Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702440.3911 | 793334.8834 | -90894.4923 | -73156.0833 | 226591.5815 | -299747.6649 |
Total P&L (%) | 702.4404 | 793.3349 | -90.8945 | -73.1561 | 226.5916 | -299.7477 |
Avg Daily Profit (%) | 0.3896 | 0.44 | -0.0504 | -0.0729 | 0.0657 | 0 |
Buy And Hold Return (%) | 157.1612 | 157.1612 | 157.1612 | 157.1612 | 157.1612 | 157.1612 |
Max Trade Drawdown | -152265 | -143558 | -252894 | -278578 | -132469 | -398836 |
Profit Factor | 1.7973 | 2.9601 | 0.8091 | 0.9158 | 1.6945 | 0.4471 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 41.8182 | 36.3636 | 47.2727 | 41.8182 | 36.3636 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.5006 | 5.1801 | 0.9025 | 1.2741 | 2.9654 | 0.4986 |
Largest Winning Trade | 623763 | 623763 | 61159 | 175003 | 175003 | 53174 |
Largest Losing Trade | -86040 | -29535 | -86040 | -194966 | -50926 | -194966 |
Avg Bars in Trades | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Winners | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 5351 | 2584 | 2767 | 5351 | 2584 | 2767 |
Profit Streak | 19.0462 | 0 | 59.0462 | 19.0462 | 0 | 59.0462 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321573 | -171195 | -760916 | -581441 | -316015 | -760916 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5409, "evaluation_days": 1803, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1605456000000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760231190950, "expiration_time": 1764900576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "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": [ [ 702440.3910807546, 793334.8833515877, -90894.4922708328, -73156.0833368807, 226591.5815186215, -299747.6648555023 ], [ 702.440391, 793.334883, -90.894492, -73.156083, 226.591582, -299.747665 ], [ 0.389595, 0.440008, -0.050413, -0.072915, 0.065664, 0 ], [ 157.161238, 157.161238, 157.161238, 157.161238, 157.161238, 157.161238 ], [ -152265, -143558, -252894, -278578, -132469, -398836 ], [ 1.797317, 2.960083, 0.809149, 0.915753, 1.694503, 0.44705 ], [ 110, 55, 55, 110, 55, 55 ], [ 46, 20, 26, 46, 20, 26 ], [ 64, 35, 29, 64, 35, 29 ], [ 41.818182, 36.363636, 47.272727, 41.818182, 36.363636, 47.272727 ], [ 2.500614, 5.180145, 0.902513, 1.274091, 2.96538, 0.498633 ], [ 623763, 623763, 61159, 175003, 175003, 53174 ], [ -86040, -29535, -86040, -194966, -50926, -194966 ], [ 48, 46, 50, 48, 46, 50 ], [ 66, 66, 66, 66, 66, 66 ], [ 36, 36, 36, 36, 36, 36 ], [ 5351, 2584, 2767, 5351, 2584, 2767 ], [ 19.046191, 0, 59.046191, 19.046192, 0, 59.046192 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321573, -171195, -760916, -581441, -316015, -760916 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5409, "evaluation_days": 1803, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1605456000000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760231190950, "expiration_time": 1764900576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "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) |
---|