Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236728.3974 | 405709.9522 | -168981.5548 | -108899.3702 | 2062356.8857 | -2171256.2559 |
Total P&L (%) | 236.7284 | 405.71 | -168.9816 | -108.8994 | 2062.3569 | -2171.2563 |
Avg Daily Profit (%) | 0.1326 | 0.2273 | -0.0947 | 0 | 0.1723 | 0 |
Buy And Hold Return (%) | 575.574 | 575.574 | 575.574 | 575.574 | 575.574 | 575.574 |
Max Trade Drawdown | -233730 | -184880 | -300868 | -1889887 | -294501 | -2352246 |
Profit Factor | 1.1266 | 1.5135 | 0.8436 | 0.9748 | 3.6141 | 0.3838 |
Total Trades | 439 | 220 | 219 | 439 | 220 | 219 |
Winning Trades | 216 | 108 | 108 | 233 | 130 | 103 |
Losing Trades | 223 | 112 | 111 | 206 | 90 | 116 |
Profitability (%) | 49.2027 | 49.0909 | 49.3151 | 53.0752 | 59.0909 | 47.032 |
Ratio Avg Win / Avg Loss | 1.1631 | 1.5695 | 0.867 | 0.8618 | 2.5021 | 0.4323 |
Largest Winning Trade | 119731 | 119731 | 35722 | 545218 | 545218 | 161032 |
Largest Losing Trade | -110049 | -26939 | -110049 | -1824502 | -109210 | -1824502 |
Avg Bars in Trades | 24 | 20 | 28 | 24 | 20 | 28 |
Avg Bars in Winners | 23 | 17 | 29 | 24 | 21 | 27 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 17 | 29 |
Bars Traded | 10652 | 4421 | 6231 | 10652 | 4421 | 6231 |
Profit Streak | 8.6855 | 8.6855 | 16.0188 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -259686 | -154233 | -579598 | -577807 | 505413 | -581063 |
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{ "first_band": { "type": "dcm", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 54, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10711, "evaluation_days": 1785.17, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1605196800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758788823121, "expiration_time": 1763342352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 54, "offset": 0, "poles": 2 } } }
# | 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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