Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943916.6702 | 948486.5717 | -4569.9015 | 315411.8737 | 1377771.8594 | -1062359.9856 |
Total P&L (%) | 943.9167 | 948.4866 | -4.5699 | 315.4119 | 1377.7719 | -1062.36 |
Avg Daily Profit (%) | 0.5271 | 0.5296 | -0.0026 | 0.0796 | 0.1505 | 0 |
Buy And Hold Return (%) | 281.7934 | 281.7934 | 281.7934 | 281.7934 | 281.7934 | 281.7934 |
Max Trade Drawdown | -279963 | -220882 | -98594 | -23178378 | -22856475 | -5339728 |
Profit Factor | 1.8992 | 2.4222 | 0.9881 | 1.0076 | 1.0447 | 0.9029 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 51.9774 | 46.5909 | 57.3034 | 51.9774 | 46.5909 | 57.3034 |
Ratio Avg Win / Avg Loss | 1.7547 | 2.7767 | 0.7362 | 0.9309 | 1.1976 | 0.6728 |
Largest Winning Trade | 348247 | 348247 | 21686 | 6623425 | 6623425 | 2326210 |
Largest Losing Trade | -78176 | -78176 | -29483 | -9502506 | -9502506 | -2476218 |
Avg Bars in Trades | 119 | 210 | 29 | 119 | 210 | 29 |
Avg Bars in Winners | 83 | 146 | 33 | 83 | 146 | 33 |
Avg Bars in Losers | 158 | 266 | 25 | 158 | 266 | 25 |
Bars Traded | 21143 | 18501 | 2642 | 21143 | 18501 | 2642 |
Profit Streak | 16.9928 | 17.2428 | 16.9928 | 16.9928 | 17.2428 | 16.9928 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500039 | 417922 | -579298 | -427028 | -166213 | -579298 |
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21490, "evaluation_days": 1790.83, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1605585600000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759261773825, "expiration_time": 1764825408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 61, "offset": 0, "std": 1.3038 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "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": [ [ 943916.6701730639, 948486.571655572, -4569.9014825082, 315411.8737170543, 1377771.8593580783, -1062359.9856410308 ], [ 943.91667, 948.486572, -4.569901, 315.411874, 1377.771859, -1062.359986 ], [ 0.527083, 0.529635, -0.002552, 0.079553, 0.150497, 0 ], [ 281.793378, 281.793378, 281.793378, 281.793378, 281.793378, 281.793378 ], [ -279963, -220882, -98594, -23178378, -22856475, -5339728 ], [ 1.899227, 2.422239, 0.988062, 1.007556, 1.044733, 0.902909 ], [ 177, 88, 89, 177, 88, 89 ], [ 92, 41, 51, 92, 41, 51 ], [ 85, 47, 38, 85, 47, 38 ], [ 51.977401, 46.590909, 57.303371, 51.977401, 46.590909, 57.303371 ], [ 1.75472, 2.776714, 0.736203, 0.930894, 1.197621, 0.672755 ], [ 348247, 348247, 21686, 6623425, 6623425, 2326210 ], [ -78176, -78176, -29483, -9502506, -9502506, -2476218 ], [ 119, 210, 29, 119, 210, 29 ], [ 83, 146, 33, 83, 146, 33 ], [ 158, 266, 25, 158, 266, 25 ], [ 21143, 18501, 2642, 21143, 18501, 2642 ], [ 16.992752, 17.242753, 16.992752, 16.992753, 17.242753, 16.992753 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 500039, 417922, -579298, -427028, -166213, -579298 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21490, "evaluation_days": 1790.83, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1605585600000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759261773825, "expiration_time": 1764825408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 61, "offset": 0, "std": 1.3038 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "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) |
---|