Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2643229.8927 | 2555072.468 | 88157.4247 | 1913203.8241 | 5974398.5103 | -4061194.6863 |
Total P&L (%) | 2643.2299 | 2555.0725 | 88.1574 | 1913.2038 | 5974.3985 | -4061.1947 |
Avg Daily Profit (%) | 1.4672 | 1.4183 | 0.0489 | 0.1668 | 0.2282 | 0 |
Buy And Hold Return (%) | 220.529 | 220.529 | 220.529 | 220.529 | 220.529 | 220.529 |
Max Trade Drawdown | -219979 | -237507 | -40743 | -38764456 | -40064565 | -8726937 |
Profit Factor | 4.9903 | 6.1668 | 1.525 | 1.0291 | 1.1223 | 0.7601 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 51.1111 | 42.2222 | 60 | 51.1111 | 42.2222 | 60 |
Ratio Avg Win / Avg Loss | 4.7733 | 8.4388 | 1.0167 | 0.9843 | 1.5357 | 0.5067 |
Largest Winning Trade | 1830368 | 1830368 | 30839 | 20608262 | 20608262 | 2396378 |
Largest Losing Trade | -44579 | -44579 | -37883 | -13931874 | -13931874 | -8726937 |
Avg Bars in Trades | 77 | 121 | 32 | 77 | 121 | 32 |
Avg Bars in Winners | 82 | 145 | 38 | 82 | 145 | 38 |
Avg Bars in Losers | 70 | 104 | 22 | 70 | 104 | 22 |
Bars Traded | 6932 | 5482 | 1450 | 6932 | 5482 | 1450 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 789018 | 693801 | -290514 | -182066 | -79597 | -579415 |
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{ "first_band": { "type": "bbm", "factors": { "length": 219, "offset": 0, "std": 2.68783 } }, "second_band": { "type": "dcm", "factors": { "length": 189, "offset": 0 } } }
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{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7206, "evaluation_days": 1801.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608552000000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760126967384, "expiration_time": 1764788688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 219, "offset": 0, "std": 2.68783 } }, "second_band": { "type": "dcm", "factors": { "length": 189, "offset": 0 } } }
# | 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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