Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2198879.0827 | 2077091.4785 | 121787.6042 | 12619267.6495 | 302505.3299 | 12316762.3196 |
Total P&L (%) | 2198.8791 | 2077.0915 | 121.7876 | 12619.2677 | 302.5053 | 12316.7623 |
Avg Daily Profit (%) | 1.2281 | 1.1601 | 0.068 | 0.271 | 0.0778 | 0.2697 |
Buy And Hold Return (%) | 361.7592 | 361.7592 | 361.7592 | 361.7592 | 361.7592 | 361.7592 |
Max Trade Drawdown | -87353 | -81917 | -57757 | -10812823 | -10427950 | -4558208 |
Profit Factor | 5.5146 | 9.0373 | 1.5327 | 1.26 | 1.0109 | 1.5924 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 25 | 8 | 17 | 25 | 8 | 17 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 32.8947 | 21.0526 | 44.7368 | 32.8947 | 21.0526 | 44.7368 |
Ratio Avg Win / Avg Loss | 11.2497 | 33.89 | 1.8933 | 2.5704 | 3.7909 | 1.9671 |
Largest Winning Trade | 1059113 | 1059113 | 70107 | 6875729 | 6875729 | 5531195 |
Largest Losing Trade | -27405 | -27405 | -23134 | -2790315 | -1903316 | -2790315 |
Avg Bars in Trades | 46 | 36 | 56 | 46 | 36 | 56 |
Avg Bars in Winners | 112 | 115 | 111 | 112 | 115 | 111 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 3518 | 1371 | 2147 | 3518 | 1371 | 2147 |
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 | -39334 | -26031 | -267308 | -50834 | -509468 | 344931 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3581, "evaluation_days": 1790.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606262400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759171483443, "expiration_time": 1763788176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 24, "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": [ [ 2198879.0827148156, 2077091.4784998791, 121787.6042149373, 12619267.649502197, 302505.3299266145, 12316762.319575584 ], [ 2198.879083, 2077.091478, 121.787604, 12619.26765, 302.50533, 12316.76232 ], [ 1.228081, 1.160062, 0.068019, 0.271001, 0.077804, 0.269653 ], [ 361.759207, 361.759207, 361.759207, 361.759207, 361.759207, 361.759207 ], [ -87353, -81917, -57757, -10812823, -10427950, -4558208 ], [ 5.514565, 9.037342, 1.532677, 1.259991, 1.010902, 1.592446 ], [ 76, 38, 38, 76, 38, 38 ], [ 25, 8, 17, 25, 8, 17 ], [ 51, 30, 21, 51, 30, 21 ], [ 32.894737, 21.052632, 44.736842, 32.894737, 21.052632, 44.736842 ], [ 11.249712, 33.890032, 1.893307, 2.570382, 3.790883, 1.967139 ], [ 1059113, 1059113, 70107, 6875729, 6875729, 5531195 ], [ -27405, -27405, -23134, -2790315, -1903316, -2790315 ], [ 46, 36, 56, 46, 36, 56 ], [ 112, 115, 111, 112, 115, 111 ], [ 13, 14, 11, 13, 14, 11 ], [ 3518, 1371, 2147, 3518, 1371, 2147 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -39334, -26031, -267308, -50834, -509468, 344931 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3581, "evaluation_days": 1790.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606262400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759171483443, "expiration_time": 1763788176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 24, "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) |
---|