Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1702105.8496 | 1672002.6869 | 30103.1627 | 826567.0126 | 1496476.3108 | -669909.2982 |
Total P&L (%) | 1702.1059 | 1672.0027 | 30.1032 | 826.567 | 1496.4763 | -669.9093 |
Avg Daily Profit (%) | 0.9479 | 0.9311 | 0.0168 | 0.1241 | 0.1544 | 0 |
Buy And Hold Return (%) | 242.7222 | 242.7222 | 242.7222 | 242.7222 | 242.7222 | 242.7222 |
Max Trade Drawdown | -110568 | -135403 | -102511 | -2537754 | -1993697 | -1905116 |
Profit Factor | 3.4718 | 5.7679 | 1.0891 | 1.0941 | 1.3619 | 0.856 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 45.3125 | 45.3125 | 45.3125 | 45.3125 | 45.3125 | 45.3125 |
Ratio Avg Win / Avg Loss | 4.1901 | 6.9612 | 1.3144 | 1.3204 | 1.6437 | 1.0331 |
Largest Winning Trade | 871074 | 871074 | 65391 | 2364412 | 2364412 | 1193717 |
Largest Losing Trade | -53400 | -43364 | -53400 | -1531022 | -579364 | -1531022 |
Avg Bars in Trades | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Winners | 59 | 55 | 62 | 59 | 55 | 62 |
Avg Bars in Losers | 24 | 30 | 18 | 24 | 30 | 18 |
Bars Traded | 5158 | 2688 | 2470 | 5158 | 2688 | 2470 |
Profit Streak | 7.1309 | 9.1309 | 0 | 7.1309 | 9.1309 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 688821 | -119050 | -600053 | -147593 | -131948 | -720392 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5387, "evaluation_days": 1795.67, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1610236800000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759604911221, "expiration_time": 1764247968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 100, "offset": 101 } }, "second_band": { "type": "midprice", "factors": { "length": 114, "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": [ [ 1702105.849556832, 1672002.6868640673, 30103.1626927648, 826567.012597859, 1496476.310802931, -669909.2982050715 ], [ 1702.10585, 1672.002687, 30.103163, 826.567013, 1496.476311, -669.909298 ], [ 0.947895, 0.93113, 0.016764, 0.124059, 0.1544, 0 ], [ 242.722202, 242.722202, 242.722202, 242.722202, 242.722202, 242.722202 ], [ -110568, -135403, -102511, -2537754, -1993697, -1905116 ], [ 3.471769, 5.767882, 1.089079, 1.094057, 1.361884, 0.856016 ], [ 128, 64, 64, 128, 64, 64 ], [ 58, 29, 29, 58, 29, 29 ], [ 70, 35, 35, 70, 35, 35 ], [ 45.3125, 45.3125, 45.3125, 45.3125, 45.3125, 45.3125 ], [ 4.190067, 6.961236, 1.314406, 1.320414, 1.643653, 1.033123 ], [ 871074, 871074, 65391, 2364412, 2364412, 1193717 ], [ -53400, -43364, -53400, -1531022, -579364, -1531022 ], [ 40, 42, 38, 40, 42, 38 ], [ 59, 55, 62, 59, 55, 62 ], [ 24, 30, 18, 24, 30, 18 ], [ 5158, 2688, 2470, 5158, 2688, 2470 ], [ 7.130917, 9.130917, 0, 7.130917, 9.130917, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 688821, -119050, -600053, -147593, -131948, -720392 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5387, "evaluation_days": 1795.67, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1610236800000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759604911221, "expiration_time": 1764247968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 100, "offset": 101 } }, "second_band": { "type": "midprice", "factors": { "length": 114, "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) |
---|