Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -114517.6806 | 254830.6707 | -369348.3513 | -318916.9351 | 3031030.1541 | -3349947.0891 |
Total P&L (%) | -114.5177 | 254.8307 | -369.3484 | -318.9169 | 3031.0302 | -3349.9471 |
Avg Daily Profit (%) | -0.0641 | 0.1427 | -0.2069 | 0 | 0.1931 | 0 |
Buy And Hold Return (%) | 225.9055 | 225.9055 | 225.9055 | 225.9055 | 225.9055 | 225.9055 |
Max Trade Drawdown | -467706 | -215628 | -445929 | -6866592 | -3885703 | -3874635 |
Profit Factor | 0.9026 | 1.4743 | 0.4217 | 0.9777 | 1.4095 | 0.5161 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 49 | 20 | 29 | 55 | 33 | 22 |
Losing Trades | 50 | 29 | 21 | 44 | 16 | 28 |
Profitability (%) | 49.4949 | 40.8163 | 58 | 55.5556 | 67.3469 | 44 |
Ratio Avg Win / Avg Loss | 0.921 | 2.1378 | 0.3054 | 0.7822 | 0.6834 | 0.6569 |
Largest Winning Trade | 133246 | 133246 | 36985 | 1148447 | 1148447 | 630780 |
Largest Losing Trade | -398234 | -49951 | -398234 | -3281872 | -2230911 | -3281872 |
Avg Bars in Trades | 65 | 90 | 41 | 65 | 90 | 41 |
Avg Bars in Winners | 44 | 61 | 32 | 74 | 94 | 43 |
Avg Bars in Losers | 86 | 110 | 52 | 54 | 81 | 39 |
Bars Traded | 6496 | 4435 | 2061 | 6496 | 4435 | 2061 |
Profit Streak | 87.0364 | 0 | 138.7864 | 0 | 298.5364 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580152 | -129641 | -758835 | -579794 | 389550 | -763166 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608508800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758955947212, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 173, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -114517.6805819627, 254830.6706942914, -369348.3512762539, -318916.9350824244, 3031030.1540563367, -3349947.089138758 ], [ -114.517681, 254.830671, -369.348351, -318.916935, 3031.030154, -3349.947089 ], [ -0.064147, 0.142742, -0.206889, 0, 0.193097, 0 ], [ 225.905495, 225.905495, 225.905495, 225.905495, 225.905495, 225.905495 ], [ -467706, -215628, -445929, -6866592, -3885703, -3874635 ], [ 0.902616, 1.474344, 0.42173, 0.977737, 1.409469, 0.5161 ], [ 99, 49, 50, 99, 49, 50 ], [ 49, 20, 29, 55, 33, 22 ], [ 50, 29, 21, 44, 16, 28 ], [ 49.494949, 40.816327, 58, 55.555556, 67.346939, 44 ], [ 0.921037, 2.137799, 0.305391, 0.78219, 0.683379, 0.656854 ], [ 133246, 133246, 36985, 1148447, 1148447, 630780 ], [ -398234, -49951, -398234, -3281872, -2230911, -3281872 ], [ 65, 90, 41, 65, 90, 41 ], [ 44, 61, 32, 74, 94, 43 ], [ 86, 110, 52, 54, 81, 39 ], [ 6496, 4435, 2061, 6496, 4435, 2061 ], [ 87.036426, 0, 138.786426, 0, 298.536426, 0 ], [ 1, 0, 2, 0, 6, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -580152, -129641, -758835, -579794, 389550, -763166 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608508800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758955947212, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 173, "offset": 0, "scalar": 2 } } }
# | 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) |
---|