051 | -21011087 | -12427577 | -11273066 |
Profit Factor | 3.5133 | 5.258 | 1.1882 | 1.0415 | 1.4186 | 0.6583 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 124 | 66 | 58 | 124 | 66 | 58 |
Profitability (%) | 43.8914 | 40.5405 | 47.2727 | 43.8914 | 40.5405 | 47.2727 |
Ratio Avg Win / Avg Loss | 4.4913 | 7.7117 | 1.3254 | 1.3315 | 2.0806 | 0.7342 |
Largest Winning Trade | 1184912 | 1184912 | 57843 | 20139438 | 20139438 | 3138586 |
Largest Losing Trade | -39549 | -37502 | -39549 | -5402552 | -4280687 | -5402552 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 5205 | 2615 | 2590 | 5205 | 2615 | 2590 |
Profit Streak | 10.6825 | 11.6825 | 0 | 10.6825 | 11.6825 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 718591 | 664841 | -319931 | -167551 | 265919 | -581822 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5394, "evaluation_days": 1798, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1608796800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759825367928, "expiration_time": 1764455616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 66 } }, "second_band": { "type": "supertrend", "factors": { "length": 155, "offset": 0, "multiplier": 2.98682 } } }
{ "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": [ [ 2232459.1173088835, 2160780.423402845, 71678.6939060417, 1859137.451437891, 9443766.088368004, -7584628.636930117 ], [ 2232.459117, 2160.780423, 71.678694, 1859.137451, 9443.766088, -7584.628637 ], [ 1.241635, 1.201769, 0.039866, 0.165604, 0.253852, 0 ], [ 275.491459, 275.491459, 275.491459, 275.491459, 275.491459, 275.491459 ], [ -195625, -169370, -95051, -21011087, -12427577, -11273066 ], [ 3.513346, 5.257956, 1.188245, 1.041539, 1.418586, 0.658282 ], [ 221, 111, 110, 221, 111, 110 ], [ 97, 45, 52, 97, 45, 52 ], [ 124, 66, 58, 124, 66, 58 ], [ 43.891403, 40.540541, 47.272727, 43.891403, 40.540541, 47.272727 ], [ 4.491288, 7.711668, 1.325351, 1.331452, 2.080593, 0.734237 ], [ 1184912, 1184912, 57843, 20139438, 20139438, 3138586 ], [ -39549, -37502, -39549, -5402552, -4280687, -5402552 ], [ 23, 23, 23, 23, 23, 23 ], [ 31, 30, 32, 31, 30, 32 ], [ 17, 19, 15, 17, 19, 15 ], [ 5205, 2615, 2590, 5205, 2615, 2590 ], [ 10.682499, 11.682499, 0, 10.682499, 11.682499, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 718591, 664841, -319931, -167551, 265919, -581822 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5394, "evaluation_days": 1798, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1608796800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759825367928, "expiration_time": 1764455616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 66 } }, "second_band": { "type": "supertrend", "factors": { "length": 155, "offset": 0, "multiplier": 2.98682 } } }
# | 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) |
---|