Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995765.842 | 1110617.1623 | -114851.3203 | -69307.635 | 195051.7009 | -264359.3359 |
Total P&L (%) | 995.7658 | 1110.6172 | -114.8513 | -69.3076 | 195.0517 | -264.3593 |
Avg Daily Profit (%) | 0.5533 | 0.6171 | -0.0638 | -0.0656 | 0.0601 | 0 |
Buy And Hold Return (%) | 392.2727 | 392.2727 | 392.2727 | 392.2727 | 392.2727 | 392.2727 |
Max Trade Drawdown | -136250 | -111382 | -253958 | -143199 | -48575 | -285406 |
Profit Factor | 2.3495 | 5.0366 | 0.7518 | 0.852 | 2.908 | 0.2777 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 35.2941 | 32.3529 | 38.2353 | 35.2941 | 32.3529 | 38.2353 |
Ratio Avg Win / Avg Loss | 4.3075 | 10.531 | 1.2144 | 1.562 | 6.0803 | 0.4486 |
Largest Winning Trade | 975054 | 975054 | 67556 | 129053 | 129053 | 22123 |
Largest Losing Trade | -78964 | -37530 | -78964 | -122088 | -12399 | -122088 |
Avg Bars in Trades | 154 | 113 | 195 | 154 | 113 | 195 |
Avg Bars in Winners | 289 | 193 | 371 | 289 | 193 | 371 |
Avg Bars in Losers | 81 | 75 | 87 | 81 | 75 | 87 |
Bars Traded | 10528 | 3872 | 6656 | 10528 | 3872 | 6656 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107485 | 334209 | -583703 | -697496 | -279726 | -585370 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10798, "evaluation_days": 1799.67, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606708800000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759978441673, "expiration_time": 1764632736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 105, "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": [ [ 995765.8420196816, 1110617.1623148925, -114851.3202952102, -69307.6350136937, 195051.7008958966, -264359.3359095902 ], [ 995.765842, 1110.617162, -114.85132, -69.307635, 195.051701, -264.359336 ], [ 0.553305, 0.617123, -0.063818, -0.06561, 0.060139, 0 ], [ 392.272727, 392.272727, 392.272727, 392.272727, 392.272727, 392.272727 ], [ -136250, -111382, -253958, -143199, -48575, -285406 ], [ 2.349542, 5.036587, 0.751789, 0.851982, 2.907951, 0.277719 ], [ 68, 34, 34, 68, 34, 34 ], [ 24, 11, 13, 24, 11, 13 ], [ 44, 23, 21, 44, 23, 21 ], [ 35.294118, 32.352941, 38.235294, 35.294118, 32.352941, 38.235294 ], [ 4.307494, 10.531045, 1.214429, 1.561966, 6.080262, 0.448622 ], [ 975054, 975054, 67556, 129053, 129053, 22123 ], [ -78964, -37530, -78964, -122088, -12399, -122088 ], [ 154, 113, 195, 154, 113, 195 ], [ 289, 193, 371, 289, 193, 371 ], [ 81, 75, 87, 81, 75, 87 ], [ 10528, 3872, 6656, 10528, 3872, 6656 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -107485, 334209, -583703, -697496, -279726, -585370 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10798, "evaluation_days": 1799.67, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606708800000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759978441673, "expiration_time": 1764632736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 105, "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) |
---|