Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1269723.279 | 11198.9374 | -1280922.2164 | 1208422.0284 | -12873869.4516 | 14082291.48 |
Total P&L (%) | -1269.7233 | 11.1989 | -1280.9222 | 1208.422 | -12873.8695 | 14082.2915 |
Avg Daily Profit (%) | -0.7112 | 0.0063 | -0.7175 | 0.1441 | 0 | 0.2779 |
Buy And Hold Return (%) | 292.661 | 292.661 | 292.661 | 292.661 | 292.661 | 292.661 |
Max Trade Drawdown | -1258589 | -186705 | -687537 | -8091257 | -12862735 | -1243929 |
Profit Factor | 0.2638 | 1.0423 | 0.1226 | 1.0662 | 0.1212 | 4.9183 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 10 | 17 | 27 | 9 | 18 |
Losing Trades | 31 | 19 | 12 | 31 | 20 | 11 |
Profitability (%) | 46.5517 | 34.4828 | 58.6207 | 46.5517 | 31.0345 | 62.069 |
Ratio Avg Win / Avg Loss | 0.3029 | 1.9803 | 0.0865 | 1.2242 | 0.2693 | 3.0056 |
Largest Winning Trade | 209038 | 209038 | 37147 | 10999523 | 494260 | 10999523 |
Largest Losing Trade | -687537 | -52846 | -687537 | -3997683 | -3997683 | -1106251 |
Avg Bars in Trades | 117 | 128 | 106 | 117 | 128 | 106 |
Avg Bars in Winners | 56 | 62 | 53 | 74 | 54 | 84 |
Avg Bars in Losers | 170 | 163 | 181 | 154 | 162 | 141 |
Bars Traded | 6813 | 3727 | 3086 | 6813 | 3727 | 3086 |
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 | -761618 | -529223 | -579715 | -330814 | -588208 | 646131 |
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{ "first_band": { "type": "dcm", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 248 } } }
{ "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": [ [ -1269723.2789687323, 11198.9373818439, -1280922.2163505761, 1208422.028429346, -12873869.451619316, 14082291.48004865 ], [ -1269.723279, 11.198937, -1280.922216, 1208.422028, -12873.869452, 14082.29148 ], [ -0.71123, 0.006273, -0.717503, 0.14414, 0, 0.277914 ], [ 292.661, 292.661, 292.661, 292.661, 292.661, 292.661 ], [ -1258589, -186705, -687537, -8091257, -12862735, -1243929 ], [ 0.263819, 1.042275, 0.122556, 1.06624, 0.121185, 4.918261 ], [ 58, 29, 29, 58, 29, 29 ], [ 27, 10, 17, 27, 9, 18 ], [ 31, 19, 12, 31, 20, 11 ], [ 46.551724, 34.482759, 58.62069, 46.551724, 31.034483, 62.068966 ], [ 0.302903, 1.980322, 0.08651, 1.224201, 0.269301, 3.005604 ], [ 209038, 209038, 37147, 10999523, 494260, 10999523 ], [ -687537, -52846, -687537, -3997683, -3997683, -1106251 ], [ 117, 128, 106, 117, 128, 106 ], [ 56, 62, 53, 74, 54, 84 ], [ 170, 163, 181, 154, 162, 141 ], [ 6813, 3727, 3086, 6813, 3727, 3086 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -761618, -529223, -579715, -330814, -588208, 646131 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7141, "evaluation_days": 1785.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1610280000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758904938280, "expiration_time": 1763342568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 248 } } }
# | 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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