Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2204812.5049 | -197059.048 | -2007753.4569 | -43751.1611 | -1864012.3428 | 1820261.1817 |
Total P&L (%) | -2204.8125 | -197.059 | -2007.7535 | -43.7512 | -1864.0123 | 1820.2612 |
Avg Daily Profit (%) | -1.2232 | -0.1093 | -1.1139 | -0.0319 | 0 | 0.1641 |
Buy And Hold Return (%) | 204.5945 | 204.5945 | 204.5945 | 204.5945 | 204.5945 | 204.5945 |
Max Trade Drawdown | -2274899 | -245393 | -982126 | -8828398 | -3633060 | -5456974 |
Profit Factor | 0.1315 | 0.4562 | 0.0775 | 0.9961 | 0.5308 | 1.2542 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 53 | 27 | 26 | 55 | 28 | 27 |
Losing Trades | 29 | 14 | 15 | 27 | 13 | 14 |
Profitability (%) | 64.6341 | 65.8537 | 63.4146 | 67.0732 | 68.2927 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.072 | 0.2365 | 0.0447 | 0.489 | 0.2465 | 0.6503 |
Largest Winning Trade | 21984 | 21984 | 16271 | 8203652 | 1596823 | 8203652 |
Largest Losing Trade | -1076238 | -63491 | -1076238 | -5456974 | -1473739 | -5456974 |
Avg Bars in Trades | 41 | 52 | 31 | 41 | 52 | 31 |
Avg Bars in Winners | 11 | 13 | 10 | 15 | 16 | 15 |
Avg Bars in Losers | 96 | 126 | 68 | 94 | 129 | 61 |
Bars Traded | 3426 | 2139 | 1288 | 3426 | 2139 | 1288 |
Profit Streak | 25.3194 | 92.8194 | 25.3194 | 25.3194 | 92.8194 | 25.3194 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -586357 | -577202 | -578460 | -586041 | -576885 | 306060 |
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{ "first_band": { "type": "dcm", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 116, "offset": 114, "scalar": 4 } } }
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{ "trading_pair": "AXS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3605, "evaluation_days": 1802.5, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1609459200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760211592458, "expiration_time": 1764856080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 116, "offset": 114, "scalar": 4 } } }
# | 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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