Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315112.9709 | 615981.7257 | -300868.7548 | -268559.9065 | 581567.6652 | -850127.5716 |
Total P&L (%) | 315.113 | 615.9817 | -300.8688 | -268.5599 | 581.5677 | -850.1276 |
Avg Daily Profit (%) | 0.1752 | 0.3424 | -0.1672 | 0 | 0.1067 | 0 |
Buy And Hold Return (%) | 273.6283 | 273.6283 | 273.6283 | 273.6283 | 273.6283 | 273.6283 |
Max Trade Drawdown | -366205 | -69107 | -429497 | -1007906 | -167817 | -971898 |
Profit Factor | 1.3417 | 3.355 | 0.5446 | 0.8437 | 2.3406 | 0.3379 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 14 | 18 | 33 | 20 | 13 |
Losing Trades | 30 | 17 | 13 | 29 | 11 | 18 |
Profitability (%) | 51.6129 | 45.1613 | 58.0645 | 53.2258 | 64.5161 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.2578 | 4.0739 | 0.3933 | 0.7414 | 1.2873 | 0.4679 |
Largest Winning Trade | 443409 | 443409 | 62237 | 207350 | 207350 | 157382 |
Largest Losing Trade | -344564 | -29301 | -344564 | -702844 | -166222 | -702844 |
Avg Bars in Trades | 55 | 39 | 71 | 55 | 39 | 71 |
Avg Bars in Winners | 61 | 32 | 84 | 46 | 44 | 49 |
Avg Bars in Losers | 48 | 44 | 54 | 65 | 29 | 88 |
Bars Traded | 3435 | 1212 | 2223 | 3435 | 1212 | 2223 |
Profit Streak | 13.8433 | 13.8433 | 22.3433 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -268077 | 328759 | -579224 | -738859 | -50934 | -583954 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3598, "evaluation_days": 1799, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609200000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759911263778, "expiration_time": 1764544608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 82, "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": [ [ 315112.9709035684, 615981.7257200172, -300868.7548164489, -268559.9064609499, 581567.6651525093, -850127.5716134594 ], [ 315.112971, 615.981726, -300.868755, -268.559906, 581.567665, -850.127572 ], [ 0.17516, 0.342402, -0.167242, 0, 0.10674, 0 ], [ 273.628303, 273.628303, 273.628303, 273.628303, 273.628303, 273.628303 ], [ -366205, -69107, -429497, -1007906, -167817, -971898 ], [ 1.341684, 3.355006, 0.544602, 0.843666, 2.340608, 0.337933 ], [ 62, 31, 31, 62, 31, 31 ], [ 32, 14, 18, 33, 20, 13 ], [ 30, 17, 13, 29, 11, 18 ], [ 51.612903, 45.16129, 58.064516, 53.225806, 64.516129, 41.935484 ], [ 1.257829, 4.073936, 0.393324, 0.741403, 1.287334, 0.467907 ], [ 443409, 443409, 62237, 207350, 207350, 157382 ], [ -344564, -29301, -344564, -702844, -166222, -702844 ], [ 55, 39, 71, 55, 39, 71 ], [ 61, 32, 84, 46, 44, 49 ], [ 48, 44, 54, 65, 29, 88 ], [ 3435, 1212, 2223, 3435, 1212, 2223 ], [ 13.843331, 13.843331, 22.343331, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -268077, 328759, -579224, -738859, -50934, -583954 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3598, "evaluation_days": 1799, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609200000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759911263778, "expiration_time": 1764544608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 82, "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) |
---|