Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2374001.7431 | -37261.2034 | -2336740.5397 | -3918042.4364 | 5551488.3191 | -9469530.7555 |
Total P&L (%) | -2374.0017 | -37.2612 | -2336.7405 | -3918.0424 | 5551.4883 | -9469.5308 |
Avg Daily Profit (%) | -1.3277 | -0.0208 | -1.3069 | 0 | 0.2259 | 0 |
Buy And Hold Return (%) | 313.2595 | 313.2595 | 313.2595 | 313.2595 | 313.2595 | 313.2595 |
Max Trade Drawdown | -2621397 | -121610 | -2565063 | -6634112 | -917166 | -10026169 |
Profit Factor | 0.1847 | 0.849 | 0.1232 | 0.7848 | 2.187 | 0.3001 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 65 | 27 | 38 | 25 | 18 | 7 |
Losing Trades | 23 | 17 | 6 | 63 | 26 | 37 |
Profitability (%) | 73.8636 | 61.3636 | 86.3636 | 28.4091 | 40.9091 | 15.9091 |
Ratio Avg Win / Avg Loss | 0.0654 | 0.5345 | 0.0195 | 1.9777 | 3.1591 | 1.5864 |
Largest Winning Trade | 23787 | 23787 | 20885 | 3381051 | 3381051 | 2770878 |
Largest Losing Trade | -2565063 | -68242 | -2565063 | -4990984 | -532581 | -4990984 |
Avg Bars in Trades | 54 | 46 | 61 | 54 | 46 | 61 |
Avg Bars in Winners | 25 | 16 | 30 | 109 | 89 | 158 |
Avg Bars in Losers | 136 | 94 | 255 | 32 | 16 | 43 |
Bars Traded | 4758 | 2057 | 2701 | 4758 | 2057 | 2701 |
Profit Streak | 89.2102 | 89.2102 | 243.2102 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575553 | -577841 | -574764 | -592554 | 321960 | -648101 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5364, "evaluation_days": 1788, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1610611200000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758949357274, "expiration_time": 1763565696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.11233, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 214, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -2374001.743090296, -37261.2034147773, -2336740.5396755175, -3918042.4363565682, 5551488.31910306, -9469530.755459625 ], [ -2374.001743, -37.261203, -2336.74054, -3918.042436, 5551.488319, -9469.530755 ], [ -1.327741, -0.02084, -1.306902, 0, 0.225898, 0 ], [ 313.259542, 313.259542, 313.259542, 313.259542, 313.259542, 313.259542 ], [ -2621397, -121610, -2565063, -6634112, -917166, -10026169 ], [ 0.184699, 0.848982, 0.1232, 0.784806, 2.187036, 0.300122 ], [ 88, 44, 44, 88, 44, 44 ], [ 65, 27, 38, 25, 18, 7 ], [ 23, 17, 6, 63, 26, 37 ], [ 73.863636, 61.363636, 86.363636, 28.409091, 40.909091, 15.909091 ], [ 0.065355, 0.534544, 0.019453, 1.977711, 3.159051, 1.586359 ], [ 23787, 23787, 20885, 3381051, 3381051, 2770878 ], [ -2565063, -68242, -2565063, -4990984, -532581, -4990984 ], [ 54, 46, 61, 54, 46, 61 ], [ 25, 16, 30, 109, 89, 158 ], [ 136, 94, 255, 32, 16, 43 ], [ 4758, 2057, 2701, 4758, 2057, 2701 ], [ 89.210154, 89.210154, 243.210154, 0, 0, 0 ], [ 9, 4, 7, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575553, -577841, -574764, -592554, 321960, -648101 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5364, "evaluation_days": 1788, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1610611200000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758949357274, "expiration_time": 1763565696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.11233, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 214, "offset": 0, "scalar": 3 } } }
# | 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) |
---|