Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2404951.9861 | -120797.8899 | -2284154.0962 | 1455928.0896 | -18238078.0347 | 19694006.1243 |
Total P&L (%) | -2404.952 | -120.7979 | -2284.1541 | 1455.9281 | -18238.078 | 19694.0061 |
Avg Daily Profit (%) | -1.3355 | -0.0671 | -1.2684 | 0.1525 | 0 | 0.2941 |
Buy And Hold Return (%) | 296.0272 | 296.0272 | 296.0272 | 296.0272 | 296.0272 | 296.0272 |
Max Trade Drawdown | -2587057 | -252398 | -2385988 | -17971976 | -18839280 | -1062817 |
Profit Factor | 0.1262 | 0.5909 | 0.0704 | 1.0676 | 0.0527 | 9.6159 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 70 | 31 | 39 | 70 | 30 | 40 |
Losing Trades | 24 | 16 | 8 | 24 | 17 | 7 |
Profitability (%) | 74.4681 | 65.9574 | 82.9787 | 74.4681 | 63.8298 | 85.1064 |
Ratio Avg Win / Avg Loss | 0.0433 | 0.305 | 0.0144 | 0.366 | 0.0299 | 1.6828 |
Largest Winning Trade | 43255 | 43255 | 22499 | 19646322 | 142753 | 19646322 |
Largest Losing Trade | -1449408 | -66128 | -1449408 | -8751651 | -8751651 | -1062817 |
Avg Bars in Trades | 72 | 87 | 58 | 72 | 87 | 58 |
Avg Bars in Winners | 23 | 28 | 19 | 29 | 23 | 34 |
Avg Bars in Losers | 216 | 201 | 247 | 198 | 200 | 195 |
Bars Traded | 6856 | 4115 | 2741 | 6856 | 4115 | 2741 |
Profit Streak | 18.9023 | 0 | 144.4023 | 18.9023 | 0 | 144.4023 |
Trades During Streak | 1 | 0 | 18 | 1 | 0 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576517 | -578628 | -574794 | -137350 | -578904 | 848175 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7203, "evaluation_days": 1800.75, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609783200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760067562409, "expiration_time": 1764721944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 246, "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": [ [ -2404951.986101233, -120797.8898551554, -2284154.096246078, 1455928.089558675, -18238078.034743905, 19694006.12430257 ], [ -2404.951986, -120.79789, -2284.154096, 1455.92809, -18238.078035, 19694.006124 ], [ -1.335528, -0.067082, -1.268446, 0.152534, 0, 0.294085 ], [ 296.027246, 296.027246, 296.027246, 296.027246, 296.027246, 296.027246 ], [ -2587057, -252398, -2385988, -17971976, -18839280, -1062817 ], [ 0.126248, 0.590862, 0.070422, 1.067597, 0.052694, 9.615852 ], [ 94, 47, 47, 94, 47, 47 ], [ 70, 31, 39, 70, 30, 40 ], [ 24, 16, 8, 24, 17, 7 ], [ 74.468085, 65.957447, 82.978723, 74.468085, 63.829787, 85.106383 ], [ 0.043285, 0.304961, 0.014445, 0.366033, 0.02986, 1.682774 ], [ 43255, 43255, 22499, 19646322, 142753, 19646322 ], [ -1449408, -66128, -1449408, -8751651, -8751651, -1062817 ], [ 72, 87, 58, 72, 87, 58 ], [ 23, 28, 19, 29, 23, 34 ], [ 216, 201, 247, 198, 200, 195 ], [ 6856, 4115, 2741, 6856, 4115, 2741 ], [ 18.902343, 0, 144.402343, 18.902343, 0, 144.402343 ], [ 1, 0, 18, 1, 0, 18 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576517, -578628, -574794, -137350, -578904, 848175 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7203, "evaluation_days": 1800.75, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609783200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760067562409, "expiration_time": 1764721944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 246, "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) |
---|