Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488056.7194 | 602388.4694 | -114331.7499 | -80999.4861 | 304055.4338 | -385054.9199 |
Total P&L (%) | 488.0567 | 602.3885 | -114.3318 | -80.9995 | 304.0554 | -385.0549 |
Avg Daily Profit (%) | 0.2717 | 0.3354 | -0.0637 | -0.0924 | 0.0778 | 0 |
Buy And Hold Return (%) | 317.418 | 317.418 | 317.418 | 317.418 | 317.418 | 317.418 |
Max Trade Drawdown | -167264 | -183776 | -210969 | -191469 | -112245 | -326311 |
Profit Factor | 1.6675 | 2.8435 | 0.7173 | 0.8605 | 3.1785 | 0.1269 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 53.2258 | 54.8387 | 51.6129 | 53.2258 | 54.8387 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.4654 | 2.3417 | 0.6724 | 0.7562 | 2.6176 | 0.119 |
Largest Winning Trade | 438568 | 438568 | 42551 | 152961 | 152961 | 14436 |
Largest Losing Trade | -72640 | -62967 | -72640 | -82913 | -41316 | -82913 |
Avg Bars in Trades | 83 | 116 | 49 | 83 | 116 | 49 |
Avg Bars in Winners | 71 | 85 | 57 | 71 | 85 | 57 |
Avg Bars in Losers | 96 | 155 | 41 | 96 | 155 | 41 |
Bars Traded | 5158 | 3615 | 1543 | 5158 | 3615 | 1543 |
Profit Streak | 135.4378 | 135.4378 | 316.4378 | 135.4378 | 135.4378 | 316.4378 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156355 | 309610 | -579242 | -737443 | -247255 | -579242 |
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{ "first_band": { "type": "ssf", "factors": { "length": 132, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "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": [ [ 488056.7194434151, 602388.4693551498, -114331.7499117348, -80999.486091283, 304055.4338115022, -385054.9199027853 ], [ 488.056719, 602.388469, -114.33175, -80.999486, 304.055434, -385.05492 ], [ 0.271747, 0.335406, -0.063659, -0.092424, 0.07778, 0 ], [ 317.418044, 317.418044, 317.418044, 317.418044, 317.418044, 317.418044 ], [ -167264, -183776, -210969, -191469, -112245, -326311 ], [ 1.667523, 2.843529, 0.717272, 0.860485, 3.17852, 0.126882 ], [ 62, 31, 31, 62, 31, 31 ], [ 33, 17, 16, 33, 17, 16 ], [ 29, 14, 15, 29, 14, 15 ], [ 53.225806, 54.83871, 51.612903, 53.225806, 54.83871, 51.612903 ], [ 1.465399, 2.34173, 0.672442, 0.756184, 2.617605, 0.118952 ], [ 438568, 438568, 42551, 152961, 152961, 14436 ], [ -72640, -62967, -72640, -82913, -41316, -82913 ], [ 83, 116, 49, 83, 116, 49 ], [ 71, 85, 57, 71, 85, 57 ], [ 96, 155, 41, 96, 155, 41 ], [ 5158, 3615, 1543, 5158, 3615, 1543 ], [ 135.437807, 135.437807, 316.437807, 135.437807, 135.437807, 316.437807 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -156355, 309610, -579242, -737443, -247255, -579242 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5388, "evaluation_days": 1796, "actual_first_datapoint_time": 1604476800000, "first_datapoint_time": 1609401600000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759631426501, "expiration_time": 1764277632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 132, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "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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