Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1855142.8113 | 1962837.0531 | -107694.2418 | -49483.2466 | 1298205.2921 | -1347688.5387 |
Total P&L (%) | 1855.1428 | 1962.8371 | -107.6942 | -49.4832 | 1298.2053 | -1347.6885 |
Avg Daily Profit (%) | 1.0291 | 1.0889 | -0.0597 | -0.0379 | 0.1464 | 0 |
Buy And Hold Return (%) | 295.6817 | 295.6817 | 295.6817 | 295.6817 | 295.6817 | 295.6817 |
Max Trade Drawdown | -270162 | -247111 | -154187 | -3958516 | -3015041 | -1586914 |
Profit Factor | 2.6248 | 3.9314 | 0.7719 | 0.9924 | 1.3288 | 0.4693 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 43.1138 | 37.3494 | 48.8095 | 43.1138 | 37.3494 | 48.8095 |
Ratio Avg Win / Avg Loss | 3.4633 | 6.5946 | 0.8096 | 1.3094 | 2.229 | 0.4922 |
Largest Winning Trade | 1501405 | 1501405 | 28885 | 2069084 | 2069084 | 217960 |
Largest Losing Trade | -51142 | -42079 | -51142 | -1236713 | -1236713 | -387979 |
Avg Bars in Trades | 126 | 195 | 58 | 126 | 195 | 58 |
Avg Bars in Winners | 149 | 271 | 58 | 149 | 271 | 58 |
Avg Bars in Losers | 109 | 151 | 59 | 109 | 151 | 59 |
Bars Traded | 21205 | 16255 | 4950 | 21205 | 16255 | 4950 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579017 | 537669 | -581570 | -580914 | -2901 | -581570 |
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21632, "evaluation_days": 1802.67, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606053600000, "last_datapoint_time": 1760277600000, "evaluation_time": 1760284501442, "expiration_time": 1765884614400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 73, "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": [ [ 1855142.811306843, 1962837.053108201, -107694.2418013575, -49483.2465781788, 1298205.292142904, -1347688.5387210809 ], [ 1855.142811, 1962.837053, -107.694242, -49.483247, 1298.205292, -1347.688539 ], [ 1.029108, 1.08885, -0.059742, -0.037874, 0.146433, 0 ], [ 295.681743, 295.681743, 295.681743, 295.681743, 295.681743, 295.681743 ], [ -270162, -247111, -154187, -3958516, -3015041, -1586914 ], [ 2.624834, 3.931382, 0.771906, 0.992372, 1.32884, 0.469336 ], [ 167, 83, 84, 167, 83, 84 ], [ 72, 31, 41, 72, 31, 41 ], [ 95, 52, 43, 95, 52, 43 ], [ 43.113772, 37.349398, 48.809524, 43.113772, 37.349398, 48.809524 ], [ 3.463323, 6.594577, 0.80956, 1.30938, 2.229022, 0.49223 ], [ 1501405, 1501405, 28885, 2069084, 2069084, 217960 ], [ -51142, -42079, -51142, -1236713, -1236713, -387979 ], [ 126, 195, 58, 126, 195, 58 ], [ 149, 271, 58, 149, 271, 58 ], [ 109, 151, 59, 109, 151, 59 ], [ 21205, 16255, 4950, 21205, 16255, 4950 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 579017, 537669, -581570, -580914, -2901, -581570 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21632, "evaluation_days": 1802.67, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606053600000, "last_datapoint_time": 1760277600000, "evaluation_time": 1760284501442, "expiration_time": 1765884614400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 73, "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) |
---|