Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1712794.5141 | 1624097.4986 | 88697.0154 | 1186381.5228 | 4864491.1918 | -3678109.669 |
Total P&L (%) | 1712.7945 | 1624.0975 | 88.697 | 1186.3815 | 4864.4912 | -3678.1097 |
Avg Daily Profit (%) | 0.953 | 0.9036 | 0.0493 | 0.1422 | 0.2175 | 0 |
Buy And Hold Return (%) | 332.1069 | 332.1069 | 332.1069 | 332.1069 | 332.1069 | 332.1069 |
Max Trade Drawdown | -90763 | -82054 | -120546 | -6316695 | -1969008 | -6316695 |
Profit Factor | 4.6108 | 8.4931 | 1.3443 | 1.0984 | 2.4205 | 0.5737 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 46.9697 | 39.3939 | 54.5455 | 46.9697 | 39.3939 | 54.5455 |
Ratio Avg Win / Avg Loss | 5.2058 | 13.0662 | 1.1203 | 1.2402 | 3.7238 | 0.478 |
Largest Winning Trade | 951766 | 951766 | 61969 | 5075377 | 5075377 | 1007099 |
Largest Losing Trade | -90763 | -33827 | -90763 | -6316695 | -518810 | -6316695 |
Avg Bars in Trades | 319 | 250 | 388 | 319 | 250 | 388 |
Avg Bars in Winners | 505 | 432 | 557 | 505 | 432 | 557 |
Avg Bars in Losers | 155 | 132 | 186 | 155 | 132 | 186 |
Bars Traded | 21106 | 8272 | 12834 | 21106 | 8272 | 12834 |
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 | -110376 | 583341 | -291866 | -247558 | 311382 | -580213 |
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21568, "evaluation_days": 1797.33, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1605859200000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759820204751, "expiration_time": 1765407225600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 113, "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": [ [ 1712794.5140539592, 1624097.4986268184, 88697.0154271407, 1186381.5227601037, 4864491.191765945, -3678109.669005842 ], [ 1712.794514, 1624.097499, 88.697015, 1186.381523, 4864.491192, -3678.109669 ], [ 0.952966, 0.903617, 0.049349, 0.142224, 0.217497, 0 ], [ 332.106922, 332.106922, 332.106922, 332.106922, 332.106922, 332.106922 ], [ -90763, -82054, -120546, -6316695, -1969008, -6316695 ], [ 4.610829, 8.493053, 1.344318, 1.098441, 2.420461, 0.573655 ], [ 66, 33, 33, 66, 33, 33 ], [ 31, 13, 18, 31, 13, 18 ], [ 35, 20, 15, 35, 20, 15 ], [ 46.969697, 39.393939, 54.545455, 46.969697, 39.393939, 54.545455 ], [ 5.205775, 13.066235, 1.120265, 1.240176, 3.723786, 0.478046 ], [ 951766, 951766, 61969, 5075377, 5075377, 1007099 ], [ -90763, -33827, -90763, -6316695, -518810, -6316695 ], [ 319, 250, 388, 319, 250, 388 ], [ 505, 432, 557, 505, 432, 557 ], [ 155, 132, 186, 155, 132, 186 ], [ 21106, 8272, 12834, 21106, 8272, 12834 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -110376, 583341, -291866, -247558, 311382, -580213 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21568, "evaluation_days": 1797.33, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1605859200000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759820204751, "expiration_time": 1765407225600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 113, "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) |
---|