Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1390968.9616 | -117098.5389 | -1273870.4226 | -351969.2731 | 2738255.4075 | -3090224.6806 |
Total P&L (%) | -1390.969 | -117.0985 | -1273.8704 | -351.9693 | 2738.2554 | -3090.2247 |
Avg Daily Profit (%) | -0.7766 | -0.0654 | -0.7113 | 0 | 0.187 | 0 |
Buy And Hold Return (%) | 286.3184 | 286.3184 | 286.3184 | 286.3184 | 286.3184 | 286.3184 |
Max Trade Drawdown | -1495007 | -202061 | -30916 | -2424967 | -130203 | -755431 |
Profit Factor | 0.1922 | 0.587 | 0.1143 | 0.9138 | 7.2546 | 0.1526 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 36 | 15 | 21 | 26 | 17 | 9 |
Losing Trades | 26 | 16 | 10 | 36 | 14 | 22 |
Profitability (%) | 58.0645 | 48.3871 | 67.7419 | 41.9355 | 54.8387 | 29.0323 |
Ratio Avg Win / Avg Loss | 0.1388 | 0.6262 | 0.0544 | 1.2653 | 5.9744 | 0.373 |
Largest Winning Trade | 78654 | 78654 | 26309 | 1092078 | 1092078 | 166704 |
Largest Losing Trade | -1357350 | -60612 | -1357350 | -2424967 | -110403 | -2424967 |
Avg Bars in Trades | 102 | 135 | 69 | 102 | 135 | 69 |
Avg Bars in Winners | 48 | 60 | 40 | 159 | 204 | 75 |
Avg Bars in Losers | 177 | 206 | 130 | 61 | 52 | 66 |
Bars Traded | 6357 | 4208 | 2149 | 6357 | 4208 | 2149 |
Profit Streak | 20.5898 | 27.3398 | 20.5898 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736718 | -580432 | -577459 | -741025 | 613515 | -592860 |
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7164, "evaluation_days": 1791, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609653600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759219758903, "expiration_time": 1763854272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 240, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -1390968.9615542323, -117098.5389095036, -1273870.4226447286, -351969.2730941171, 2738255.407549558, -3090224.680643677 ], [ -1390.968962, -117.098539, -1273.870423, -351.969273, 2738.255408, -3090.224681 ], [ -0.776644, -0.065382, -0.711262, 0, 0.186985, 0 ], [ 286.318353, 286.318353, 286.318353, 286.318353, 286.318353, 286.318353 ], [ -1495007, -202061, -30916, -2424967, -130203, -755431 ], [ 0.192162, 0.587041, 0.114311, 0.913829, 7.254639, 0.152607 ], [ 62, 31, 31, 62, 31, 31 ], [ 36, 15, 21, 26, 17, 9 ], [ 26, 16, 10, 36, 14, 22 ], [ 58.064516, 48.387097, 67.741935, 41.935484, 54.83871, 29.032258 ], [ 0.138784, 0.626177, 0.054434, 1.265302, 5.974408, 0.373039 ], [ 78654, 78654, 26309, 1092078, 1092078, 166704 ], [ -1357350, -60612, -1357350, -2424967, -110403, -2424967 ], [ 102, 135, 69, 102, 135, 69 ], [ 48, 60, 40, 159, 204, 75 ], [ 177, 206, 130, 61, 52, 66 ], [ 6357, 4208, 2149, 6357, 4208, 2149 ], [ 20.589802, 27.339802, 20.589802, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -736718, -580432, -577459, -741025, 613515, -592860 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7164, "evaluation_days": 1791, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609653600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759219758903, "expiration_time": 1763854272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 240, "offset": 0, "scalar": 3 } } }
# | 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) |
---|