Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1214318.3247 | 1275677.0021 | -61358.6774 | -86902.3978 | 1938954.4551 | -2025856.853 |
Total P&L (%) | 1214.3183 | 1275.677 | -61.3587 | -86.9024 | 1938.9545 | -2025.8569 |
Avg Daily Profit (%) | 0.675 | 0.7091 | -0.0341 | -0.1129 | 0.1677 | 0 |
Buy And Hold Return (%) | 114.429 | 114.429 | 114.429 | 114.429 | 114.429 | 114.429 |
Max Trade Drawdown | -212191 | -154986 | -168079 | -1800513 | -275468 | -2378545 |
Profit Factor | 2.8183 | 4.4786 | 0.7962 | 0.9686 | 6.778 | 0.1658 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 47.0588 | 44.1176 | 50 | 47.0588 | 44.1176 | 50 |
Ratio Avg Win / Avg Loss | 3.1706 | 5.6729 | 0.7962 | 1.0896 | 8.5854 | 0.1658 |
Largest Winning Trade | 836020 | 836020 | 44783 | 1619853 | 1619853 | 295030 |
Largest Losing Trade | -87881 | -82794 | -87881 | -1593828 | -170507 | -1593828 |
Avg Bars in Trades | 49 | 69 | 29 | 49 | 69 | 29 |
Avg Bars in Winners | 55 | 75 | 37 | 55 | 75 | 37 |
Avg Bars in Losers | 44 | 64 | 22 | 44 | 64 | 22 |
Bars Traded | 3376 | 2361 | 1015 | 3376 | 2361 | 1015 |
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 | -97444 | 629886 | -580517 | -694032 | 503476 | -580517 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3598, "evaluation_days": 1799, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1612180800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759901624839, "expiration_time": 1764544608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 69, "offset": 0, "std": 3.40717 } }, "second_band": { "type": "dcl", "factors": { "length": 179, "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": [ [ 1214318.3246662363, 1275677.0020539255, -61358.6773876891, -86902.3978205001, 1938954.4551475076, -2025856.8529680083 ], [ 1214.318325, 1275.677002, -61.358677, -86.902398, 1938.954455, -2025.856853 ], [ 0.674996, 0.709103, -0.034107, -0.112929, 0.167735, 0 ], [ 114.429017, 114.429017, 114.429017, 114.429017, 114.429017, 114.429017 ], [ -212191, -154986, -168079, -1800513, -275468, -2378545 ], [ 2.818329, 4.478581, 0.796217, 0.96856, 6.777961, 0.165784 ], [ 68, 34, 34, 68, 34, 34 ], [ 32, 15, 17, 32, 15, 17 ], [ 36, 19, 17, 36, 19, 17 ], [ 47.058824, 44.117647, 50, 47.058824, 44.117647, 50 ], [ 3.17062, 5.672869, 0.796217, 1.08963, 8.585417, 0.165784 ], [ 836020, 836020, 44783, 1619853, 1619853, 295030 ], [ -87881, -82794, -87881, -1593828, -170507, -1593828 ], [ 49, 69, 29, 49, 69, 29 ], [ 55, 75, 37, 55, 75, 37 ], [ 44, 64, 22, 44, 64, 22 ], [ 3376, 2361, 1015, 3376, 2361, 1015 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -97444, 629886, -580517, -694032, 503476, -580517 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3598, "evaluation_days": 1799, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1612180800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759901624839, "expiration_time": 1764544608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 69, "offset": 0, "std": 3.40717 } }, "second_band": { "type": "dcl", "factors": { "length": 179, "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) |
---|