Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1281713.596 | 1317013.3766 | -35299.7806 | -236858.8546 | -529891.5318 | 293032.6772 |
Total P&L (%) | 1281.7136 | 1317.0134 | -35.2998 | -236.8589 | -529.8915 | 293.0327 |
Avg Daily Profit (%) | 0.7147 | 0.7344 | -0.0197 | 0 | 0 | 0.0764 |
Buy And Hold Return (%) | 264.0547 | 264.0547 | 264.0547 | 264.0547 | 264.0547 | 264.0547 |
Max Trade Drawdown | -161423 | -152809 | -190145 | -1611861 | -1247098 | -394502 |
Profit Factor | 2.9309 | 5.4404 | 0.9039 | 0.8995 | 0.6287 | 1.3155 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 16 | 16 | 31 | 17 | 14 |
Losing Trades | 32 | 16 | 16 | 33 | 15 | 18 |
Profitability (%) | 50 | 50 | 50 | 48.4375 | 53.125 | 43.75 |
Ratio Avg Win / Avg Loss | 2.9309 | 5.4404 | 0.9039 | 0.9575 | 0.5548 | 1.6913 |
Largest Winning Trade | 1045128 | 1045128 | 56360 | 1059085 | 242699 | 1059085 |
Largest Losing Trade | -122095 | -58627 | -122095 | -762035 | -762035 | -394502 |
Avg Bars in Trades | 108 | 137 | 78 | 108 | 137 | 78 |
Avg Bars in Winners | 100 | 100 | 101 | 120 | 174 | 55 |
Avg Bars in Losers | 116 | 175 | 56 | 96 | 95 | 97 |
Bars Traded | 6933 | 4412 | 2521 | 6933 | 4412 | 2521 |
Profit Streak | 0 | 0 | 0 | 56.1609 | 56.1609 | 101.6609 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126928 | 696484 | -580810 | -723422 | -579423 | -222849 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7173, "evaluation_days": 1793.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608681600000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759420300059, "expiration_time": 1764054504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "rma", "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": [ [ 1281713.596029271, 1317013.3765940093, -35299.7805647383, -236858.8546241243, -529891.531846066, 293032.6772219419 ], [ 1281.713596, 1317.013377, -35.299781, -236.858855, -529.891532, 293.032677 ], [ 0.714743, 0.734428, -0.019685, 0, 0, 0.076356 ], [ 264.054698, 264.054698, 264.054698, 264.054698, 264.054698, 264.054698 ], [ -161423, -152809, -190145, -1611861, -1247098, -394502 ], [ 2.930924, 5.44044, 0.903864, 0.89947, 0.628741, 1.315491 ], [ 64, 32, 32, 64, 32, 32 ], [ 32, 16, 16, 31, 17, 14 ], [ 32, 16, 16, 33, 15, 18 ], [ 50, 50, 50, 48.4375, 53.125, 43.75 ], [ 2.930924, 5.44044, 0.903864, 0.9575, 0.554771, 1.691345 ], [ 1045128, 1045128, 56360, 1059085, 242699, 1059085 ], [ -122095, -58627, -122095, -762035, -762035, -394502 ], [ 108, 137, 78, 108, 137, 78 ], [ 100, 100, 101, 120, 174, 55 ], [ 116, 175, 56, 96, 95, 97 ], [ 6933, 4412, 2521, 6933, 4412, 2521 ], [ 0, 0, 0, 56.16088, 56.16088, 101.66088 ], [ 0, 0, 0, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -126928, 696484, -580810, -723422, -579423, -222849 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7173, "evaluation_days": 1793.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608681600000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759420300059, "expiration_time": 1764054504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "rma", "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) |
---|