Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1600444.4794 | 1583058.3905 | 17386.0889 | 778208.0958 | -890304.0522 | 1668512.148 |
Total P&L (%) | 1600.4445 | 1583.0584 | 17.3861 | 778.2081 | -890.3041 | 1668.5121 |
Avg Daily Profit (%) | 0.8899 | 0.8802 | 0.0097 | 0.1209 | 0 | 0.1599 |
Buy And Hold Return (%) | 359.2022 | 359.2022 | 359.2022 | 359.2022 | 359.2022 | 359.2022 |
Max Trade Drawdown | -132528 | -138001 | -148827 | -2677932 | -2931840 | -1225126 |
Profit Factor | 2.3015 | 3.4974 | 1.0292 | 1.0443 | 0.9061 | 1.2058 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 181 | 85 | 96 | 181 | 85 | 96 |
Losing Trades | 225 | 118 | 107 | 225 | 118 | 107 |
Profitability (%) | 44.5813 | 41.8719 | 47.2906 | 44.5813 | 41.8719 | 47.2906 |
Ratio Avg Win / Avg Loss | 2.861 | 4.8552 | 1.1471 | 1.2981 | 1.2578 | 1.344 |
Largest Winning Trade | 1355684 | 1355684 | 54600 | 1059724 | 1059724 | 891607 |
Largest Losing Trade | -32575 | -32575 | -21347 | -609197 | -296679 | -609197 |
Avg Bars in Trades | 52 | 42 | 62 | 52 | 42 | 62 |
Avg Bars in Winners | 85 | 68 | 100 | 85 | 68 | 100 |
Avg Bars in Losers | 26 | 24 | 27 | 26 | 24 | 27 |
Bars Traded | 21358 | 8698 | 12660 | 21358 | 8698 | 12660 |
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 | 569654 | 554815 | -534669 | -208830 | -581765 | 180274 |
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21582, "evaluation_days": 1798.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1605837600000, "last_datapoint_time": 1759917600000, "evaluation_time": 1759920880857, "expiration_time": 1765511654400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1600444.47941077, 1583058.390515087, 17386.0888956829, 778208.0957891854, -890304.0522024446, 1668512.1479916289 ], [ 1600.444479, 1583.058391, 17.386089, 778.208096, -890.304052, 1668.512148 ], [ 0.889877, 0.88021, 0.009667, 0.12088, 0, 0.159857 ], [ 359.202224, 359.202224, 359.202224, 359.202224, 359.202224, 359.202224 ], [ -132528, -138001, -148827, -2677932, -2931840, -1225126 ], [ 2.301523, 3.497423, 1.029181, 1.044252, 0.906075, 1.205814 ], [ 406, 203, 203, 406, 203, 203 ], [ 181, 85, 96, 181, 85, 96 ], [ 225, 118, 107, 225, 118, 107 ], [ 44.581281, 41.871921, 47.29064, 44.581281, 41.871921, 47.29064 ], [ 2.86101, 4.855246, 1.147108, 1.298104, 1.257845, 1.34398 ], [ 1355684, 1355684, 54600, 1059724, 1059724, 891607 ], [ -32575, -32575, -21347, -609197, -296679, -609197 ], [ 52, 42, 62, 52, 42, 62 ], [ 85, 68, 100, 85, 68, 100 ], [ 26, 24, 27, 26, 24, 27 ], [ 21358, 8698, 12660, 21358, 8698, 12660 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 569654, 554815, -534669, -208830, -581765, 180274 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21582, "evaluation_days": 1798.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1605837600000, "last_datapoint_time": 1759917600000, "evaluation_time": 1759920880857, "expiration_time": 1765511654400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|