Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1822538.6074 | 1772424.6661 | 50113.9413 | 1967325.0388 | -1104958.9584 | 3072283.9972 |
Total P&L (%) | 1822.5386 | 1772.4247 | 50.1139 | 1967.325 | -1104.959 | 3072.284 |
Avg Daily Profit (%) | 1.0183 | 0.9903 | 0.028 | 0.1694 | 0 | 0.1933 |
Buy And Hold Return (%) | 313.5294 | 313.5294 | 313.5294 | 313.5294 | 313.5294 | 313.5294 |
Max Trade Drawdown | -116679 | -145648 | -118696 | -4146937 | -6981705 | -1342072 |
Profit Factor | 2.8253 | 4.5524 | 1.1003 | 1.0734 | 0.9283 | 1.2703 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 125 | 57 | 68 | 125 | 57 | 68 |
Losing Trades | 209 | 110 | 99 | 209 | 110 | 99 |
Profitability (%) | 37.4252 | 34.1317 | 40.7186 | 37.4252 | 34.1317 | 40.7186 |
Ratio Avg Win / Avg Loss | 4.724 | 8.7854 | 1.6019 | 1.7948 | 1.7916 | 1.8494 |
Largest Winning Trade | 1474415 | 1474415 | 63560 | 3496046 | 3496046 | 1944509 |
Largest Losing Trade | -39584 | -25311 | -39584 | -1263917 | -1263917 | -1100223 |
Avg Bars in Trades | 63 | 56 | 69 | 63 | 56 | 69 |
Avg Bars in Winners | 122 | 114 | 128 | 122 | 114 | 128 |
Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
Bars Traded | 21049 | 9514 | 11535 | 21049 | 9514 | 11535 |
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 | 533276 | 505735 | -433605 | -134482 | -583851 | 205344 |
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21478, "evaluation_days": 1789.83, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606154400000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759172561918, "expiration_time": 1764735897600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 14, "offset": 216 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 1822538.607387284, 1772424.6660790988, 50113.9413081867, 1967325.0388332654, -1104958.9584045361, 3072283.9972377988 ], [ 1822.538607, 1772.424666, 50.113941, 1967.325039, -1104.958958, 3072.283997 ], [ 1.018275, 0.990275, 0.027999, 0.169368, 0, 0.193336 ], [ 313.529412, 313.529412, 313.529412, 313.529412, 313.529412, 313.529412 ], [ -116679, -145648, -118696, -4146937, -6981705, -1342072 ], [ 2.82533, 4.552421, 1.100321, 1.073441, 0.928349, 1.270289 ], [ 334, 167, 167, 334, 167, 167 ], [ 125, 57, 68, 125, 57, 68 ], [ 209, 110, 99, 209, 110, 99 ], [ 37.42515, 34.131737, 40.718563, 37.42515, 34.131737, 40.718563 ], [ 4.723952, 8.785374, 1.601938, 1.794793, 1.79155, 1.849392 ], [ 1474415, 1474415, 63560, 3496046, 3496046, 1944509 ], [ -39584, -25311, -39584, -1263917, -1263917, -1100223 ], [ 63, 56, 69, 63, 56, 69 ], [ 122, 114, 128, 122, 114, 128 ], [ 27, 27, 28, 27, 27, 28 ], [ 21049, 9514, 11535, 21049, 9514, 11535 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 533276, 505735, -433605, -134482, -583851, 205344 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21478, "evaluation_days": 1789.83, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606154400000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759172561918, "expiration_time": 1764735897600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 14, "offset": 216 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|