Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1556312.9579 | 1479184.9901 | 77127.9677 | 2769836.2144 | -1271902.1365 | 4041738.3508 |
Total P&L (%) | 1556.313 | 1479.185 | 77.128 | 2769.8362 | -1271.9021 | 4041.7384 |
Avg Daily Profit (%) | 0.8694 | 0.8263 | 0.0431 | 0.1877 | 0 | 0.2082 |
Buy And Hold Return (%) | 254.5462 | 254.5462 | 254.5462 | 254.5462 | 254.5462 | 254.5462 |
Max Trade Drawdown | -70261 | -99721 | -112908 | -2699539 | -3616225 | -1336166 |
Profit Factor | 3.586 | 6.0092 | 1.2516 | 1.1933 | 0.8531 | 1.7127 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 36.3636 | 31.8182 | 40.9091 | 36.3636 | 31.8182 | 40.9091 |
Ratio Avg Win / Avg Loss | 6.2755 | 12.877 | 1.8079 | 2.0883 | 1.8281 | 2.474 |
Largest Winning Trade | 1234422 | 1234422 | 66414 | 1491031 | 1279319 | 1491031 |
Largest Losing Trade | -35072 | -28044 | -35072 | -1039156 | -1006692 | -1039156 |
Avg Bars in Trades | 117 | 97 | 138 | 117 | 97 | 138 |
Avg Bars in Winners | 231 | 207 | 249 | 231 | 207 | 249 |
Avg Bars in Losers | 53 | 45 | 62 | 53 | 45 | 62 |
Bars Traded | 10382 | 4272 | 6110 | 10382 | 4272 | 6110 |
Profit Streak | 23.7436 | 24.7436 | 0 | 23.7436 | 24.7436 | 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 | 535347 | 520406 | -303716 | -3366 | -584468 | 283571 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10741, "evaluation_days": 1790.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759153847389, "expiration_time": 1763787312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 54, "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": [ [ 1556312.9578649995, 1479184.9901437608, 77127.9677212379, 2769836.214352105, -1271902.136450217, 4041738.3508023224 ], [ 1556.312958, 1479.18499, 77.127968, 2769.836214, -1271.902136, 4041.738351 ], [ 0.869366, 0.826282, 0.043084, 0.187691, 0, 0.208225 ], [ 254.546225, 254.546225, 254.546225, 254.546225, 254.546225, 254.546225 ], [ -70261, -99721, -112908, -2699539, -3616225, -1336166 ], [ 3.586008, 6.009245, 1.251617, 1.193309, 0.853092, 1.712741 ], [ 88, 44, 44, 88, 44, 44 ], [ 32, 14, 18, 32, 14, 18 ], [ 56, 30, 26, 56, 30, 26 ], [ 36.363636, 31.818182, 40.909091, 36.363636, 31.818182, 40.909091 ], [ 6.275514, 12.876953, 1.807891, 2.088291, 1.828055, 2.47396 ], [ 1234422, 1234422, 66414, 1491031, 1279319, 1491031 ], [ -35072, -28044, -35072, -1039156, -1006692, -1039156 ], [ 117, 97, 138, 117, 97, 138 ], [ 231, 207, 249, 231, 207, 249 ], [ 53, 45, 62, 53, 45, 62 ], [ 10382, 4272, 6110, 10382, 4272, 6110 ], [ 23.743604, 24.743604, 0, 23.743604, 24.743604, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 535347, 520406, -303716, -3366, -584468, 283571 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10741, "evaluation_days": 1790.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759153847389, "expiration_time": 1763787312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 54, "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) |
---|