Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2047911.1359 | 2063519.188 | -15608.0521 | -39052.8707 | -222217.4516 | 183164.5809 |
Total P&L (%) | 2047.9111 | 2063.5192 | -15.6081 | -39.0529 | -222.2175 | 183.1646 |
Avg Daily Profit (%) | 1.138 | 1.1467 | -0.0087 | -0.0275 | 0 | 0.0579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219682 | -179741 | -115878 | -854035 | -569335 | -409662 |
Profit Factor | 3.7371 | 6.7753 | 0.9601 | 0.9833 | 0.7844 | 1.1398 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Profitability (%) | 35.0785 | 33.6842 | 36.4583 | 35.0785 | 33.6842 | 36.4583 |
Ratio Avg Win / Avg Loss | 6.9164 | 13.3389 | 1.6733 | 1.8199 | 1.5443 | 1.9866 |
Largest Winning Trade | 2312948 | 2312948 | 64463 | 380425 | 380425 | 285593 |
Largest Losing Trade | -30490 | -28103 | -30490 | -203519 | -66565 | -203519 |
Avg Bars in Trades | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Winners | 34 | 28 | 40 | 34 | 28 | 40 |
Avg Bars in Losers | 7 | 8 | 5 | 7 | 8 | 5 |
Bars Traded | 3196 | 1429 | 1767 | 3196 | 1429 | 1767 |
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 | 568918 | 562584 | -583286 | -582525 | -584368 | -186551 |
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{ "first_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 3, "offset": 0, "std": 3.98732 } } }
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{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3599, "evaluation_days": 1799.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1613347200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759945600021, "expiration_time": 1764589104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 3, "offset": 0, "std": 3.98732 } } }
# | 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) |
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