Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1642484.8218 | -91731.8972 | -1550752.9246 | 111601.7005 | -2642325.3913 | 2753927.0918 |
Total P&L (%) | -1642.4848 | -91.7319 | -1550.7529 | 111.6017 | -2642.3254 | 2753.9271 |
Avg Daily Profit (%) | -0.9108 | -0.0509 | -0.8599 | 0.0416 | 0 | 0.186 |
Buy And Hold Return (%) | 121.7697 | 121.7697 | 121.7697 | 121.7697 | 121.7697 | 121.7697 |
Max Trade Drawdown | -1676178 | -193642 | -825156 | -9370733 | -7269097 | -3038802 |
Profit Factor | 0.2238 | 0.7484 | 0.1145 | 1.0059 | 0.7637 | 1.3599 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 12 | 17 | 31 | 13 | 18 |
Losing Trades | 31 | 18 | 13 | 29 | 17 | 12 |
Profitability (%) | 48.3333 | 40 | 56.6667 | 51.6667 | 43.3333 | 60 |
Ratio Avg Win / Avg Loss | 0.2392 | 1.1227 | 0.0876 | 0.941 | 0.9986 | 0.9066 |
Largest Winning Trade | 88303 | 88303 | 28806 | 5814508 | 4487267 | 5814508 |
Largest Losing Trade | -793399 | -59188 | -793399 | -3677794 | -3677794 | -3038802 |
Avg Bars in Trades | 86 | 90 | 81 | 86 | 90 | 81 |
Avg Bars in Winners | 41 | 36 | 44 | 51 | 44 | 55 |
Avg Bars in Losers | 127 | 126 | 130 | 123 | 125 | 120 |
Bars Traded | 5160 | 2713 | 2447 | 5160 | 2713 | 2447 |
Profit Streak | 44.7151 | 0 | 62.7151 | 44.7151 | 0 | 62.7151 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -754370 | -583047 | -579401 | -691557 | -583418 | 306357 |
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5410, "evaluation_days": 1803.33, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1608220800000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760260180358, "expiration_time": 1764930240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 131, "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": [ [ -1642484.8218135573, -91731.8972256555, -1550752.9245879017, 111601.7004956626, -2642325.3913313653, 2753927.0918270275 ], [ -1642.484822, -91.731897, -1550.752925, 111.6017, -2642.325391, 2753.927092 ], [ -0.910807, -0.050868, -0.859939, 0.041573, 0, 0.186011 ], [ 121.769663, 121.769663, 121.769663, 121.769663, 121.769663, 121.769663 ], [ -1676178, -193642, -825156, -9370733, -7269097, -3038802 ], [ 0.223769, 0.748442, 0.114523, 1.005926, 0.763665, 1.359945 ], [ 60, 30, 30, 60, 30, 30 ], [ 29, 12, 17, 31, 13, 18 ], [ 31, 18, 13, 29, 17, 12 ], [ 48.333333, 40, 56.666667, 51.666667, 43.333333, 60 ], [ 0.239202, 1.122663, 0.087577, 0.941028, 0.998639, 0.90663 ], [ 88303, 88303, 28806, 5814508, 4487267, 5814508 ], [ -793399, -59188, -793399, -3677794, -3677794, -3038802 ], [ 86, 90, 81, 86, 90, 81 ], [ 41, 36, 44, 51, 44, 55 ], [ 127, 126, 130, 123, 125, 120 ], [ 5160, 2713, 2447, 5160, 2713, 2447 ], [ 44.71505, 0, 62.71505, 44.71505, 0, 62.71505 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -754370, -583047, -579401, -691557, -583418, 306357 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5410, "evaluation_days": 1803.33, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1608220800000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760260180358, "expiration_time": 1764930240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 131, "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) |
---|