Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1994458.1173 | -151867.1003 | -1842591.0169 | -74124.252 | 1462013.2925 | -1536137.5445 |
Total P&L (%) | -1994.4581 | -151.8671 | -1842.591 | -74.1243 | 1462.0133 | -1536.1375 |
Avg Daily Profit (%) | -1.117 | -0.0851 | -1.032 | -0.0757 | 0.1541 | 0 |
Buy And Hold Return (%) | 313.9916 | 313.9916 | 313.9916 | 313.9916 | 313.9916 | 313.9916 |
Max Trade Drawdown | -2111436 | -222884 | -892804 | -9133079 | -658893 | -8604041 |
Profit Factor | 0.1602 | 0.5266 | 0.1029 | 0.9931 | 3.0819 | 0.8459 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 40 | 19 | 21 | 42 | 20 | 22 |
Losing Trades | 22 | 12 | 10 | 20 | 11 | 9 |
Profitability (%) | 64.5161 | 61.2903 | 67.7419 | 67.7419 | 64.5161 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.0881 | 0.3326 | 0.049 | 0.4729 | 1.695 | 0.3461 |
Largest Winning Trade | 23253 | 23253 | 20661 | 8036883 | 1289477 | 8036883 |
Largest Losing Trade | -1034402 | -64861 | -1034402 | -8604041 | -297891 | -8604041 |
Avg Bars in Trades | 55 | 66 | 44 | 55 | 66 | 44 |
Avg Bars in Winners | 21 | 24 | 18 | 26 | 27 | 24 |
Avg Bars in Losers | 117 | 132 | 99 | 116 | 136 | 92 |
Bars Traded | 3429 | 2055 | 1374 | 3429 | 2055 | 1374 |
Profit Streak | 140.2498 | 140.2498 | 281.2498 | 140.2498 | 140.2498 | 281.2498 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -735854 | -577971 | -577103 | -735436 | 544278 | -576685 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609632000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759039178503, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 172, "offset": 0, "std": 2.62167 } } }
{ "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": [ [ -1994458.1172869825, -151867.1003393761, -1842591.0169476063, -74124.2519897129, 1462013.2924653026, -1536137.5444550156 ], [ -1994.458117, -151.8671, -1842.591017, -74.124252, 1462.013292, -1536.137544 ], [ -1.117031, -0.085056, -1.031975, -0.075685, 0.154056, 0 ], [ 313.991587, 313.991587, 313.991587, 313.991587, 313.991587, 313.991587 ], [ -2111436, -222884, -892804, -9133079, -658893, -8604041 ], [ 0.160174, 0.5266, 0.102946, 0.993054, 3.081858, 0.845911 ], [ 62, 31, 31, 62, 31, 31 ], [ 40, 19, 21, 42, 20, 22 ], [ 22, 12, 10, 20, 11, 9 ], [ 64.516129, 61.290323, 67.741935, 67.741935, 64.516129, 70.967742 ], [ 0.088096, 0.33259, 0.049022, 0.472883, 1.695022, 0.346055 ], [ 23253, 23253, 20661, 8036883, 1289477, 8036883 ], [ -1034402, -64861, -1034402, -8604041, -297891, -8604041 ], [ 55, 66, 44, 55, 66, 44 ], [ 21, 24, 18, 26, 27, 24 ], [ 117, 132, 99, 116, 136, 92 ], [ 3429, 2055, 1374, 3429, 2055, 1374 ], [ 140.249751, 140.249751, 281.249751, 140.249751, 140.249751, 281.249751 ], [ 9, 4, 6, 9, 4, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -735854, -577971, -577103, -735436, 544278, -576685 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609632000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759039178503, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 172, "offset": 0, "std": 2.62167 } } }
# | 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) |
---|