Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1942793.892 | 1818442.5437 | 124351.3482 | 6696876.6946 | -7580825.8336 | 14277702.5283 |
Total P&L (%) | 1942.7939 | 1818.4425 | 124.3513 | 6696.8767 | -7580.8258 | 14277.7025 |
Avg Daily Profit (%) | 1.0853 | 1.0158 | 0.0695 | 0.236 | 0 | 0.2779 |
Buy And Hold Return (%) | 354.1015 | 354.1015 | 354.1015 | 354.1015 | 354.1015 | 354.1015 |
Max Trade Drawdown | -133940 | -115089 | -74264 | -36764326 | -26794468 | -16914174 |
Profit Factor | 3.781 | 5.9454 | 1.3758 | 1.0509 | 0.8944 | 1.239 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
Profitability (%) | 38.6364 | 30.303 | 46.9697 | 38.6364 | 30.303 | 46.9697 |
Ratio Avg Win / Avg Loss | 6.0051 | 13.6745 | 1.5533 | 1.6691 | 2.0572 | 1.3988 |
Largest Winning Trade | 1285066 | 1285066 | 60573 | 8529778 | 8529778 | 8113247 |
Largest Losing Trade | -37104 | -19169 | -37104 | -8516775 | -6523052 | -8516775 |
Avg Bars in Trades | 78 | 68 | 89 | 78 | 68 | 89 |
Avg Bars in Winners | 139 | 136 | 141 | 139 | 136 | 141 |
Avg Bars in Losers | 40 | 38 | 43 | 40 | 38 | 43 |
Bars Traded | 10379 | 4488 | 5891 | 10379 | 4488 | 5891 |
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 | 548504 | -111519 | -389945 | -159146 | -710118 | -117221 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10741, "evaluation_days": 1790.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606694400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759153849522, "expiration_time": 1763787312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 154, "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": [ [ 1942793.8919601985, 1818442.543735781, 124351.3482244174, 6696876.694616035, -7580825.833637201, 14277702.528253218 ], [ 1942.793892, 1818.442544, 124.351348, 6696.876695, -7580.825834, 14277.702528 ], [ 1.085257, 1.015793, 0.069463, 0.235957, 0, 0.277916 ], [ 354.101457, 354.101457, 354.101457, 354.101457, 354.101457, 354.101457 ], [ -133940, -115089, -74264, -36764326, -26794468, -16914174 ], [ 3.781006, 5.945432, 1.375806, 1.050904, 0.894439, 1.238975 ], [ 132, 66, 66, 132, 66, 66 ], [ 51, 20, 31, 51, 20, 31 ], [ 81, 46, 35, 81, 46, 35 ], [ 38.636364, 30.30303, 46.969697, 38.636364, 30.30303, 46.969697 ], [ 6.005128, 13.674493, 1.553329, 1.669082, 2.057209, 1.398843 ], [ 1285066, 1285066, 60573, 8529778, 8529778, 8113247 ], [ -37104, -19169, -37104, -8516775, -6523052, -8516775 ], [ 78, 68, 89, 78, 68, 89 ], [ 139, 136, 141, 139, 136, 141 ], [ 40, 38, 43, 40, 38, 43 ], [ 10379, 4488, 5891, 10379, 4488, 5891 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 548504, -111519, -389945, -159146, -710118, -117221 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10741, "evaluation_days": 1790.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606694400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759153849522, "expiration_time": 1763787312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 154, "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) |
---|