Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2364795.149 | 2291873.1872 | 72921.9618 | 982833.8761 | 6480379.7785 | -5497545.9024 |
Total P&L (%) | 2364.7951 | 2291.8732 | 72.922 | 982.8339 | 6480.3798 | -5497.5459 |
Avg Daily Profit (%) | 1.3112 | 1.2708 | 0.0404 | 0.1322 | 0.2324 | 0 |
Buy And Hold Return (%) | 175.1759 | 175.1759 | 175.1759 | 175.1759 | 175.1759 | 175.1759 |
Max Trade Drawdown | -118643 | -126860 | -81971 | -10889226 | -5245794 | -7754760 |
Profit Factor | 4.5249 | 7.7921 | 1.2187 | 1.0452 | 1.714 | 0.5656 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 46.6667 | 35.5556 | 57.7778 | 46.6667 | 35.5556 | 57.7778 |
Ratio Avg Win / Avg Loss | 5.1713 | 14.1231 | 0.8906 | 1.1945 | 3.1066 | 0.4133 |
Largest Winning Trade | 1590930 | 1590930 | 57382 | 10916837 | 10916837 | 1111195 |
Largest Losing Trade | -77188 | -28960 | -77188 | -7590872 | -1965345 | -7590872 |
Avg Bars in Trades | 76 | 76 | 76 | 76 | 76 | 76 |
Avg Bars in Winners | 106 | 110 | 104 | 106 | 110 | 104 |
Avg Bars in Losers | 50 | 58 | 38 | 50 | 58 | 38 |
Bars Traded | 6906 | 3458 | 3446 | 6906 | 3458 | 3446 |
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 | 720005 | 595858 | -305677 | -188917 | 216422 | -579703 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7214, "evaluation_days": 1803.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607990400000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760317076140, "expiration_time": 1764966672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 76, "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": [ [ 2364795.1490456066, 2291873.187233677, 72921.9618119301, 982833.876072335, 6480379.778473537, -5497545.902401205 ], [ 2364.795149, 2291.873187, 72.921962, 982.833876, 6480.379778, -5497.545902 ], [ 1.311225, 1.270792, 0.040434, 0.132173, 0.232411, 0 ], [ 175.175928, 175.175928, 175.175928, 175.175928, 175.175928, 175.175928 ], [ -118643, -126860, -81971, -10889226, -5245794, -7754760 ], [ 4.524902, 7.792059, 1.218691, 1.045228, 1.713985, 0.565561 ], [ 90, 45, 45, 90, 45, 45 ], [ 42, 16, 26, 42, 16, 26 ], [ 48, 29, 19, 48, 29, 19 ], [ 46.666667, 35.555556, 57.777778, 46.666667, 35.555556, 57.777778 ], [ 5.171317, 14.123106, 0.890582, 1.194546, 3.106598, 0.413294 ], [ 1590930, 1590930, 57382, 10916837, 10916837, 1111195 ], [ -77188, -28960, -77188, -7590872, -1965345, -7590872 ], [ 76, 76, 76, 76, 76, 76 ], [ 106, 110, 104, 106, 110, 104 ], [ 50, 58, 38, 50, 58, 38 ], [ 6906, 3458, 3446, 6906, 3458, 3446 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 720005, 595858, -305677, -188917, 216422, -579703 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7214, "evaluation_days": 1803.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607990400000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760317076140, "expiration_time": 1764966672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 76, "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) |
---|