Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -666414.496 | -17656.4391 | -648758.057 | -239470.5086 | 1950054.9663 | -2189525.4749 |
Total P&L (%) | -666.4145 | -17.6564 | -648.7581 | -239.4705 | 1950.055 | -2189.5255 |
Avg Daily Profit (%) | -0.3732 | -0.0099 | -0.3633 | 0 | 0.1693 | 0 |
Buy And Hold Return (%) | 313.0923 | 313.0923 | 313.0923 | 313.0923 | 313.0923 | 313.0923 |
Max Trade Drawdown | -867864 | -199481 | -40307 | -1923391 | -53014 | -308617 |
Profit Factor | 0.3831 | 0.9348 | 0.1987 | 0.9072 | 14.5392 | 0.1016 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 17 | 20 | 27 | 16 | 11 |
Losing Trades | 27 | 15 | 12 | 37 | 16 | 21 |
Profitability (%) | 57.8125 | 53.125 | 62.5 | 42.1875 | 50 | 34.375 |
Ratio Avg Win / Avg Loss | 0.2796 | 0.8248 | 0.1192 | 1.2432 | 14.5392 | 0.194 |
Largest Winning Trade | 169309 | 169309 | 35052 | 803218 | 803218 | 126318 |
Largest Losing Trade | -714193 | -65436 | -714193 | -1923391 | -27886 | -1923391 |
Avg Bars in Trades | 49 | 71 | 27 | 49 | 71 | 27 |
Avg Bars in Winners | 19 | 21 | 17 | 88 | 126 | 32 |
Avg Bars in Losers | 90 | 128 | 43 | 21 | 16 | 24 |
Bars Traded | 3159 | 2283 | 876 | 3159 | 2283 | 876 |
Profit Streak | 14.5303 | 17.5303 | 14.5303 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722190 | -579837 | -578321 | -725927 | 567249 | -586608 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1610712000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758933820421, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 4, "offset": 0, "std": 2.89293 } }, "second_band": { "type": "alma", "factors": { "length": 145, "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": [ [ -666414.4960236833, -17656.4390633246, -648758.0569603585, -239470.5086107544, 1950054.9662848427, -2189525.4748955974 ], [ -666.414496, -17.656439, -648.758057, -239.470509, 1950.054966, -2189.525475 ], [ -0.373237, -0.009889, -0.363348, 0, 0.169309, 0 ], [ 313.092301, 313.092301, 313.092301, 313.092301, 313.092301, 313.092301 ], [ -867864, -199481, -40307, -1923391, -53014, -308617 ], [ 0.383149, 0.93478, 0.198697, 0.907226, 14.53915, 0.101621 ], [ 64, 32, 32, 64, 32, 32 ], [ 37, 17, 20, 27, 16, 11 ], [ 27, 15, 12, 37, 16, 21 ], [ 57.8125, 53.125, 62.5, 42.1875, 50, 34.375 ], [ 0.279595, 0.824806, 0.119218, 1.243236, 14.53915, 0.194005 ], [ 169309, 169309, 35052, 803218, 803218, 126318 ], [ -714193, -65436, -714193, -1923391, -27886, -1923391 ], [ 49, 71, 27, 49, 71, 27 ], [ 19, 21, 17, 88, 126, 32 ], [ 90, 128, 43, 21, 16, 24 ], [ 3159, 2283, 876, 3159, 2283, 876 ], [ 14.530329, 17.530329, 14.530329, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -722190, -579837, -578321, -725927, 567249, -586608 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1610712000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758933820421, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 4, "offset": 0, "std": 2.89293 } }, "second_band": { "type": "alma", "factors": { "length": 145, "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) |
---|