Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2124211.5457 | 1951754.7143 | 172456.8314 | 24508088.12 | -7586447.4601 | 32094535.58 |
Total P&L (%) | 2124.2115 | 1951.7547 | 172.4568 | 24508.0881 | -7586.4475 | 32094.5356 |
Avg Daily Profit (%) | 1.1788 | 1.0831 | 0.0957 | 0.306 | 0 | 0.321 |
Buy And Hold Return (%) | 206.8141 | 206.8141 | 206.8141 | 206.8141 | 206.8141 | 206.8141 |
Max Trade Drawdown | -92668 | -65364 | -36143 | -43214828 | -33862740 | -16366585 |
Profit Factor | 7.4316 | 11.8584 | 2.1457 | 1.2272 | 0.8791 | 1.7113 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 35.5263 | 36.8421 | 34.2105 | 35.5263 | 36.8421 | 34.2105 |
Ratio Avg Win / Avg Loss | 13.487 | 20.3287 | 4.1263 | 2.2272 | 1.507 | 3.291 |
Largest Winning Trade | 1044158 | 1044158 | 64607 | 24073571 | 17457507 | 24073571 |
Largest Losing Trade | -27264 | -27264 | -16803 | -18491416 | -18491416 | -8809094 |
Avg Bars in Trades | 67 | 55 | 79 | 67 | 55 | 79 |
Avg Bars in Winners | 157 | 113 | 204 | 157 | 113 | 204 |
Avg Bars in Losers | 18 | 22 | 14 | 18 | 22 | 14 |
Bars Traded | 5143 | 2127 | 3016 | 5143 | 2127 | 3016 |
Profit Streak | 0 | 0 | 40.8353 | 0 | 0 | 40.8353 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37383 | 606097 | -232477 | -49712 | -583104 | 242506 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5406, "evaluation_days": 1802, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1608768000000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760155372374, "expiration_time": 1764811584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 2124211.5456610788, 1951754.714295768, 172456.8313653102, 24508088.119957276, -7586447.460086993, 32094535.580044303 ], [ 2124.211546, 1951.754714, 172.456831, 24508.08812, -7586.44746, 32094.53558 ], [ 1.178808, 1.083105, 0.095703, 0.305998, 0, 0.320957 ], [ 206.81406, 206.81406, 206.81406, 206.81406, 206.81406, 206.81406 ], [ -92668, -65364, -36143, -43214828, -33862740, -16366585 ], [ 7.431612, 11.85839, 2.145661, 1.227241, 0.879061, 1.711299 ], [ 76, 38, 38, 76, 38, 38 ], [ 27, 14, 13, 27, 14, 13 ], [ 49, 24, 25, 49, 24, 25 ], [ 35.526316, 36.842105, 34.210526, 35.526316, 36.842105, 34.210526 ], [ 13.486999, 20.328668, 4.12627, 2.227216, 1.506962, 3.29096 ], [ 1044158, 1044158, 64607, 24073571, 17457507, 24073571 ], [ -27264, -27264, -16803, -18491416, -18491416, -8809094 ], [ 67, 55, 79, 67, 55, 79 ], [ 157, 113, 204, 157, 113, 204 ], [ 18, 22, 14, 18, 22, 14 ], [ 5143, 2127, 3016, 5143, 2127, 3016 ], [ 0, 0, 40.835328, 0, 0, 40.835328 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -37383, 606097, -232477, -49712, -583104, 242506 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5406, "evaluation_days": 1802, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1608768000000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760155372374, "expiration_time": 1764811584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
---|