| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 434928.0098 | 704697.5622 | -269769.5524 | -99992.714 | 47777.7082 | -147770.4222 |
| Total P&L (%) | 434.928 | 704.6976 | -269.7696 | -99.9927 | 47.7777 | -147.7704 |
| Avg Daily Profit (%) | 0.2417 | 0.3916 | -0.1499 | -0.5281 | 0.0217 | 0 |
| Buy And Hold Return (%) | 284.8492 | 284.8492 | 284.8492 | 284.8492 | 284.8492 | 284.8492 |
| Max Trade Drawdown | -256456 | -188689 | -402074 | -109189 | -21484 | -147837 |
| Profit Factor | 1.2602 | 1.9713 | 0.7148 | 0.487 | 2.7612 | 0.1193 |
| Total Trades | 551 | 275 | 276 | 551 | 275 | 276 |
| Winning Trades | 252 | 123 | 129 | 252 | 123 | 129 |
| Losing Trades | 299 | 152 | 147 | 299 | 152 | 147 |
| Profitability (%) | 45.735 | 44.7273 | 46.7391 | 45.735 | 44.7273 | 46.7391 |
| Ratio Avg Win / Avg Loss | 1.4952 | 2.4361 | 0.8146 | 0.5778 | 3.4122 | 0.1359 |
| Largest Winning Trade | 641082 | 641082 | 49238 | 37773 | 37773 | 10652 |
| Largest Losing Trade | -99866 | -35622 | -99866 | -75282 | -14942 | -75282 |
| Avg Bars in Trades | 38 | 37 | 39 | 38 | 37 | 39 |
| Avg Bars in Winners | 55 | 50 | 60 | 55 | 50 | 60 |
| Avg Bars in Losers | 24 | 27 | 21 | 24 | 27 | 21 |
| Bars Traded | 21288 | 10400 | 10888 | 21288 | 10400 | 10888 |
| Profit Streak | 3.644 | 0 | 17.8107 | 3.644 | 0 | 17.8107 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -1553 | 306852 | -579681 | -580106 | -325539 | -579681 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21592,
"evaluation_days": 1799.33,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605564000000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1759994844801,
"expiration_time": 1765586246400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 149
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 58,
"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": [
[
434928.0097599025,
704697.5621875513,
-269769.552427649,
-99992.7140433073,
47777.7081580891,
-147770.4222013964
],
[
434.92801,
704.697562,
-269.769552,
-99.992714,
47.777708,
-147.770422
],
[
0.241717,
0.391644,
-0.149928,
-0.528074,
0.021707,
0
],
[
284.849244,
284.849244,
284.849244,
284.849244,
284.849244,
284.849244
],
[
-256456,
-188689,
-402074,
-109189,
-21484,
-147837
],
[
1.260199,
1.971292,
0.714829,
0.486981,
2.761212,
0.119275
],
[
551,
275,
276,
551,
275,
276
],
[
252,
123,
129,
252,
123,
129
],
[
299,
152,
147,
299,
152,
147
],
[
45.735027,
44.727273,
46.73913,
45.735027,
44.727273,
46.73913
],
[
1.495237,
2.436068,
0.814573,
0.577807,
3.41223,
0.135918
],
[
641082,
641082,
49238,
37773,
37773,
10652
],
[
-99866,
-35622,
-99866,
-75282,
-14942,
-75282
],
[
38,
37,
39,
38,
37,
39
],
[
55,
50,
60,
55,
50,
60
],
[
24,
27,
21,
24,
27,
21
],
[
21288,
10400,
10888,
21288,
10400,
10888
],
[
3.644037,
0,
17.810704,
3.644037,
0,
17.810704
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-1553,
306852,
-579681,
-580106,
-325539,
-579681
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21592,
"evaluation_days": 1799.33,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605564000000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1759994844801,
"expiration_time": 1765586246400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 149
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 58,
"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) |
|---|