Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1812681.2912 | 32921.447 | -1845602.7382 | 2174785.0212 | -18082241.1789 | 20257026.2001 |
Total P&L (%) | -1812.6813 | 32.9214 | -1845.6027 | 2174.785 | -18082.2412 | 20257.0262 |
Avg Daily Profit (%) | -1.0086 | 0.0183 | -1.0269 | 0.174 | 0 | 0.2962 |
Buy And Hold Return (%) | 355.0584 | 355.0584 | 355.0584 | 355.0584 | 355.0584 | 355.0584 |
Max Trade Drawdown | -1915908 | -170800 | -1946570 | -35794244 | -37840664 | -4321294 |
Profit Factor | 0.2708 | 1.0878 | 0.1256 | 1.0372 | 0.6234 | 2.9335 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 61.3636 | 65.9091 | 56.8182 | 61.3636 | 65.9091 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.1705 | 0.5626 | 0.0955 | 0.653 | 0.3225 | 2.2294 |
Largest Winning Trade | 120190 | 120190 | 32444 | 16772592 | 16772592 | 15585239 |
Largest Losing Trade | -1001719 | -69936 | -1001719 | -22214450 | -22214450 | -2713674 |
Avg Bars in Trades | 119 | 131 | 106 | 119 | 131 | 106 |
Avg Bars in Winners | 68 | 68 | 68 | 78 | 72 | 85 |
Avg Bars in Losers | 199 | 255 | 156 | 183 | 246 | 134 |
Bars Traded | 10490 | 5802 | 4688 | 10490 | 5802 | 4688 |
Profit Streak | 31.382 | 154.882 | 31.382 | 31.382 | 154.882 | 31.382 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577793 | -456336 | -579295 | -171079 | -577304 | 574001 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10783, "evaluation_days": 1797.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606924800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759756208103, "expiration_time": 1764410256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 5, "offset": 165 } } }
{ "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": [ [ -1812681.2912120002, 32921.4469805469, -1845602.7381925485, 2174785.021170688, -18082241.178904954, 20257026.200075656 ], [ -1812.681291, 32.921447, -1845.602738, 2174.785021, -18082.241179, 20257.0262 ], [ -1.008631, 0.018318, -1.026949, 0.174006, 0, 0.296237 ], [ 355.05837, 355.05837, 355.05837, 355.05837, 355.05837, 355.05837 ], [ -1915908, -170800, -1946570, -35794244, -37840664, -4321294 ], [ 0.270816, 1.087768, 0.125641, 1.037179, 0.623425, 2.933451 ], [ 88, 44, 44, 88, 44, 44 ], [ 54, 29, 25, 54, 29, 25 ], [ 34, 15, 19, 34, 15, 19 ], [ 61.363636, 65.909091, 56.818182, 61.363636, 65.909091, 56.818182 ], [ 0.170514, 0.562638, 0.095488, 0.653039, 0.322461, 2.229422 ], [ 120190, 120190, 32444, 16772592, 16772592, 15585239 ], [ -1001719, -69936, -1001719, -22214450, -22214450, -2713674 ], [ 119, 131, 106, 119, 131, 106 ], [ 68, 68, 68, 78, 72, 85 ], [ 199, 255, 156, 183, 246, 134 ], [ 10490, 5802, 4688, 10490, 5802, 4688 ], [ 31.382038, 154.882038, 31.382038, 31.382038, 154.882038, 31.382038 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577793, -456336, -579295, -171079, -577304, 574001 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10783, "evaluation_days": 1797.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606924800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759756208103, "expiration_time": 1764410256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 5, "offset": 165 } } }
# | 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) |
---|