Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2593966.3756 | -158728.6886 | -2435237.6869 | 936729.4707 | -21036869.3221 | 21973598.7929 |
Total P&L (%) | -2593.9664 | -158.7287 | -2435.2377 | 936.7295 | -21036.8693 | 21973.5988 |
Avg Daily Profit (%) | -1.4483 | -0.0886 | -1.3597 | 0.1307 | 0 | 0.3018 |
Buy And Hold Return (%) | 251.656 | 251.656 | 251.656 | 251.656 | 251.656 | 251.656 |
Max Trade Drawdown | -2734443 | -245279 | -2511581 | -19911862 | -22604993 | -1673220 |
Profit Factor | 0.1163 | 0.4777 | 0.0746 | 1.034 | 0.0939 | 6.0757 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 57 | 24 | 33 | 57 | 23 | 34 |
Losing Trades | 31 | 20 | 11 | 31 | 21 | 10 |
Profitability (%) | 64.7727 | 54.5455 | 75 | 64.7727 | 52.2727 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.0633 | 0.3981 | 0.0249 | 0.5624 | 0.0857 | 1.787 |
Largest Winning Trade | 32311 | 32311 | 23931 | 18925939 | 1242210 | 18925939 |
Largest Losing Trade | -1434441 | -65960 | -1434441 | -10826247 | -10826247 | -1542617 |
Avg Bars in Trades | 38 | 51 | 26 | 38 | 51 | 26 |
Avg Bars in Winners | 10 | 17 | 6 | 14 | 13 | 15 |
Avg Bars in Losers | 90 | 92 | 86 | 83 | 93 | 64 |
Bars Traded | 3424 | 2271 | 1153 | 3424 | 2271 | 1153 |
Profit Streak | 53.1631 | 53.1631 | 125.1631 | 53.1631 | 53.1631 | 125.1631 |
Trades During Streak | 15 | 7 | 12 | 15 | 7 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576578 | -578531 | -575553 | -201229 | -578826 | 826382 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 83, "offset": 50 } } }
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{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3582, "evaluation_days": 1791, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1610193600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759204490893, "expiration_time": 1763832672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 83, "offset": 50 } } }
# | 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) |
---|