Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1647551.7005 | 1541269.9212 | 106281.7793 | 4125936.2153 | -8233389.5722 | 12359325.7875 |
Total P&L (%) | 1647.5517 | 1541.2699 | 106.2818 | 4125.9362 | -8233.3896 | 12359.3258 |
Avg Daily Profit (%) | 0.9135 | 0.8546 | 0.0589 | 0.2078 | 0 | 0.2679 |
Buy And Hold Return (%) | 164.8333 | 164.8333 | 164.8333 | 164.8333 | 164.8333 | 164.8333 |
Max Trade Drawdown | -110652 | -143228 | -89731 | -15460402 | -21859325 | -6553992 |
Profit Factor | 2.8013 | 4.4862 | 1.2249 | 1.0462 | 0.8285 | 1.2987 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 109 | 48 | 61 | 109 | 48 | 61 |
Losing Trades | 143 | 78 | 65 | 143 | 78 | 65 |
Profitability (%) | 43.254 | 38.0952 | 48.4127 | 43.254 | 38.0952 | 48.4127 |
Ratio Avg Win / Avg Loss | 3.6751 | 7.29 | 1.3052 | 1.3725 | 1.3464 | 1.3839 |
Largest Winning Trade | 1282555 | 1282555 | 56383 | 7535645 | 7535645 | 6048624 |
Largest Losing Trade | -28362 | -18579 | -28362 | -4536377 | -2477786 | -4536377 |
Avg Bars in Trades | 41 | 33 | 49 | 41 | 33 | 49 |
Avg Bars in Winners | 64 | 54 | 73 | 64 | 54 | 73 |
Avg Bars in Losers | 23 | 20 | 27 | 23 | 20 | 27 |
Bars Traded | 10493 | 4226 | 6267 | 10493 | 4226 | 6267 |
Profit Streak | 0 | 0 | 23.9418 | 0 | 0 | 23.9418 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 623019 | 568156 | -280190 | -162958 | -583960 | 319974 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10821, "evaluation_days": 1803.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607947200000, "last_datapoint_time": 1760299200000, "evaluation_time": 1760308572812, "expiration_time": 1764973872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 241, "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": [ [ 1647551.700494086, 1541269.921207739, 106281.7792863473, 4125936.2153215874, -8233389.5722032245, 12359325.78752481 ], [ 1647.5517, 1541.269921, 106.281779, 4125.936215, -8233.389572, 12359.325788 ], [ 0.91353, 0.854599, 0.058931, 0.207802, 0, 0.267897 ], [ 164.833326, 164.833326, 164.833326, 164.833326, 164.833326, 164.833326 ], [ -110652, -143228, -89731, -15460402, -21859325, -6553992 ], [ 2.801284, 4.486163, 1.224914, 1.046154, 0.828529, 1.29869 ], [ 252, 126, 126, 252, 126, 126 ], [ 109, 48, 61, 109, 48, 61 ], [ 143, 78, 65, 143, 78, 65 ], [ 43.253968, 38.095238, 48.412698, 43.253968, 38.095238, 48.412698 ], [ 3.675079, 7.290015, 1.305236, 1.372477, 1.34636, 1.38385 ], [ 1282555, 1282555, 56383, 7535645, 7535645, 6048624 ], [ -28362, -18579, -28362, -4536377, -2477786, -4536377 ], [ 41, 33, 49, 41, 33, 49 ], [ 64, 54, 73, 64, 54, 73 ], [ 23, 20, 27, 23, 20, 27 ], [ 10493, 4226, 6267, 10493, 4226, 6267 ], [ 0, 0, 23.941815, 0, 0, 23.941815 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 623019, 568156, -280190, -162958, -583960, 319974 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10821, "evaluation_days": 1803.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607947200000, "last_datapoint_time": 1760299200000, "evaluation_time": 1760308572812, "expiration_time": 1764973872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 241, "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) |
---|