Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498323.9893 | 111489.5018 | 386834.4874 | 6285630.7737 | 1925034.1978 | 4360596.576 |
Total P&L (%) | 498.324 | 111.4895 | 386.8345 | 6285.6308 | 1925.0342 | 4360.5966 |
Avg Daily Profit (%) | 0.2772 | 0.062 | 0.2151 | 0.2314 | 0.1674 | 0.2115 |
Buy And Hold Return (%) | 301.3764 | 301.3764 | 301.3764 | 301.3764 | 301.3764 | 301.3764 |
Max Trade Drawdown | -62433 | -8704 | -62433 | -1640176 | -162601 | -1640176 |
Profit Factor | 5.9656 | 4.0009 | 7.1205 | 4.1387 | 6.446 | 3.6442 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 9 | 7 | 2 | 9 | 7 | 2 |
Profitability (%) | 86.1538 | 78.7879 | 93.75 | 86.1538 | 78.7879 | 93.75 |
Ratio Avg Win / Avg Loss | 0.9588 | 1.0772 | 0.4747 | 0.6652 | 1.7355 | 0.2429 |
Largest Winning Trade | 34541 | 21849 | 34541 | 858191 | 533632 | 858191 |
Largest Losing Trade | -62433 | -8704 | -62433 | -1640176 | -162601 | -1640176 |
Avg Bars in Trades | 36 | 6 | 68 | 36 | 6 | 68 |
Avg Bars in Winners | 29 | 4 | 51 | 29 | 4 | 51 |
Avg Bars in Losers | 83 | 12 | 329 | 83 | 12 | 329 |
Bars Traded | 2396 | 205 | 2191 | 2396 | 205 | 2191 |
Profit Streak | 178.9141 | 178.9141 | 541.9141 | 178.9141 | 178.9141 | 541.9141 |
Trades During Streak | 2 | 1 | 13 | 2 | 1 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125735 | -265386 | -57376 | -117850 | 736150 | 678265 |
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3596, "evaluation_days": 1798, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607601600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759830980723, "expiration_time": 1764455616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 73, "offset": 152, "scalar": 4 } } }
{ "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": [ [ 498323.9892774466, 111489.5018384745, 386834.4874389724, 6285630.773744029, 1925034.1977737516, 4360596.575970279 ], [ 498.323989, 111.489502, 386.834487, 6285.630774, 1925.034198, 4360.596576 ], [ 0.277155, 0.062008, 0.215147, 0.231448, 0.167447, 0.211451 ], [ 301.37635, 301.37635, 301.37635, 301.37635, 301.37635, 301.37635 ], [ -62433, -8704, -62433, -1640176, -162601, -1640176 ], [ 5.965581, 4.000887, 7.120466, 4.138733, 6.446041, 3.644184 ], [ 65, 33, 32, 65, 33, 32 ], [ 56, 26, 30, 56, 26, 30 ], [ 9, 7, 2, 9, 7, 2 ], [ 86.153846, 78.787879, 93.75, 86.153846, 78.787879, 93.75 ], [ 0.958754, 1.077162, 0.474698, 0.665153, 1.735473, 0.242946 ], [ 34541, 21849, 34541, 858191, 533632, 858191 ], [ -62433, -8704, -62433, -1640176, -162601, -1640176 ], [ 36, 6, 68, 36, 6, 68 ], [ 29, 4, 51, 29, 4, 51 ], [ 83, 12, 329, 83, 12, 329 ], [ 2396, 205, 2191, 2396, 205, 2191 ], [ 178.914129, 178.914129, 541.914129, 178.914129, 178.914129, 541.914129 ], [ 2, 1, 13, 2, 1, 13 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -125735, -265386, -57376, -117850, 736150, 678265 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3596, "evaluation_days": 1798, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607601600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759830980723, "expiration_time": 1764455616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 73, "offset": 152, "scalar": 4 } } }
# | 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) |
---|