Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2510266.5876 | 2313042.8156 | 197223.772 | 16824752.2746 | -14045088.7295 | 30869841.0041 |
Total P&L (%) | 2510.2666 | 2313.0428 | 197.2238 | 16824.7523 | -14045.0887 | 30869.841 |
Avg Daily Profit (%) | 1.3932 | 1.2837 | 0.1095 | 0.2852 | 0 | 0.3188 |
Buy And Hold Return (%) | 226.9262 | 226.9262 | 226.9262 | 226.9262 | 226.9262 | 226.9262 |
Max Trade Drawdown | -100971 | -125317 | -40462 | -20353900 | -36892261 | -7487226 |
Profit Factor | 4.7435 | 6.5038 | 1.7879 | 1.1256 | 0.8455 | 1.7164 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 64 | 26 | 38 | 64 | 26 | 38 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 50.3937 | 41.2698 | 59.375 | 50.3937 | 41.2698 | 59.375 |
Ratio Avg Win / Avg Loss | 4.6693 | 9.2554 | 1.2233 | 1.108 | 1.2032 | 1.1744 |
Largest Winning Trade | 1337465 | 1337465 | 61965 | 13745397 | 13745397 | 5877308 |
Largest Losing Trade | -32525 | -30953 | -32525 | -8775318 | -8775318 | -6424736 |
Avg Bars in Trades | 82 | 107 | 57 | 82 | 107 | 57 |
Avg Bars in Winners | 92 | 134 | 63 | 92 | 134 | 63 |
Avg Bars in Losers | 72 | 88 | 49 | 72 | 88 | 49 |
Bars Traded | 10458 | 6755 | 3703 | 10458 | 6755 | 3703 |
Profit Streak | 9.6656 | 0 | 33.9989 | 9.6656 | 0 | 33.9989 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 804253 | -128239 | -347785 | -72580 | -729464 | -126228 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10811, "evaluation_days": 1801.83, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607054400000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760169508973, "expiration_time": 1764825552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 197, "offset": 0, "std": 1.3792 } } }
{ "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": [ [ 2510266.5875552692, 2313042.8155733147, 197223.7719819523, 16824752.274634838, -14045088.729469066, 30869841.004103925 ], [ 2510.266588, 2313.042816, 197.223772, 16824.752275, -14045.088729, 30869.841004 ], [ 1.393176, 1.283719, 0.109457, 0.285192, 0, 0.318828 ], [ 226.926236, 226.926236, 226.926236, 226.926236, 226.926236, 226.926236 ], [ -100971, -125317, -40462, -20353900, -36892261, -7487226 ], [ 4.743456, 6.503762, 1.787922, 1.125571, 0.845483, 1.716421 ], [ 127, 63, 64, 127, 63, 64 ], [ 64, 26, 38, 64, 26, 38 ], [ 63, 37, 26, 63, 37, 26 ], [ 50.393701, 41.269841, 59.375, 50.393701, 41.269841, 59.375 ], [ 4.66934, 9.255353, 1.223315, 1.107984, 1.203187, 1.174393 ], [ 1337465, 1337465, 61965, 13745397, 13745397, 5877308 ], [ -32525, -30953, -32525, -8775318, -8775318, -6424736 ], [ 82, 107, 57, 82, 107, 57 ], [ 92, 134, 63, 92, 134, 63 ], [ 72, 88, 49, 72, 88, 49 ], [ 10458, 6755, 3703, 10458, 6755, 3703 ], [ 9.665613, 0, 33.998946, 9.665613, 0, 33.998946 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 804253, -128239, -347785, -72580, -729464, -126228 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10811, "evaluation_days": 1801.83, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607054400000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760169508973, "expiration_time": 1764825552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 197, "offset": 0, "std": 1.3792 } } }
# | 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) |
---|