Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1451503.6934 | 1361086.8707 | 90416.8228 | 200020.73 | -863719.2429 | 1063739.9729 |
Total P&L (%) | 1451.5037 | 1361.0869 | 90.4168 | 200.0207 | -863.7192 | 1063.74 |
Avg Daily Profit (%) | 0.8067 | 0.7564 | 0.0503 | 0.0611 | 0 | 0.1365 |
Buy And Hold Return (%) | 246.3673 | 246.3673 | 246.3673 | 246.3673 | 246.3673 | 246.3673 |
Max Trade Drawdown | -143144 | -190818 | -31466 | -3047594 | -3313917 | -556462 |
Profit Factor | 4.4398 | 5.1173 | 1.9892 | 1.0339 | 0.819 | 1.9355 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 45.7627 | 41.3793 | 50 | 45.7627 | 41.3793 | 50 |
Ratio Avg Win / Avg Loss | 5.2619 | 7.2496 | 1.9892 | 1.2253 | 1.1602 | 1.9355 |
Largest Winning Trade | 1493446 | 1493446 | 32920 | 1600949 | 1600949 | 624105 |
Largest Losing Trade | -54024 | -54024 | -28154 | -1586039 | -1586039 | -499883 |
Avg Bars in Trades | 81 | 126 | 37 | 81 | 126 | 37 |
Avg Bars in Winners | 69 | 96 | 48 | 69 | 96 | 48 |
Avg Bars in Losers | 90 | 147 | 26 | 90 | 147 | 26 |
Bars Traded | 4787 | 3668 | 1119 | 4787 | 3668 | 1119 |
Profit Streak | 9.1513 | 0 | 239.1513 | 9.1513 | 0 | 239.1513 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160663 | 586205 | -286497 | -640914 | -582518 | -7360 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 204, "offset": 0 } } }
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{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5398, "evaluation_days": 1799.33, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1610784000000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759923469811, "expiration_time": 1764574272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 204, "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) |
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