Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1352193.346 | 1480017.4767 | -127824.1307 | -101472.5825 | 131128.7568 | -232601.3393 |
Total P&L (%) | 1352.1933 | 1480.0175 | -127.8241 | -101.4726 | 131.1288 | -232.6013 |
Avg Daily Profit (%) | 0.753 | 0.8242 | -0.0712 | 0 | 0.0467 | 0 |
Buy And Hold Return (%) | 256.9753 | 256.9753 | 256.9753 | 256.9753 | 256.9753 | 256.9753 |
Max Trade Drawdown | -168778 | -200570 | -139660 | -226911 | -34179 | -102767 |
Profit Factor | 2.7118 | 4.4515 | 0.646 | 0.6527 | 4.1226 | 0.0702 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 28 | 15 | 13 | 45 | 24 | 21 |
Losing Trades | 45 | 22 | 23 | 28 | 13 | 15 |
Profitability (%) | 38.3562 | 40.5405 | 36.1111 | 61.6438 | 64.8649 | 58.3333 |
Ratio Avg Win / Avg Loss | 4.3583 | 6.5288 | 1.1429 | 0.4061 | 2.2331 | 0.0502 |
Largest Winning Trade | 1479857 | 1479857 | 43366 | 90974 | 90974 | 8873 |
Largest Losing Trade | -101874 | -51449 | -101874 | -130747 | -19970 | -130747 |
Avg Bars in Trades | 70 | 101 | 37 | 70 | 101 | 37 |
Avg Bars in Winners | 94 | 113 | 72 | 58 | 93 | 17 |
Avg Bars in Losers | 54 | 93 | 17 | 89 | 117 | 65 |
Bars Traded | 5126 | 3772 | 1354 | 5126 | 3772 | 1354 |
Profit Streak | 0 | 0 | 0 | 126.7654 | 126.7654 | 234.0987 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64025 | 578858 | -584514 | -653815 | -285924 | -578297 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5387, "evaluation_days": 1795.67, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1609113600000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759602129240, "expiration_time": 1764247968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 19, "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": [ [ 1352193.3459746556, 1480017.476700111, -127824.1307254558, -101472.5824946494, 131128.7567730121, -232601.3392676615 ], [ 1352.193346, 1480.017477, -127.824131, -101.472582, 131.128757, -232.601339 ], [ 0.75303, 0.824215, -0.071185, 0, 0.046668, 0 ], [ 256.975258, 256.975258, 256.975258, 256.975258, 256.975258, 256.975258 ], [ -168778, -200570, -139660, -226911, -34179, -102767 ], [ 2.711841, 4.451482, 0.646014, 0.652688, 4.122641, 0.070237 ], [ 73, 37, 36, 73, 37, 36 ], [ 28, 15, 13, 45, 24, 21 ], [ 45, 22, 23, 28, 13, 15 ], [ 38.356164, 40.540541, 36.111111, 61.643836, 64.864865, 58.333333 ], [ 4.358316, 6.528841, 1.142948, 0.406117, 2.233097, 0.050169 ], [ 1479857, 1479857, 43366, 90974, 90974, 8873 ], [ -101874, -51449, -101874, -130747, -19970, -130747 ], [ 70, 101, 37, 70, 101, 37 ], [ 94, 113, 72, 58, 93, 17 ], [ 54, 93, 17, 89, 117, 65 ], [ 5126, 3772, 1354, 5126, 3772, 1354 ], [ 0, 0, 0, 126.765385, 126.765385, 234.098718 ], [ 0, 0, 0, 6, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -64025, 578858, -584514, -653815, -285924, -578297 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5387, "evaluation_days": 1795.67, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1609113600000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759602129240, "expiration_time": 1764247968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 19, "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) |
---|