Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1622433.9114 | 1689695.5007 | -67261.5893 | -45635.8852 | 17806.4895 | -63442.3747 |
Total P&L (%) | 1622.4339 | 1689.6955 | -67.2616 | -45.6359 | 17.8065 | -63.4424 |
Avg Daily Profit (%) | 0.9087 | 0.9463 | -0.0377 | -0.0341 | 0.0092 | -0.0563 |
Buy And Hold Return (%) | 338.8555 | 338.8555 | 338.8555 | 338.8555 | 338.8555 | 338.8555 |
Max Trade Drawdown | -155053 | -145702 | -214527 | -134272 | -255568 | -221676 |
Profit Factor | 2.9448 | 5.1445 | 0.8423 | 0.9487 | 1.0383 | 0.8504 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 30.9735 | 24.5614 | 37.5 | 30.9735 | 24.5614 | 37.5 |
Ratio Avg Win / Avg Loss | 6.5628 | 15.8011 | 1.4038 | 2.1142 | 3.189 | 1.4174 |
Largest Winning Trade | 1677112 | 1677112 | 61612 | 147248 | 147248 | 64486 |
Largest Losing Trade | -81900 | -27385 | -81900 | -115467 | -34845 | -115467 |
Avg Bars in Trades | 30 | 32 | 27 | 30 | 32 | 27 |
Avg Bars in Winners | 60 | 68 | 55 | 60 | 68 | 55 |
Avg Bars in Losers | 16 | 21 | 10 | 16 | 21 | 10 |
Bars Traded | 3415 | 1875 | 1539 | 3415 | 1875 | 1539 |
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 | 369470 | -192232 | -764027 | -585099 | -735730 | -764027 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1610323200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758933812501, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 74, "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": [ [ 1622433.9113978646, 1689695.500656647, -67261.5892587825, -45635.8851819728, 17806.4895455069, -63442.3747274795 ], [ 1622.433911, 1689.695501, -67.261589, -45.635885, 17.80649, -63.442375 ], [ 0.908672, 0.946343, -0.037671, -0.034128, 0.009178, -0.056343 ], [ 338.855534, 338.855534, 338.855534, 338.855534, 338.855534, 338.855534 ], [ -155053, -145702, -214527, -134272, -255568, -221676 ], [ 2.944847, 5.144535, 0.842305, 0.94868, 1.038285, 0.85042 ], [ 113, 57, 56, 113, 57, 56 ], [ 35, 14, 21, 35, 14, 21 ], [ 78, 43, 35, 78, 43, 35 ], [ 30.973451, 24.561404, 37.5, 30.973451, 24.561404, 37.5 ], [ 6.562801, 15.801073, 1.403842, 2.114201, 3.189019, 1.417367 ], [ 1677112, 1677112, 61612, 147248, 147248, 64486 ], [ -81900, -27385, -81900, -115467, -34845, -115467 ], [ 30, 32, 27, 30, 32, 27 ], [ 60, 68, 55, 60, 68, 55 ], [ 16, 21, 10, 16, 21, 10 ], [ 3415, 1875, 1539, 3415, 1875, 1539 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 369470, -192232, -764027, -585099, -735730, -764027 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1610323200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758933812501, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 74, "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) |
---|