Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1996589.0126 | -177855.7845 | -1818733.2281 | -245135.49 | 2306653.3158 | -2551788.8058 |
Total P&L (%) | -1996.589 | -177.8558 | -1818.7332 | -245.1355 | 2306.6533 | -2551.7888 |
Avg Daily Profit (%) | -1.1182 | -0.0996 | -1.0186 | 0 | 0.1783 | 0 |
Buy And Hold Return (%) | 325.863 | 325.863 | 325.863 | 325.863 | 325.863 | 325.863 |
Max Trade Drawdown | -2073686 | -205222 | -1908483 | -2194762 | -73130 | -2800438 |
Profit Factor | 0.1562 | 0.4168 | 0.1176 | 0.9284 | 8.489 | 0.1811 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 14 | 27 | 23 | 18 | 5 |
Losing Trades | 23 | 18 | 5 | 41 | 14 | 27 |
Profitability (%) | 64.0625 | 43.75 | 84.375 | 35.9375 | 56.25 | 15.625 |
Ratio Avg Win / Avg Loss | 0.0876 | 0.5359 | 0.0218 | 1.655 | 6.6025 | 0.9777 |
Largest Winning Trade | 30812 | 30812 | 24020 | 1325049 | 1325049 | 241694 |
Largest Losing Trade | -1908483 | -70296 | -1908483 | -2015702 | -73130 | -2015702 |
Avg Bars in Trades | 49 | 55 | 44 | 49 | 55 | 44 |
Avg Bars in Winners | 23 | 21 | 24 | 83 | 82 | 88 |
Avg Bars in Losers | 96 | 81 | 150 | 30 | 20 | 35 |
Bars Traded | 3181 | 1771 | 1410 | 3181 | 1771 | 1410 |
Profit Streak | 78.0757 | 78.0757 | 282.5757 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720895 | -581871 | -575082 | -727246 | 617704 | -651944 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609459200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758937741652, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 116, "offset": 0, "scalar": 1 } } }
{ "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": [ [ -1996589.0125816949, -177855.7844961819, -1818733.2280855125, -245135.4899705999, 2306653.3158167168, -2551788.805787316 ], [ -1996.589013, -177.855784, -1818.733228, -245.13549, 2306.653316, -2551.788806 ], [ -1.118224, -0.099611, -1.018613, 0, 0.178306, 0 ], [ 325.863018, 325.863018, 325.863018, 325.863018, 325.863018, 325.863018 ], [ -2073686, -205222, -1908483, -2194762, -73130, -2800438 ], [ 0.156167, 0.416843, 0.117594, 0.928405, 8.488969, 0.181051 ], [ 64, 32, 32, 64, 32, 32 ], [ 41, 14, 27, 23, 18, 5 ], [ 23, 18, 5, 41, 14, 27 ], [ 64.0625, 43.75, 84.375, 35.9375, 56.25, 15.625 ], [ 0.087606, 0.53594, 0.021777, 1.654984, 6.602531, 0.977675 ], [ 30812, 30812, 24020, 1325049, 1325049, 241694 ], [ -1908483, -70296, -1908483, -2015702, -73130, -2015702 ], [ 49, 55, 44, 49, 55, 44 ], [ 23, 21, 24, 83, 82, 88 ], [ 96, 81, 150, 30, 20, 35 ], [ 3181, 1771, 1410, 3181, 1771, 1410 ], [ 78.075714, 78.075714, 282.575714, 0, 0, 0 ], [ 7, 3, 6, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -720895, -581871, -575082, -727246, 617704, -651944 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3571, "evaluation_days": 1785.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609459200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758937741652, "expiration_time": 1763343216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 116, "offset": 0, "scalar": 1 } } }
# | 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) |
---|