| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2196448.0054 | 2242820.8088 | -46372.8034 | 32017.6989 | 8387280.599 | -8355262.9001 |
| Total P&L (%) | 2196.448 | 2242.8208 | -46.3728 | 32.0177 | 8387.2806 | -8355.2629 |
| Avg Daily Profit (%) | 1.2304 | 1.2564 | -0.026 | 0.0156 | 0.2491 | 0 |
| Buy And Hold Return (%) | 321.3747 | 321.3747 | 321.3747 | 321.3747 | 321.3747 | 321.3747 |
| Max Trade Drawdown | -368825 | -292835 | -116495 | -24382302 | -18569061 | -8841543 |
| Profit Factor | 3.8854 | 5.4286 | 0.818 | 1.0009 | 1.41 | 0.5103 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
| Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
| Profitability (%) | 49.4624 | 39.1304 | 59.5745 | 49.4624 | 39.1304 | 59.5745 |
| Ratio Avg Win / Avg Loss | 3.9699 | 8.4444 | 0.5551 | 1.0226 | 2.1933 | 0.3463 |
| Largest Winning Trade | 1906315 | 1906315 | 24097 | 23272977 | 23272977 | 3606477 |
| Largest Losing Trade | -70135 | -70135 | -44250 | -5770136 | -5155802 | -5770136 |
| Avg Bars in Trades | 109 | 198 | 22 | 109 | 198 | 22 |
| Avg Bars in Winners | 125 | 285 | 22 | 125 | 285 | 22 |
| Avg Bars in Losers | 94 | 143 | 22 | 94 | 143 | 22 |
| Bars Traded | 10193 | 9140 | 1053 | 10193 | 9140 | 1053 |
| Profit Streak | 45.0847 | 45.0847 | 72.418 | 45.0847 | 45.0847 | 72.418 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 787156 | 650139 | -578211 | -555966 | 242159 | -578211 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10711,
"evaluation_days": 1785.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607356800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895316254,
"expiration_time": 1763342352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 200,
"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": [
[
2196448.005380105,
2242820.808822952,
-46372.803442846,
32017.6989145108,
8387280.599005386,
-8355262.900090868
],
[
2196.448005,
2242.820809,
-46.372803,
32.017699,
8387.280599,
-8355.2629
],
[
1.230386,
1.256363,
-0.025977,
0.015561,
0.24909,
0
],
[
321.374676,
321.374676,
321.374676,
321.374676,
321.374676,
321.374676
],
[
-368825,
-292835,
-116495,
-24382302,
-18569061,
-8841543
],
[
3.885409,
5.428572,
0.817991,
1.000853,
1.40999,
0.510268
],
[
93,
46,
47,
93,
46,
47
],
[
46,
18,
28,
46,
18,
28
],
[
47,
28,
19,
47,
28,
19
],
[
49.462366,
39.130435,
59.574468,
49.462366,
39.130435,
59.574468
],
[
3.969874,
8.444445,
0.555065,
1.022611,
2.193318,
0.346253
],
[
1906315,
1906315,
24097,
23272977,
23272977,
3606477
],
[
-70135,
-70135,
-44250,
-5770136,
-5155802,
-5770136
],
[
109,
198,
22,
109,
198,
22
],
[
125,
285,
22,
125,
285,
22
],
[
94,
143,
22,
94,
143,
22
],
[
10193,
9140,
1053,
10193,
9140,
1053
],
[
45.084679,
45.084679,
72.418012,
45.084679,
45.084679,
72.418012
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
787156,
650139,
-578211,
-555966,
242159,
-578211
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10711,
"evaluation_days": 1785.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607356800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895316254,
"expiration_time": 1763342352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 200,
"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) |
|---|