Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1834170.9041 | 1904836.5734 | -70665.6693 | -115412.4024 | -140708.4477 | 25296.0452 |
Total P&L (%) | 1834.1709 | 1904.8366 | -70.6657 | -115.4124 | -140.7084 | 25.296 |
Avg Daily Profit (%) | 1.0247 | 1.0642 | -0.0395 | 0 | 0 | 0.0126 |
Buy And Hold Return (%) | 228.1209 | 228.1209 | 228.1209 | 228.1209 | 228.1209 | 228.1209 |
Max Trade Drawdown | -138375 | -143721 | -80371 | -249062 | -258514 | -120854 |
Profit Factor | 3.4765 | 6.4824 | 0.8203 | 0.8284 | 0.6019 | 1.0793 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 12 | 19 | 34 | 21 | 13 |
Losing Trades | 35 | 21 | 14 | 32 | 12 | 20 |
Profitability (%) | 46.9697 | 36.3636 | 57.5758 | 51.5152 | 63.6364 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.9251 | 11.3442 | 0.6044 | 0.7796 | 0.3439 | 1.6605 |
Largest Winning Trade | 1195121 | 1195121 | 59596 | 180224 | 38098 | 180224 |
Largest Losing Trade | -103856 | -46144 | -103856 | -233390 | -233390 | -103856 |
Avg Bars in Trades | 154 | 148 | 161 | 154 | 148 | 161 |
Avg Bars in Winners | 220 | 260 | 194 | 97 | 83 | 118 |
Avg Bars in Losers | 96 | 83 | 115 | 215 | 260 | 188 |
Bars Traded | 10202 | 4884 | 5318 | 10202 | 4884 | 5318 |
Profit Streak | 0 | 0 | 69.6808 | 37.1808 | 71.8474 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109945 | 597445 | -579262 | -708536 | -578068 | -478109 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10740, "evaluation_days": 1790, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607932800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759148419553, "expiration_time": 1763772480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 240, "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": [ [ 1834170.904128609, 1904836.5734377059, -70665.6693090968, -115412.4024129244, -140708.4476546675, 25296.0452417432 ], [ 1834.170904, 1904.836573, -70.665669, -115.412402, -140.708448, 25.296045 ], [ 1.024676, 1.064155, -0.039478, 0, 0, 0.012599 ], [ 228.120875, 228.120875, 228.120875, 228.120875, 228.120875, 228.120875 ], [ -138375, -143721, -80371, -249062, -258514, -120854 ], [ 3.476498, 6.48242, 0.820274, 0.82836, 0.601911, 1.07931 ], [ 66, 33, 33, 66, 33, 33 ], [ 31, 12, 19, 34, 21, 13 ], [ 35, 21, 14, 32, 12, 20 ], [ 46.969697, 36.363636, 57.575758, 51.515152, 63.636364, 39.393939 ], [ 3.925078, 11.344236, 0.604413, 0.779633, 0.343949, 1.660477 ], [ 1195121, 1195121, 59596, 180224, 38098, 180224 ], [ -103856, -46144, -103856, -233390, -233390, -103856 ], [ 154, 148, 161, 154, 148, 161 ], [ 220, 260, 194, 97, 83, 118 ], [ 96, 83, 115, 215, 260, 188 ], [ 10202, 4884, 5318, 10202, 4884, 5318 ], [ 0, 0, 69.680782, 37.180782, 71.847449, 0 ], [ 0, 0, 1, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -109945, 597445, -579262, -708536, -578068, -478109 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10740, "evaluation_days": 1790, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607932800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759148419553, "expiration_time": 1763772480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 240, "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) |
---|