Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3698883.4014 | -5228.7195 | -3693654.6819 | -223725.6258 | 1503357.9427 | -1727083.5685 |
Total P&L (%) | -3698.8834 | -5.2287 | -3693.6547 | -223.7256 | 1503.3579 | -1727.0836 |
Avg Daily Profit (%) | -2.0672 | -0.0029 | -2.0643 | 0 | 0.1552 | 0 |
Buy And Hold Return (%) | 509.0818 | 509.0818 | 509.0818 | 509.0818 | 509.0818 | 509.0818 |
Max Trade Drawdown | -3803663 | -219221 | -3778256 | -1298096 | -329523 | -2034260 |
Profit Factor | 0.14 | 0.9838 | 0.0716 | 0.9283 | 3.6082 | 0.3209 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 11 | 14 | 36 | 23 | 13 |
Losing Trades | 41 | 22 | 19 | 30 | 10 | 20 |
Profitability (%) | 37.8788 | 33.3333 | 42.4242 | 54.5455 | 69.697 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.2295 | 1.9676 | 0.0972 | 0.7736 | 1.5688 | 0.4936 |
Largest Winning Trade | 155906 | 155906 | 55228 | 375317 | 375317 | 268259 |
Largest Losing Trade | -3631812 | -49621 | -3631812 | -698408 | -329523 | -698408 |
Avg Bars in Trades | 159 | 134 | 184 | 159 | 134 | 184 |
Avg Bars in Winners | 189 | 149 | 220 | 149 | 144 | 158 |
Avg Bars in Losers | 141 | 127 | 158 | 171 | 111 | 202 |
Bars Traded | 10539 | 4439 | 6100 | 10539 | 4439 | 6100 |
Profit Streak | 0 | 0 | 0 | 59.3277 | 59.3277 | 86.8277 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714269 | -584506 | -583748 | -707235 | 532161 | -583966 |
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10736, "evaluation_days": 1789.33, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606377600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759089111458, "expiration_time": 1763713152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 49, "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": [ [ -3698883.4014229444, -5228.7194792588, -3693654.6819436867, -223725.62578309, 1503357.9426745013, -1727083.5684575909 ], [ -3698.883401, -5.228719, -3693.654682, -223.725626, 1503.357943, -1727.083568 ], [ -2.067189, -0.002922, -2.064267, 0, 0.155189, 0 ], [ 509.081793, 509.081793, 509.081793, 509.081793, 509.081793, 509.081793 ], [ -3803663, -219221, -3778256, -1298096, -329523, -2034260 ], [ 0.139965, 0.983775, 0.071618, 0.928281, 3.60815, 0.320865 ], [ 66, 33, 33, 66, 33, 33 ], [ 25, 11, 14, 36, 23, 13 ], [ 41, 22, 19, 30, 10, 20 ], [ 37.878788, 33.333333, 42.424242, 54.545455, 69.69697, 39.393939 ], [ 0.229543, 1.96755, 0.097196, 0.773567, 1.568761, 0.493638 ], [ 155906, 155906, 55228, 375317, 375317, 268259 ], [ -3631812, -49621, -3631812, -698408, -329523, -698408 ], [ 159, 134, 184, 159, 134, 184 ], [ 189, 149, 220, 149, 144, 158 ], [ 141, 127, 158, 171, 111, 202 ], [ 10539, 4439, 6100, 10539, 4439, 6100 ], [ 0, 0, 0, 59.327679, 59.327679, 86.827679 ], [ 0, 0, 0, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -714269, -584506, -583748, -707235, 532161, -583966 ] ] }
{ "trading_pair": "AXS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10736, "evaluation_days": 1789.33, "actual_first_datapoint_time": 1604491200000, "first_datapoint_time": 1606377600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759089111458, "expiration_time": 1763713152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 49, "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) |
---|