Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2480288.0894 | -71535.8588 | -2408752.2306 | 2880862.7305 | -6139662.2586 | 9020524.9891 |
Total P&L (%) | -2480.2881 | -71.5359 | -2408.7522 | 2880.8627 | -6139.6623 | 9020.525 |
Avg Daily Profit (%) | -1.3891 | -0.0401 | -1.3491 | 0.1903 | 0 | 0.2531 |
Buy And Hold Return (%) | 130.499 | 130.499 | 130.499 | 130.499 | 130.499 | 130.499 |
Max Trade Drawdown | -2597317 | -130031 | -1888020 | -7096997 | -10580455 | -2580983 |
Profit Factor | 0.185 | 0.7782 | 0.1147 | 1.1249 | 0.5894 | 2.1111 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 14 | 18 | 34 | 15 | 19 |
Losing Trades | 30 | 17 | 13 | 28 | 16 | 12 |
Profitability (%) | 51.6129 | 45.1613 | 58.0645 | 54.8387 | 48.3871 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.1734 | 0.9449 | 0.0828 | 0.9264 | 0.6287 | 1.3334 |
Largest Winning Trade | 64317 | 64317 | 54739 | 5575837 | 3393233 | 5575837 |
Largest Losing Trade | -1858247 | -50505 | -1858247 | -3957189 | -3957189 | -2580983 |
Avg Bars in Trades | 54 | 48 | 61 | 54 | 48 | 61 |
Avg Bars in Winners | 39 | 36 | 42 | 45 | 39 | 49 |
Avg Bars in Losers | 70 | 57 | 87 | 66 | 56 | 79 |
Bars Traded | 3394 | 1497 | 1897 | 3394 | 1497 | 1897 |
Profit Streak | 32.3939 | 79.3939 | 32.3939 | 32.3939 | 79.3939 | 32.3939 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738071 | -582141 | -579231 | -233766 | -580887 | 480935 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1611705600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878831674, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 168, "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": [ [ -2480288.0894255554, -71535.8588203553, -2408752.2306052, 2880862.7304558074, -6139662.258641706, 9020524.989097508 ], [ -2480.288089, -71.535859, -2408.752231, 2880.86273, -6139.662259, 9020.524989 ], [ -1.389128, -0.040065, -1.349063, 0.190312, 0, 0.253084 ], [ 130.499004, 130.499004, 130.499004, 130.499004, 130.499004, 130.499004 ], [ -2597317, -130031, -1888020, -7096997, -10580455, -2580983 ], [ 0.184984, 0.778168, 0.114677, 1.124862, 0.589435, 2.111148 ], [ 62, 31, 31, 62, 31, 31 ], [ 32, 14, 18, 34, 15, 19 ], [ 30, 17, 13, 28, 16, 12 ], [ 51.612903, 45.16129, 58.064516, 54.83871, 48.387097, 61.290323 ], [ 0.173423, 0.944918, 0.082822, 0.926357, 0.628731, 1.333357 ], [ 64317, 64317, 54739, 5575837, 3393233, 5575837 ], [ -1858247, -50505, -1858247, -3957189, -3957189, -2580983 ], [ 54, 48, 61, 54, 48, 61 ], [ 39, 36, 42, 45, 39, 49 ], [ 70, 57, 87, 66, 56, 79 ], [ 3394, 1497, 1897, 3394, 1497, 1897 ], [ 32.393885, 79.393885, 32.393885, 32.393885, 79.393885, 32.393885 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -738071, -582141, -579231, -233766, -580887, 480935 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1611705600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878831674, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 168, "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) |
---|