Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1541920.9738 | -112697.2292 | -1429223.7446 | -205041.4187 | 1979897.9996 | -2184939.4183 |
Total P&L (%) | -1541.921 | -112.6972 | -1429.2237 | -205.0414 | 1979.898 | -2184.9394 |
Avg Daily Profit (%) | -0.8636 | -0.0631 | -0.8005 | 0 | 0.1701 | 0 |
Buy And Hold Return (%) | 61.8114 | 61.8114 | 61.8114 | 61.8114 | 61.8114 | 61.8114 |
Max Trade Drawdown | -1585941 | -157461 | -1484574 | -2009226 | -100509 | -2240098 |
Profit Factor | 0.2035 | 0.6226 | 0.1271 | 0.9363 | 6.2863 | 0.2316 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 13 | 21 | 38 | 23 | 15 |
Losing Trades | 40 | 24 | 16 | 36 | 14 | 22 |
Profitability (%) | 45.9459 | 35.1351 | 56.7568 | 51.3514 | 62.1622 | 40.5405 |
Ratio Avg Win / Avg Loss | 0.2395 | 1.1494 | 0.0969 | 0.887 | 3.8265 | 0.3397 |
Largest Winning Trade | 65123 | 65123 | 29454 | 1403263 | 1403263 | 173374 |
Largest Losing Trade | -1473260 | -84980 | -1473260 | -1764258 | -100509 | -1764258 |
Avg Bars in Trades | 42 | 53 | 31 | 42 | 53 | 31 |
Avg Bars in Winners | 19 | 26 | 14 | 56 | 70 | 35 |
Avg Bars in Losers | 63 | 68 | 54 | 28 | 26 | 29 |
Bars Traded | 3173 | 1992 | 1181 | 3173 | 1992 | 1181 |
Profit Streak | 11.3938 | 0 | 26.3938 | 0 | 46.3938 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -650498 | -584886 | -579355 | -649380 | 695202 | -584451 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1614297600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878822796, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 228, "offset": 0, "scalar": 1 } } }
{ "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": [ [ -1541920.9738442902, -112697.2292241152, -1429223.744620175, -205041.4187155347, 1979897.99956703, -2184939.4182825657 ], [ -1541.920974, -112.697229, -1429.223745, -205.041419, 1979.898, -2184.939418 ], [ -0.863579, -0.063118, -0.800461, 0, 0.17012, 0 ], [ 61.811364, 61.811364, 61.811364, 61.811364, 61.811364, 61.811364 ], [ -1585941, -157461, -1484574, -2009226, -100509, -2240098 ], [ 0.203548, 0.622584, 0.12713, 0.936283, 6.286316, 0.231589 ], [ 74, 37, 37, 74, 37, 37 ], [ 34, 13, 21, 38, 23, 15 ], [ 40, 24, 16, 36, 14, 22 ], [ 45.945946, 35.135135, 56.756757, 51.351351, 62.162162, 40.540541 ], [ 0.239468, 1.149386, 0.096861, 0.887005, 3.826453, 0.339664 ], [ 65123, 65123, 29454, 1403263, 1403263, 173374 ], [ -1473260, -84980, -1473260, -1764258, -100509, -1764258 ], [ 42, 53, 31, 42, 53, 31 ], [ 19, 26, 14, 56, 70, 35 ], [ 63, 68, 54, 28, 26, 29 ], [ 3173, 1992, 1181, 3173, 1992, 1181 ], [ 11.393782, 0, 26.393782, 0, 46.393782, 0 ], [ 1, 0, 1, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -650498, -584886, -579355, -649380, 695202, -584451 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1614297600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878822796, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 228, "offset": 0, "scalar": 1 } } }
# | 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) |
---|