| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1308012.6216 | 1264814.4499 | 43198.1717 | 18245.6158 | -265620.5128 | 283866.1285 |
| Total P&L (%) | 1308.0126 | 1264.8145 | 43.1982 | 18.2456 | -265.6205 | 283.8661 |
| Avg Daily Profit (%) | 0.7329 | 0.7087 | 0.0242 | 0.0094 | 0 | 0.0754 |
| Buy And Hold Return (%) | 382.4533 | 382.4533 | 382.4533 | 382.4533 | 382.4533 | 382.4533 |
| Max Trade Drawdown | -202350 | -240493 | -43831 | -2389482 | -2734847 | -180377 |
| Profit Factor | 2.9862 | 3.5362 | 1.2702 | 1.0039 | 0.9259 | 1.2721 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 64 | 25 | 39 | 64 | 25 | 39 |
| Losing Trades | 86 | 50 | 36 | 86 | 50 | 36 |
| Profitability (%) | 42.6667 | 33.3333 | 52 | 42.6667 | 33.3333 | 52 |
| Ratio Avg Win / Avg Loss | 4.0127 | 7.0725 | 1.1725 | 1.349 | 1.8518 | 1.1742 |
| Largest Winning Trade | 1425359 | 1425359 | 25506 | 1310113 | 1310113 | 272002 |
| Largest Losing Trade | -40984 | -40984 | -31786 | -471536 | -471536 | -142583 |
| Avg Bars in Trades | 126 | 229 | 24 | 126 | 229 | 24 |
| Avg Bars in Winners | 152 | 339 | 32 | 152 | 339 | 32 |
| Avg Bars in Losers | 107 | 173 | 15 | 107 | 173 | 15 |
| Bars Traded | 19037 | 17184 | 1853 | 19037 | 17184 | 1853 |
| 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 | 485731 | -47170 | -382829 | -564318 | -641439 | -314559 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605362400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758889799117,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 122,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1308012.6216369772,
1264814.4499378705,
43198.171699106,
18245.6157833983,
-265620.5127627492,
283866.1285461472
],
[
1308.012622,
1264.81445,
43.198172,
18.245616,
-265.620513,
283.866129
],
[
0.732916,
0.708711,
0.024205,
0.009391,
0,
0.075399
],
[
382.453313,
382.453313,
382.453313,
382.453313,
382.453313,
382.453313
],
[
-202350,
-240493,
-43831,
-2389482,
-2734847,
-180377
],
[
2.986214,
3.536225,
1.270248,
1.003943,
0.925888,
1.272075
],
[
150,
75,
75,
150,
75,
75
],
[
64,
25,
39,
64,
25,
39
],
[
86,
50,
36,
86,
50,
36
],
[
42.666667,
33.333333,
52,
42.666667,
33.333333,
52
],
[
4.012724,
7.07245,
1.172537,
1.349048,
1.851777,
1.174223
],
[
1425359,
1425359,
25506,
1310113,
1310113,
272002
],
[
-40984,
-40984,
-31786,
-471536,
-471536,
-142583
],
[
126,
229,
24,
126,
229,
24
],
[
152,
339,
32,
152,
339,
32
],
[
107,
173,
15,
107,
173,
15
],
[
19037,
17184,
1853,
19037,
17184,
1853
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
485731,
-47170,
-382829,
-564318,
-641439,
-314559
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605362400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758889799117,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 122,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|