Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432322.2956 | 725970.1157 | -293647.8201 | -22230997.886 | 12153709.5374 | -34384707.4233 |
Total P&L (%) | 432.3223 | 725.9701 | -293.6478 | -22230.9979 | 12153.7095 | -34384.7074 |
Avg Daily Profit (%) | 0.242 | 0.4064 | -0.1644 | 0 | 0.2695 | 0 |
Buy And Hold Return (%) | 288.2893 | 288.2893 | 288.2893 | 288.2893 | 288.2893 | 288.2893 |
Max Trade Drawdown | -556169 | -77941 | -488654 | -41658861 | -17841212 | -39430866 |
Profit Factor | 1.4733 | 3.562 | 0.5339 | 0.793 | 1.26 | 0.433 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 13 | 18 | 30 | 19 | 11 |
Losing Trades | 29 | 17 | 12 | 30 | 11 | 19 |
Profitability (%) | 51.6667 | 43.3333 | 60 | 50 | 63.3333 | 36.6667 |
Ratio Avg Win / Avg Loss | 1.3782 | 4.6579 | 0.356 | 0.793 | 0.7294 | 0.748 |
Largest Winning Trade | 353864 | 353864 | 63256 | 9126917 | 9126917 | 6069185 |
Largest Losing Trade | -488654 | -67514 | -488654 | -17653087 | -17653087 | -14224352 |
Avg Bars in Trades | 85 | 54 | 116 | 85 | 54 | 116 |
Avg Bars in Winners | 109 | 48 | 152 | 55 | 56 | 55 |
Avg Bars in Losers | 60 | 58 | 62 | 115 | 51 | 152 |
Bars Traded | 5140 | 1635 | 3505 | 5140 | 1635 | 3505 |
Profit Streak | 0 | 0 | 0 | 65.0658 | 305.7324 | 65.0658 |
Trades During Streak | 0 | 0 | 0 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174503 | 373060 | -579529 | -752783 | 354713 | -585038 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5359, "evaluation_days": 1786.33, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1609660800000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758821682054, "expiration_time": 1763417376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 101, "offset": 0 } } }
{ "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": [ [ 432322.2956100383, 725970.1156921329, -293647.8200820943, -22230997.885954868, 12153709.537361551, -34384707.42331642 ], [ 432.322296, 725.970116, -293.64782, -22230.997886, 12153.709537, -34384.707423 ], [ 0.242017, 0.406403, -0.164386, 0, 0.269541, 0 ], [ 288.289339, 288.289339, 288.289339, 288.289339, 288.289339, 288.289339 ], [ -556169, -77941, -488654, -41658861, -17841212, -39430866 ], [ 1.4733, 3.561954, 0.533933, 0.793011, 1.259953, 0.433048 ], [ 60, 30, 30, 60, 30, 30 ], [ 31, 13, 18, 30, 19, 11 ], [ 29, 17, 12, 30, 11, 19 ], [ 51.666667, 43.333333, 60, 50, 63.333333, 36.666667 ], [ 1.378248, 4.657939, 0.355956, 0.793011, 0.729446, 0.747993 ], [ 353864, 353864, 63256, 9126917, 9126917, 6069185 ], [ -488654, -67514, -488654, -17653087, -17653087, -14224352 ], [ 85, 54, 116, 85, 54, 116 ], [ 109, 48, 152, 55, 56, 55 ], [ 60, 58, 62, 115, 51, 152 ], [ 5140, 1635, 3505, 5140, 1635, 3505 ], [ 0, 0, 0, 65.065764, 305.732431, 65.065764 ], [ 0, 0, 0, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -174503, 373060, -579529, -752783, 354713, -585038 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5359, "evaluation_days": 1786.33, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1609660800000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758821682054, "expiration_time": 1763417376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 101, "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) |
---|