Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1849642.8832 | 1719796.3748 | 129846.5084 | 947859.4337 | -856438.1271 | 1804297.5608 |
Total P&L (%) | 1849.6429 | 1719.7964 | 129.8465 | 947.8594 | -856.4381 | 1804.2976 |
Avg Daily Profit (%) | 1.0304 | 0.9581 | 0.0723 | 0.131 | 0 | 0.1643 |
Buy And Hold Return (%) | 314.9106 | 314.9106 | 314.9106 | 314.9106 | 314.9106 | 314.9106 |
Max Trade Drawdown | -101638 | -81183 | -57143 | -2653569 | -2235342 | -1916149 |
Profit Factor | 4.9601 | 7.8304 | 1.6032 | 1.0943 | 0.8513 | 1.42 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 43.0556 | 33.3333 | 52.7778 | 43.0556 | 33.3333 | 52.7778 |
Ratio Avg Win / Avg Loss | 6.5602 | 15.6607 | 1.4344 | 1.4473 | 1.7026 | 1.2705 |
Largest Winning Trade | 1771039 | 1771039 | 62014 | 1263627 | 1263627 | 1070824 |
Largest Losing Trade | -39568 | -33434 | -39568 | -1154133 | -1154133 | -912733 |
Avg Bars in Trades | 88 | 79 | 96 | 88 | 79 | 96 |
Avg Bars in Winners | 129 | 146 | 119 | 129 | 146 | 119 |
Avg Bars in Losers | 56 | 45 | 72 | 56 | 45 | 72 |
Bars Traded | 6347 | 2856 | 3491 | 6347 | 2856 | 3491 |
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 | -66097 | 515593 | -259852 | -224182 | -584483 | 290180 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7180, "evaluation_days": 1795, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609632000000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759584104948, "expiration_time": 1764210240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 2.59693 } } }
{ "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": [ [ 1849642.8831953548, 1719796.374815374, 129846.5083799806, 947859.433737537, -856438.1270604408, 1804297.5607979787 ], [ 1849.642883, 1719.796375, 129.846508, 947.859434, -856.438127, 1804.297561 ], [ 1.030442, 0.958104, 0.072338, 0.130968, 0, 0.164296 ], [ 314.910555, 314.910555, 314.910555, 314.910555, 314.910555, 314.910555 ], [ -101638, -81183, -57143, -2653569, -2235342, -1916149 ], [ 4.960126, 7.830367, 1.603152, 1.094264, 0.851291, 1.41997 ], [ 72, 36, 36, 72, 36, 36 ], [ 31, 12, 19, 31, 12, 19 ], [ 41, 24, 17, 41, 24, 17 ], [ 43.055556, 33.333333, 52.777778, 43.055556, 33.333333, 52.777778 ], [ 6.560166, 15.660735, 1.434399, 1.447252, 1.702582, 1.2705 ], [ 1771039, 1771039, 62014, 1263627, 1263627, 1070824 ], [ -39568, -33434, -39568, -1154133, -1154133, -912733 ], [ 88, 79, 96, 88, 79, 96 ], [ 129, 146, 119, 129, 146, 119 ], [ 56, 45, 72, 56, 45, 72 ], [ 6347, 2856, 3491, 6347, 2856, 3491 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -66097, 515593, -259852, -224182, -584483, 290180 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7180, "evaluation_days": 1795, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609632000000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759584104948, "expiration_time": 1764210240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 2.59693 } } }
# | 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) |
---|