Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2806851.2082 | 2730474.4309 | 76376.7773 | 1294348.4393 | 15802536.5746 | -14508188.1353 |
Total P&L (%) | 2806.8512 | 2730.4744 | 76.3768 | 1294.3484 | 15802.5366 | -14508.1881 |
Avg Daily Profit (%) | 1.5594 | 1.5169 | 0.0424 | 0.1465 | 0.282 | 0 |
Buy And Hold Return (%) | 285.8636 | 285.8636 | 285.8636 | 285.8636 | 285.8636 | 285.8636 |
Max Trade Drawdown | -188199 | -215223 | -77283 | -41423677 | -22701300 | -29282602 |
Profit Factor | 3.6781 | 4.8682 | 1.2232 | 1.0142 | 1.3255 | 0.659 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 149 | 66 | 83 | 149 | 66 | 83 |
Losing Trades | 140 | 78 | 62 | 140 | 78 | 62 |
Profitability (%) | 51.5571 | 45.8333 | 57.2414 | 51.5571 | 45.8333 | 57.2414 |
Ratio Avg Win / Avg Loss | 3.456 | 5.7533 | 0.9137 | 0.9529 | 1.5665 | 0.4923 |
Largest Winning Trade | 1836468 | 1836468 | 28799 | 22938010 | 22938010 | 4266327 |
Largest Losing Trade | -63183 | -46055 | -63183 | -26838403 | -5584506 | -26838403 |
Avg Bars in Trades | 11 | 20 | 3 | 11 | 20 | 3 |
Avg Bars in Winners | 12 | 23 | 3 | 12 | 23 | 3 |
Avg Bars in Losers | 11 | 18 | 3 | 11 | 18 | 3 |
Bars Traded | 3464 | 2985 | 479 | 3464 | 2985 | 479 |
Profit Streak | 6.6894 | 13.1894 | 6.6894 | 6.6894 | 13.1894 | 6.6894 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 856937 | 757832 | -302326 | -202224 | 347537 | -579043 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3600, "evaluation_days": 1800, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609761600000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759984367587, "expiration_time": 1764633600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 54, "na": 0.2, "nb": 0.81188, "nc": 0.98117 } }, "second_band": { "type": "kcu", "factors": { "length": 123, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 2806851.208226882, 2730474.4309299276, 76376.7772969537, 1294348.4392644528, 15802536.574604386, -14508188.135339925 ], [ 2806.851208, 2730.474431, 76.376777, 1294.348439, 15802.536575, -14508.188135 ], [ 1.559362, 1.51693, 0.042432, 0.146497, 0.282012, 0 ], [ 285.863557, 285.863557, 285.863557, 285.863557, 285.863557, 285.863557 ], [ -188199, -215223, -77283, -41423677, -22701300, -29282602 ], [ 3.678129, 4.868191, 1.223203, 1.014209, 1.325502, 0.659009 ], [ 289, 144, 145, 289, 144, 145 ], [ 149, 66, 83, 149, 66, 83 ], [ 140, 78, 62, 140, 78, 62 ], [ 51.557093, 45.833333, 57.241379, 51.557093, 45.833333, 57.241379 ], [ 3.45596, 5.753316, 0.913718, 0.952948, 1.566502, 0.492272 ], [ 1836468, 1836468, 28799, 22938010, 22938010, 4266327 ], [ -63183, -46055, -63183, -26838403, -5584506, -26838403 ], [ 11, 20, 3, 11, 20, 3 ], [ 12, 23, 3, 12, 23, 3 ], [ 11, 18, 3, 11, 18, 3 ], [ 3464, 2985, 479, 3464, 2985, 479 ], [ 6.689439, 13.18944, 6.689439, 6.68944, 13.18944, 6.68944 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 856937, 757832, -302326, -202224, 347537, -579043 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3600, "evaluation_days": 1800, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609761600000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759984367587, "expiration_time": 1764633600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 54, "na": 0.2, "nb": 0.81188, "nc": 0.98117 } }, "second_band": { "type": "kcu", "factors": { "length": 123, "offset": 0, "scalar": 4 } } }
# | 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) |
---|