Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412568.3083 | 476070.6087 | -63502.3004 | 4940.8346 | 1608428.6161 | -1603487.7815 |
Total P&L (%) | 412.5683 | 476.0706 | -63.5023 | 4.9408 | 1608.4286 | -1603.4878 |
Avg Daily Profit (%) | 0.2302 | 0.2656 | -0.0354 | 0.0027 | 0.1585 | 0 |
Buy And Hold Return (%) | 258.5156 | 258.5156 | 258.5156 | 258.5156 | 258.5156 | 258.5156 |
Max Trade Drawdown | -113122 | -127453 | -154195 | -1905469 | -555468 | -1943878 |
Profit Factor | 1.9506 | 3.5919 | 0.7463 | 1.0017 | 3.6002 | 0.2953 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 11 | 3 | 8 | 11 | 3 | 8 |
Profitability (%) | 84.507 | 91.4286 | 77.7778 | 84.507 | 91.4286 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.3576 | 0.3367 | 0.2132 | 0.1836 | 0.3375 | 0.0844 |
Largest Winning Trade | 64513 | 64513 | 19267 | 502597 | 502597 | 174801 |
Largest Losing Trade | -90218 | -90218 | -75905 | -1476689 | -524223 | -1476689 |
Avg Bars in Trades | 39 | 74 | 6 | 39 | 74 | 6 |
Avg Bars in Winners | 11 | 19 | 2 | 11 | 19 | 2 |
Avg Bars in Losers | 193 | 660 | 17 | 193 | 660 | 17 |
Bars Traded | 2824 | 2600 | 224 | 2824 | 2600 | 224 |
Profit Streak | 310.0087 | 312.5087 | 310.0087 | 310.0087 | 312.5087 | 310.0087 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86040 | 380068 | -575555 | -660577 | 629674 | -575555 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3585, "evaluation_days": 1792.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608595200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759363947637, "expiration_time": 1763966160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 96, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 412568.3082824801, 476070.608688593, -63502.3004061129, 4940.8345543744, 1608428.6160673248, -1603487.7815129508 ], [ 412.568308, 476.070609, -63.5023, 4.940835, 1608.428616, -1603.487782 ], [ 0.230164, 0.26559, -0.035427, 0.00269, 0.158461, 0 ], [ 258.515552, 258.515552, 258.515552, 258.515552, 258.515552, 258.515552 ], [ -113122, -127453, -154195, -1905469, -555468, -1943878 ], [ 1.950554, 3.591853, 0.746346, 1.001707, 3.600158, 0.295261 ], [ 71, 35, 36, 71, 35, 36 ], [ 60, 32, 28, 60, 32, 28 ], [ 11, 3, 8, 11, 3, 8 ], [ 84.507042, 91.428571, 77.777778, 84.507042, 91.428571, 77.777778 ], [ 0.357602, 0.336736, 0.213242, 0.183646, 0.337515, 0.08436 ], [ 64513, 64513, 19267, 502597, 502597, 174801 ], [ -90218, -90218, -75905, -1476689, -524223, -1476689 ], [ 39, 74, 6, 39, 74, 6 ], [ 11, 19, 2, 11, 19, 2 ], [ 193, 660, 17, 193, 660, 17 ], [ 2824, 2600, 224, 2824, 2600, 224 ], [ 310.008653, 312.508653, 310.008653, 310.008653, 312.508653, 310.008653 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -86040, 380068, -575555, -660577, 629674, -575555 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3585, "evaluation_days": 1792.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608595200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759363947637, "expiration_time": 1763966160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 96, "offset": 0, "scalar": 5 } } }
# | 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) |
---|