Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1838828.3911 | -73104.492 | -1765723.8991 | 367529.4128 | -2823974.0734 | 3191503.4862 |
Total P&L (%) | -1838.8284 | -73.1045 | -1765.7239 | 367.5294 | -2823.9741 | 3191.5035 |
Avg Daily Profit (%) | -1.0257 | -0.0408 | -0.9849 | 0.0861 | 0 | 0.1951 |
Buy And Hold Return (%) | 261.7869 | 261.7869 | 261.7869 | 261.7869 | 261.7869 | 261.7869 |
Max Trade Drawdown | -1893486 | -148979 | -954432 | -9681153 | -7168430 | -3947987 |
Profit Factor | 0.2097 | 0.7882 | 0.109 | 1.021 | 0.7292 | 1.4515 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 15 | 18 | 35 | 16 | 19 |
Losing Trades | 27 | 15 | 12 | 25 | 14 | 11 |
Profitability (%) | 55 | 50 | 60 | 58.3333 | 53.3333 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.1716 | 0.7882 | 0.0726 | 0.7293 | 0.638 | 0.8404 |
Largest Winning Trade | 69185 | 69185 | 26506 | 6648010 | 4096806 | 6648010 |
Largest Losing Trade | -915025 | -66763 | -915025 | -3947987 | -3539371 | -3947987 |
Avg Bars in Trades | 172 | 187 | 157 | 172 | 187 | 157 |
Avg Bars in Winners | 83 | 73 | 92 | 100 | 85 | 113 |
Avg Bars in Losers | 280 | 300 | 254 | 272 | 303 | 232 |
Bars Traded | 10336 | 5616 | 4720 | 10336 | 5616 | 4720 |
Profit Streak | 34.773 | 41.9397 | 34.773 | 34.773 | 41.9397 | 34.773 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752637 | -580274 | -578987 | -488680 | -579842 | 344226 |
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 109, "offset": 105 } } }
{ "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": [ [ -1838828.3910843139, -73104.4920312176, -1765723.899053096, 367529.4128008507, -2823974.0734216017, 3191503.4862224506 ], [ -1838.828391, -73.104492, -1765.723899, 367.529413, -2823.974073, 3191.503486 ], [ -1.025657, -0.040776, -0.984881, 0.086063, 0, 0.195074 ], [ 261.786862, 261.786862, 261.786862, 261.786862, 261.786862, 261.786862 ], [ -1893486, -148979, -954432, -9681153, -7168430, -3947987 ], [ 0.20973, 0.78823, 0.108953, 1.021007, 0.729183, 1.451527 ], [ 60, 30, 30, 60, 30, 30 ], [ 33, 15, 18, 35, 16, 19 ], [ 27, 15, 12, 25, 14, 11 ], [ 55, 50, 60, 58.333333, 53.333333, 63.333333 ], [ 0.171597, 0.78823, 0.072635, 0.72929, 0.638035, 0.840357 ], [ 69185, 69185, 26506, 6648010, 4096806, 6648010 ], [ -915025, -66763, -915025, -3947987, -3539371, -3947987 ], [ 172, 187, 157, 172, 187, 157 ], [ 83, 73, 92, 100, 85, 113 ], [ 280, 300, 254, 272, 303, 232 ], [ 10336, 5616, 4720, 10336, 5616, 4720 ], [ 34.773006, 41.939673, 34.773007, 34.773007, 41.939673, 34.773007 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -752637, -580274, -578987, -488680, -579842, 344226 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10757, "evaluation_days": 1792.83, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607558400000, "last_datapoint_time": 1759377600000, "evaluation_time": 1759386787768, "expiration_time": 1764024624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 109, "offset": 105 } } }
# | 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) |
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