Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1794238.3447 | 1672780.3051 | 121458.0396 | 6605561.0927 | -1134598.7932 | 7740159.8859 |
Total P&L (%) | 1794.2383 | 1672.7803 | 121.458 | 6605.5611 | -1134.5988 | 7740.1599 |
Avg Daily Profit (%) | 1.0009 | 0.9331 | 0.0678 | 0.2349 | 0 | 0.2436 |
Buy And Hold Return (%) | 285.1965 | 285.1965 | 285.1965 | 285.1965 | 285.1965 | 285.1965 |
Max Trade Drawdown | -125978 | -90325 | -76949 | -18812202 | -10850131 | -13948891 |
Profit Factor | 4.7108 | 8.1174 | 1.4888 | 1.1361 | 0.9522 | 1.3123 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 45.1327 | 40.3509 | 50 | 45.1327 | 40.3509 | 50 |
Ratio Avg Win / Avg Loss | 5.7269 | 11.9996 | 1.4888 | 1.3811 | 1.4077 | 1.3123 |
Largest Winning Trade | 1066111 | 1066111 | 65233 | 8572398 | 4644464 | 8572398 |
Largest Losing Trade | -39425 | -26122 | -39425 | -6799114 | -3959900 | -6799114 |
Avg Bars in Trades | 45 | 34 | 56 | 45 | 34 | 56 |
Avg Bars in Winners | 75 | 62 | 85 | 75 | 62 | 85 |
Avg Bars in Losers | 20 | 15 | 26 | 20 | 15 | 26 |
Bars Traded | 5128 | 1971 | 3157 | 5128 | 1971 | 3157 |
Profit Streak | 0 | 0 | 18.6802 | 0 | 0 | 18.6802 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 678891 | -162754 | -446503 | -64107 | -762919 | -170924 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5378, "evaluation_days": 1792.67, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1610841600000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759364371869, "expiration_time": 1763980992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 222, "offset": 0, "scalar": 1 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
{ "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": [ [ 1794238.3447327088, 1672780.3051020193, 121458.0396306891, 6605561.092650965, -1134598.7932411032, 7740159.885892073 ], [ 1794.238345, 1672.780305, 121.45804, 6605.561093, -1134.598793, 7740.159886 ], [ 1.000875, 0.933122, 0.067753, 0.234871, 0, 0.243612 ], [ 285.196506, 285.196506, 285.196506, 285.196506, 285.196506, 285.196506 ], [ -125978, -90325, -76949, -18812202, -10850131, -13948891 ], [ 4.710829, 8.117398, 1.48879, 1.13607, 0.952247, 1.312285 ], [ 113, 57, 56, 113, 57, 56 ], [ 51, 23, 28, 51, 23, 28 ], [ 62, 34, 28, 62, 34, 28 ], [ 45.132743, 40.350877, 50, 45.132743, 40.350877, 50 ], [ 5.72689, 11.999632, 1.48879, 1.381105, 1.407669, 1.312285 ], [ 1066111, 1066111, 65233, 8572398, 4644464, 8572398 ], [ -39425, -26122, -39425, -6799114, -3959900, -6799114 ], [ 45, 34, 56, 45, 34, 56 ], [ 75, 62, 85, 75, 62, 85 ], [ 20, 15, 26, 20, 15, 26 ], [ 5128, 1971, 3157, 5128, 1971, 3157 ], [ 0, 0, 18.68023, 0, 0, 18.68023 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 678891, -162754, -446503, -64107, -762919, -170924 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5378, "evaluation_days": 1792.67, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1610841600000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759364371869, "expiration_time": 1763980992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 222, "offset": 0, "scalar": 1 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
# | 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) |
---|