Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 23958.4003 | 459674.7428 | -435716.3425 | 651102.2131 | -10290087.9325 | 10941190.1456 |
Total P&L (%) | 23.9584 | 459.6747 | -435.7163 | 651.1022 | -10290.0879 | 10941.1901 |
Avg Daily Profit (%) | 0.0133 | 0.2551 | -0.2418 | 0.1119 | 0 | 0.2614 |
Buy And Hold Return (%) | 181.1238 | 181.1238 | 181.1238 | 181.1238 | 181.1238 | 181.1238 |
Max Trade Drawdown | -416308 | -232535 | -519643 | -15283313 | -14286973 | -2396834 |
Profit Factor | 1.0236 | 2.2903 | 0.3399 | 1.0269 | 0.4652 | 3.2094 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 33 | 12 | 21 | 33 | 13 | 20 |
Losing Trades | 38 | 23 | 15 | 38 | 22 | 16 |
Profitability (%) | 46.4789 | 34.2857 | 58.3333 | 46.4789 | 37.1429 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.1787 | 4.3897 | 0.2428 | 1.1825 | 0.7873 | 2.5675 |
Largest Winning Trade | 383307 | 383307 | 27208 | 13112333 | 7329736 | 13112333 |
Largest Losing Trade | -278110 | -63328 | -278110 | -6730188 | -6730188 | -1981471 |
Avg Bars in Trades | 96 | 129 | 65 | 96 | 129 | 65 |
Avg Bars in Winners | 60 | 102 | 36 | 70 | 100 | 51 |
Avg Bars in Losers | 128 | 143 | 105 | 119 | 146 | 82 |
Bars Traded | 6867 | 4526 | 2341 | 6867 | 4526 | 2341 |
Profit Streak | 61.8997 | 61.8997 | 285.1497 | 61.8997 | 61.8997 | 285.1497 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -626712 | 121286 | -578307 | -327894 | -585228 | 605029 |
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{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 79, "offset": 76 } } }
{ "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": [ [ 23958.4003269527, 459674.7428268382, -435716.3424998859, 651102.2130832622, -10290087.932491403, 10941190.145574665 ], [ 23.9584, 459.674743, -435.716342, 651.102213, -10290.087932, 10941.190146 ], [ 0.013294, 0.255056, -0.241762, 0.111943, 0, 0.26136 ], [ 181.123796, 181.123796, 181.123796, 181.123796, 181.123796, 181.123796 ], [ -416308, -232535, -519643, -15283313, -14286973, -2396834 ], [ 1.023573, 2.290283, 0.339912, 1.026913, 0.465201, 3.209411 ], [ 71, 35, 36, 71, 35, 36 ], [ 33, 12, 21, 33, 13, 20 ], [ 38, 23, 15, 38, 22, 16 ], [ 46.478873, 34.285714, 58.333333, 46.478873, 37.142857, 55.555556 ], [ 1.17866, 4.389709, 0.242794, 1.182506, 0.787264, 2.567529 ], [ 383307, 383307, 27208, 13112333, 7329736, 13112333 ], [ -278110, -63328, -278110, -6730188, -6730188, -1981471 ], [ 96, 129, 65, 96, 129, 65 ], [ 60, 102, 36, 70, 100, 51 ], [ 128, 143, 105, 119, 146, 82 ], [ 6867, 4526, 2341, 6867, 4526, 2341 ], [ 61.899726, 61.899726, 285.149726, 61.899726, 61.899726, 285.149726 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -626712, 121286, -578307, -327894, -585228, 605029 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7209, "evaluation_days": 1802.25, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1607817600000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760196936312, "expiration_time": 1764855432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 79, "offset": 76 } } }
# | 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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