Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119367.5197 | 1054010.1429 | 65357.3768 | 104566.4532 | -605467.4106 | 710033.8637 |
Total P&L (%) | 1119.3675 | 1054.0101 | 65.3574 | 104.5665 | -605.4674 | 710.0339 |
Avg Daily Profit (%) | 0.6244 | 0.588 | 0.0365 | 0.0399 | 0 | 0.1168 |
Buy And Hold Return (%) | 262.0022 | 262.0022 | 262.0022 | 262.0022 | 262.0022 | 262.0022 |
Max Trade Drawdown | -205219 | -214201 | -78074 | -2077667 | -2333124 | -380046 |
Profit Factor | 2.8599 | 3.6889 | 1.3114 | 1.0228 | 0.813 | 1.5298 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 32.7103 | 32.0755 | 33.3333 | 32.7103 | 32.0755 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.8832 | 7.8118 | 2.6229 | 2.1041 | 1.7216 | 3.0597 |
Largest Winning Trade | 1188692 | 1188692 | 45950 | 998650 | 998650 | 468590 |
Largest Losing Trade | -32861 | -32861 | -18487 | -448323 | -448323 | -163460 |
Avg Bars in Trades | 42 | 57 | 27 | 42 | 57 | 27 |
Avg Bars in Winners | 72 | 94 | 51 | 72 | 94 | 51 |
Avg Bars in Losers | 27 | 40 | 15 | 27 | 40 | 15 |
Bars Traded | 4555 | 3071 | 1484 | 4555 | 3071 | 1484 |
Profit Streak | 40.0665 | 0 | 53.3998 | 40.0665 | 0 | 53.3998 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333125 | -171318 | -494682 | -505519 | -765303 | -223452 |
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{ "first_band": { "type": "kcl", "factors": { "length": 147, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 35, "offset": 0, "multiplier": 2.95169 } } }
{ "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": [ [ 1119367.5197303165, 1054010.1429493928, 65357.3767809232, 104566.4531769897, -605467.4105603143, 710033.8637373045 ], [ 1119.36752, 1054.010143, 65.357377, 104.566453, -605.467411, 710.033864 ], [ 0.624414, 0.587955, 0.036458, 0.039933, 0, 0.11676 ], [ 262.002185, 262.002185, 262.002185, 262.002185, 262.002185, 262.002185 ], [ -205219, -214201, -78074, -2077667, -2333124, -380046 ], [ 2.859901, 3.688904, 1.311437, 1.022844, 0.812977, 1.529841 ], [ 107, 53, 54, 107, 53, 54 ], [ 35, 17, 18, 35, 17, 18 ], [ 72, 36, 36, 72, 36, 36 ], [ 32.71028, 32.075472, 33.333333, 32.71028, 32.075472, 33.333333 ], [ 5.883224, 7.811796, 2.622874, 2.104136, 1.721598, 3.059683 ], [ 1188692, 1188692, 45950, 998650, 998650, 468590 ], [ -32861, -32861, -18487, -448323, -448323, -163460 ], [ 42, 57, 27, 42, 57, 27 ], [ 72, 94, 51, 72, 94, 51 ], [ 27, 40, 15, 27, 40, 15 ], [ 4555, 3071, 1484, 4555, 3071, 1484 ], [ 40.066471, 0, 53.399804, 40.066471, 0, 53.399804 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333125, -171318, -494682, -505519, -765303, -223452 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5378, "evaluation_days": 1792.67, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1608681600000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759340143091, "expiration_time": 1763980992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 147, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 35, "offset": 0, "multiplier": 2.95169 } } }
# | 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) |
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