Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1321159.4681 | 1209398.0954 | 111761.3727 | 3805207.0681 | -868291.2204 | 4673498.2885 |
Total P&L (%) | 1321.1595 | 1209.3981 | 111.7614 | 3805.2071 | -868.2912 | 4673.4983 |
Avg Daily Profit (%) | 0.738 | 0.6756 | 0.0624 | 0.2049 | 0 | 0.2162 |
Buy And Hold Return (%) | 371.2985 | 371.2985 | 371.2985 | 371.2985 | 371.2985 | 371.2985 |
Max Trade Drawdown | -79014 | -85003 | -125496 | -5143283 | -3922222 | -3128658 |
Profit Factor | 2.7723 | 3.8705 | 1.3448 | 1.156 | 0.9435 | 1.5176 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 50 | 46.3415 | 53.6585 | 50 | 46.3415 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.7723 | 4.4816 | 1.1614 | 1.156 | 1.0925 | 1.3106 |
Largest Winning Trade | 678041 | 678041 | 33220 | 1946326 | 1638431 | 1946326 |
Largest Losing Trade | -52031 | -42510 | -52031 | -2124466 | -2124466 | -1919953 |
Avg Bars in Trades | 64 | 86 | 41 | 64 | 86 | 41 |
Avg Bars in Winners | 78 | 98 | 61 | 78 | 98 | 61 |
Avg Bars in Losers | 50 | 76 | 19 | 50 | 76 | 19 |
Bars Traded | 10553 | 7125 | 3428 | 10553 | 7125 | 3428 |
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 | 582154 | 371007 | -278968 | -39998 | -584992 | 201798 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10741, "evaluation_days": 1790.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606737600000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759153854910, "expiration_time": 1763787312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 157, "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": [ [ 1321159.468145051, 1209398.095396099, 111761.3727489515, 3805207.068110708, -868291.2204013799, 4673498.288512083 ], [ 1321.159468, 1209.398095, 111.761373, 3805.207068, -868.29122, 4673.498289 ], [ 0.738008, 0.675577, 0.062431, 0.204933, 0, 0.216172 ], [ 371.298549, 371.298549, 371.298549, 371.298549, 371.298549, 371.298549 ], [ -79014, -85003, -125496, -5143283, -3922222, -3128658 ], [ 2.772275, 3.870466, 1.344799, 1.155991, 0.943485, 1.517562 ], [ 164, 82, 82, 164, 82, 82 ], [ 82, 38, 44, 82, 38, 44 ], [ 82, 44, 38, 82, 44, 38 ], [ 50, 46.341463, 53.658537, 50, 46.341463, 53.658537 ], [ 2.772275, 4.481593, 1.161417, 1.155991, 1.092457, 1.310621 ], [ 678041, 678041, 33220, 1946326, 1638431, 1946326 ], [ -52031, -42510, -52031, -2124466, -2124466, -1919953 ], [ 64, 86, 41, 64, 86, 41 ], [ 78, 98, 61, 78, 98, 61 ], [ 50, 76, 19, 50, 76, 19 ], [ 10553, 7125, 3428, 10553, 7125, 3428 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 582154, 371007, -278968, -39998, -584992, 201798 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10741, "evaluation_days": 1790.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606737600000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759153854910, "expiration_time": 1763787312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 157, "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) |
---|