| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1117500.8602 | 1235035.9334 | -117535.0732 | -72270.4524 | 18925.9474 | -91196.3997 |
| Total P&L (%) | 1117.5009 | 1235.0359 | -117.5351 | -72.2705 | 18.9259 | -91.1964 |
| Avg Daily Profit (%) | 0.6227 | 0.6881 | -0.0655 | -0.0714 | 0.0097 | -0.1353 |
| Buy And Hold Return (%) | 422.3667 | 422.3667 | 422.3667 | 422.3667 | 422.3667 | 422.3667 |
| Max Trade Drawdown | -175209 | -132873 | -250404 | -95801 | -87638 | -132144 |
| Profit Factor | 2.2934 | 4.4909 | 0.7696 | 0.8296 | 1.1087 | 0.6355 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
| Profitability (%) | 39.6226 | 35.8491 | 43.3962 | 39.6226 | 35.8491 | 43.3962 |
| Ratio Avg Win / Avg Loss | 3.4946 | 8.0363 | 1.0039 | 1.2642 | 1.9841 | 0.8289 |
| Largest Winning Trade | 1150056 | 1150056 | 68996 | 46271 | 46271 | 34517 |
| Largest Losing Trade | -79136 | -34921 | -79136 | -71981 | -21496 | -71981 |
| Avg Bars in Trades | 199 | 181 | 217 | 199 | 181 | 217 |
| Avg Bars in Winners | 324 | 298 | 346 | 324 | 298 | 346 |
| Avg Bars in Losers | 116 | 115 | 118 | 116 | 115 | 118 |
| Bars Traded | 21104 | 9599 | 11505 | 21104 | 9599 | 11505 |
| 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 | 318126 | -169105 | -761734 | -582865 | -631062 | -763401 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21537,
"evaluation_days": 1794.75,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606003200000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759595811096,
"expiration_time": 1765175990400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 211,
"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": [
[
1117500.8602353164,
1235035.9334489873,
-117535.0732136712,
-72270.4523623578,
18925.9473826498,
-91196.3997450077
],
[
1117.50086,
1235.035933,
-117.535073,
-72.270452,
18.925947,
-91.1964
],
[
0.62265,
0.688138,
-0.065488,
-0.071442,
0.009658,
-0.135304
],
[
422.366729,
422.366729,
422.366729,
422.366729,
422.366729,
422.366729
],
[
-175209,
-132873,
-250404,
-95801,
-87638,
-132144
],
[
2.293354,
4.490871,
0.769649,
0.829634,
1.108744,
0.635458
],
[
106,
53,
53,
106,
53,
53
],
[
42,
19,
23,
42,
19,
23
],
[
64,
34,
30,
64,
34,
30
],
[
39.622642,
35.849057,
43.396226,
39.622642,
35.849057,
43.396226
],
[
3.494635,
8.036295,
1.00389,
1.264204,
1.984069,
0.828858
],
[
1150056,
1150056,
68996,
46271,
46271,
34517
],
[
-79136,
-34921,
-79136,
-71981,
-21496,
-71981
],
[
199,
181,
217,
199,
181,
217
],
[
324,
298,
346,
324,
298,
346
],
[
116,
115,
118,
116,
115,
118
],
[
21104,
9599,
11505,
21104,
9599,
11505
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
318126,
-169105,
-761734,
-582865,
-631062,
-763401
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21537,
"evaluation_days": 1794.75,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606003200000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759595811096,
"expiration_time": 1765175990400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 211,
"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) |
|---|