Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1711196.9687 | -68056.0947 | -1643140.874 | 682580.6757 | -4068603.5891 | 4751184.2648 |
Total P&L (%) | -1711.197 | -68.0561 | -1643.1409 | 682.5807 | -4068.6036 | 4751.1843 |
Avg Daily Profit (%) | -0.9554 | -0.038 | -0.9174 | 0.1149 | 0 | 0.217 |
Buy And Hold Return (%) | 225.1118 | 225.1118 | 225.1118 | 225.1118 | 225.1118 | 225.1118 |
Max Trade Drawdown | -1903706 | -189833 | -1779725 | -16810236 | -9241940 | -8595117 |
Profit Factor | 0.2244 | 0.7797 | 0.134 | 1.0303 | 0.6009 | 1.3859 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 16 | 19 | 37 | 17 | 20 |
Losing Trades | 25 | 14 | 11 | 23 | 13 | 10 |
Profitability (%) | 58.3333 | 53.3333 | 63.3333 | 61.6667 | 56.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1603 | 0.6823 | 0.0776 | 0.6405 | 0.4595 | 0.6929 |
Largest Winning Trade | 47532 | 47532 | 35867 | 14276778 | 4875073 | 14276778 |
Largest Losing Trade | -964718 | -63246 | -964718 | -8595117 | -4266293 | -8595117 |
Avg Bars in Trades | 115 | 138 | 92 | 115 | 138 | 92 |
Avg Bars in Winners | 50 | 47 | 53 | 61 | 56 | 66 |
Avg Bars in Losers | 205 | 242 | 159 | 201 | 245 | 144 |
Bars Traded | 6915 | 4151 | 2764 | 6915 | 4151 | 2764 |
Profit Streak | 24.9129 | 25.4129 | 24.9129 | 24.9129 | 25.4129 | 24.9129 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752172 | -579850 | -578553 | -402013 | -579418 | 352120 |
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{ "first_band": { "type": "dcm", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 190, "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": [ [ -1711196.968654404, -68056.094675175, -1643140.8739792295, 682580.6757415974, -4068603.5890680454, 4751184.264809639 ], [ -1711.196969, -68.056095, -1643.140874, 682.580676, -4068.603589, 4751.184265 ], [ -0.955442, -0.037999, -0.917443, 0.114942, 0, 0.216975 ], [ 225.111757, 225.111757, 225.111757, 225.111757, 225.111757, 225.111757 ], [ -1903706, -189833, -1779725, -16810236, -9241940, -8595117 ], [ 0.224405, 0.779725, 0.133977, 1.030326, 0.600919, 1.385873 ], [ 60, 30, 30, 60, 30, 30 ], [ 35, 16, 19, 37, 17, 20 ], [ 25, 14, 11, 23, 13, 10 ], [ 58.333333, 53.333333, 63.333333, 61.666667, 56.666667, 66.666667 ], [ 0.160289, 0.68226, 0.077566, 0.640473, 0.459526, 0.692936 ], [ 47532, 47532, 35867, 14276778, 4875073, 14276778 ], [ -964718, -63246, -964718, -8595117, -4266293, -8595117 ], [ 115, 138, 92, 115, 138, 92 ], [ 50, 47, 53, 61, 56, 66 ], [ 205, 242, 159, 201, 245, 144 ], [ 6915, 4151, 2764, 6915, 4151, 2764 ], [ 24.912878, 25.412878, 24.912878, 24.912878, 25.412878, 24.912878 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -752172, -579850, -578553, -402013, -579418, 352120 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7164, "evaluation_days": 1791, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1608573600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759226072667, "expiration_time": 1763854272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 190, "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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