Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1514747.0981 | 1387498.7646 | 127248.3335 | 4726787.4939 | -1401599.8043 | 6128387.2981 |
Total P&L (%) | 1514.7471 | 1387.4988 | 127.2483 | 4726.7875 | -1401.5998 | 6128.3873 |
Avg Daily Profit (%) | 0.8458 | 0.7747 | 0.071 | 0.2167 | 0 | 0.231 |
Buy And Hold Return (%) | 230.3758 | 230.3758 | 230.3758 | 230.3758 | 230.3758 | 230.3758 |
Max Trade Drawdown | -118157 | -135410 | -113971 | -4673581 | -6389058 | -2079979 |
Profit Factor | 3.0702 | 5.1799 | 1.3183 | 1.2013 | 0.8905 | 1.5742 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 39.6104 | 33.7662 | 45.4545 | 39.6104 | 33.7662 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.6808 | 10.1605 | 1.582 | 1.8316 | 1.7468 | 1.889 |
Largest Winning Trade | 1107064 | 1107064 | 56275 | 2700579 | 2700579 | 2034755 |
Largest Losing Trade | -50781 | -22881 | -50781 | -1250701 | -774754 | -1250701 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 3438 | 1503 | 1935 | 3438 | 1503 | 1935 |
Profit Streak | 0 | 0 | 32.1632 | 0 | 0 | 32.1632 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569961 | -27768 | -304995 | 209407 | -625993 | -31277 |
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{ "first_band": { "type": "wma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 14, "offset": 0, "multiplier": 1.43159 } } }
{ "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": [ [ 1514747.0981226622, 1387498.7645791022, 127248.3335435601, 4726787.493893897, -1401599.8042500946, 6128387.298143994 ], [ 1514.747098, 1387.498765, 127.248334, 4726.787494, -1401.599804, 6128.387298 ], [ 0.845755, 0.774706, 0.071049, 0.216693, 0, 0.230959 ], [ 230.375832, 230.375832, 230.375832, 230.375832, 230.375832, 230.375832 ], [ -118157, -135410, -113971, -4673581, -6389058, -2079979 ], [ 3.070178, 5.17985, 1.31832, 1.201348, 0.89052, 1.574175 ], [ 154, 77, 77, 154, 77, 77 ], [ 61, 26, 35, 61, 26, 35 ], [ 93, 51, 42, 93, 51, 42 ], [ 39.61039, 33.766234, 45.454545, 39.61039, 33.766234, 45.454545 ], [ 4.680763, 10.160475, 1.581984, 1.831563, 1.746789, 1.88901 ], [ 1107064, 1107064, 56275, 2700579, 2700579, 2034755 ], [ -50781, -22881, -50781, -1250701, -774754, -1250701 ], [ 22, 19, 25, 22, 19, 25 ], [ 37, 35, 39, 37, 35, 39 ], [ 12, 11, 12, 12, 11, 12 ], [ 3438, 1503, 1935, 3438, 1503, 1935 ], [ 0, 0, 32.163156, 0, 0, 32.163156 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 569961, -27768, -304995, 209407, -625993, -31277 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3582, "evaluation_days": 1791, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608508800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759204496699, "expiration_time": 1763832672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 14, "offset": 0, "multiplier": 1.43159 } } }
# | 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) |
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