Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1754701.4044 | -86801.5031 | -1667899.9013 | 422887.0967 | -2098356.6632 | 2521243.7599 |
Total P&L (%) | -1754.7014 | -86.8015 | -1667.8999 | 422.8871 | -2098.3567 | 2521.2438 |
Avg Daily Profit (%) | -0.9829 | -0.0486 | -0.9343 | 0.0927 | 0 | 0.1831 |
Buy And Hold Return (%) | 303.7842 | 303.7842 | 303.7842 | 303.7842 | 303.7842 | 303.7842 |
Max Trade Drawdown | -1942238 | -177978 | -800531 | -7937563 | -2250982 | -6259640 |
Profit Factor | 0.1854 | 0.6621 | 0.1209 | 1.042 | 0.1375 | 1.3306 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 39 | 17 | 22 | 39 | 16 | 23 |
Losing Trades | 22 | 14 | 8 | 22 | 15 | 7 |
Profitability (%) | 63.9344 | 54.8387 | 73.3333 | 63.9344 | 51.6129 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.1046 | 0.5452 | 0.0439 | 0.5878 | 0.1289 | 0.405 |
Largest Winning Trade | 28148 | 28148 | 24656 | 9373662 | 69925 | 9373662 |
Largest Losing Trade | -1011454 | -65815 | -1011454 | -6259640 | -779491 | -6259640 |
Avg Bars in Trades | 168 | 205 | 130 | 168 | 205 | 130 |
Avg Bars in Winners | 77 | 109 | 52 | 82 | 97 | 70 |
Avg Bars in Losers | 330 | 321 | 345 | 321 | 319 | 325 |
Bars Traded | 10275 | 6363 | 3912 | 10275 | 6363 | 3912 |
Profit Streak | 5.3118 | 5.3118 | 270.4784 | 5.3118 | 5.3118 | 270.4784 |
Trades During Streak | 2 | 1 | 9 | 2 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743791 | -579480 | -576317 | -451967 | -579898 | 410043 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10711, "evaluation_days": 1785.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609833600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758929336241, "expiration_time": 1763342352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "offset": 218 } } }
{ "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": [ [ -1754701.4043994762, -86801.5031430859, -1667899.9012563906, 422887.0967499444, -2098356.663196241, 2521243.7599461866 ], [ -1754.701404, -86.801503, -1667.899901, 422.887097, -2098.356663, 2521.24376 ], [ -0.982932, -0.048624, -0.934309, 0.092706, 0, 0.183132 ], [ 303.784241, 303.784241, 303.784241, 303.784241, 303.784241, 303.784241 ], [ -1942238, -177978, -800531, -7937563, -2250982, -6259640 ], [ 0.185399, 0.662074, 0.12086, 1.042037, 0.137464, 1.330566 ], [ 61, 31, 30, 61, 31, 30 ], [ 39, 17, 22, 39, 16, 23 ], [ 22, 14, 8, 22, 15, 7 ], [ 63.934426, 54.83871, 73.333333, 63.934426, 51.612903, 76.666667 ], [ 0.104584, 0.545238, 0.043949, 0.587816, 0.128873, 0.404955 ], [ 28148, 28148, 24656, 9373662, 69925, 9373662 ], [ -1011454, -65815, -1011454, -6259640, -779491, -6259640 ], [ 168, 205, 130, 168, 205, 130 ], [ 77, 109, 52, 82, 97, 70 ], [ 330, 321, 345, 321, 319, 325 ], [ 10275, 6363, 3912, 10275, 6363, 3912 ], [ 5.311762, 5.311762, 270.478429, 5.311762, 5.311762, 270.478429 ], [ 2, 1, 9, 2, 1, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -743791, -579480, -576317, -451967, -579898, 410043 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10711, "evaluation_days": 1785.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609833600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758929336241, "expiration_time": 1763342352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "offset": 218 } } }
# | 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) |
---|