Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2194546.4834 | 2179459.2154 | 15087.268 | 175250.7727 | 5217218.2772 | -5041967.5045 |
Total P&L (%) | 2194.5465 | 2179.4592 | 15.0873 | 175.2508 | 5217.2183 | -5041.9675 |
Avg Daily Profit (%) | 1.2194 | 1.211 | 0.0084 | 0.0563 | 0.221 | 0 |
Buy And Hold Return (%) | 253.8233 | 253.8233 | 253.8233 | 253.8233 | 253.8233 | 253.8233 |
Max Trade Drawdown | -162224 | -168050 | -113512 | -6286427 | -1688447 | -6040702 |
Profit Factor | 4.5665 | 8.1226 | 1.0488 | 1.0195 | 3.3808 | 0.2564 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 41.1765 | 32.3529 | 50 | 41.1765 | 32.3529 | 50 |
Ratio Avg Win / Avg Loss | 6.5236 | 16.9836 | 1.0488 | 1.4565 | 7.0688 | 0.2564 |
Largest Winning Trade | 1553453 | 1553453 | 53431 | 6164831 | 6164831 | 399662 |
Largest Losing Trade | -82660 | -40422 | -82660 | -5423941 | -476655 | -5423941 |
Avg Bars in Trades | 152 | 156 | 148 | 152 | 156 | 148 |
Avg Bars in Winners | 208 | 214 | 204 | 208 | 214 | 204 |
Avg Bars in Losers | 113 | 128 | 93 | 113 | 128 | 93 |
Bars Traded | 10370 | 5310 | 5060 | 10370 | 5310 | 5060 |
Profit Streak | 0 | 0 | 45.9541 | 0 | 0 | 45.9541 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96201 | 546158 | -513742 | -599797 | 280885 | -580238 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10798, "evaluation_days": 1799.67, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607572800000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759978431348, "expiration_time": 1764632736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 185, "offset": 100, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 215, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 2194546.4834203133, 2179459.2154475697, 15087.2679727432, 175250.7727363873, 5217218.277202824, -5041967.504466437 ], [ 2194.546483, 2179.459215, 15.087268, 175.250773, 5217.218277, -5041.967504 ], [ 1.219416, 1.211033, 0.008383, 0.056277, 0.221036, 0 ], [ 253.823284, 253.823284, 253.823284, 253.823284, 253.823284, 253.823284 ], [ -162224, -168050, -113512, -6286427, -1688447, -6040702 ], [ 4.566507, 8.12259, 1.048774, 1.019533, 3.380752, 0.256415 ], [ 68, 34, 34, 68, 34, 34 ], [ 28, 11, 17, 28, 11, 17 ], [ 40, 23, 17, 40, 23, 17 ], [ 41.176471, 32.352941, 50, 41.176471, 32.352941, 50 ], [ 6.523581, 16.983598, 1.048774, 1.456476, 7.068844, 0.256415 ], [ 1553453, 1553453, 53431, 6164831, 6164831, 399662 ], [ -82660, -40422, -82660, -5423941, -476655, -5423941 ], [ 152, 156, 148, 152, 156, 148 ], [ 208, 214, 204, 208, 214, 204 ], [ 113, 128, 93, 113, 128, 93 ], [ 10370, 5310, 5060, 10370, 5310, 5060 ], [ 0, 0, 45.954066, 0, 0, 45.954067 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -96201, 546158, -513742, -599797, 280885, -580238 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10798, "evaluation_days": 1799.67, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607572800000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759978431348, "expiration_time": 1764632736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 185, "offset": 100, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 215, "offset": 0, "scalar": 2 } } }
# | 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) |
---|