| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2284706.4502 | 2144223.6132 | 140482.837 | 11435966.6184 | -9946445.5497 | 21382412.1681 |
| Total P&L (%) | 2284.7065 | 2144.2236 | 140.4828 | 11435.9666 | -9946.4456 | 21382.4122 |
| Avg Daily Profit (%) | 1.2798 | 1.2011 | 0.0787 | 0.2663 | 0 | 0.3013 |
| Buy And Hold Return (%) | 391.57 | 391.57 | 391.57 | 391.57 | 391.57 | 391.57 |
| Max Trade Drawdown | -113370 | -99899 | -52753 | -32796158 | -32144137 | -14244523 |
| Profit Factor | 5.7317 | 9.2343 | 1.6315 | 1.112 | 0.8288 | 1.4857 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
| Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
| Profitability (%) | 36.1111 | 27.7778 | 44.4444 | 36.1111 | 27.7778 | 44.4444 |
| Ratio Avg Win / Avg Loss | 10.1407 | 24.0092 | 2.0394 | 1.9674 | 2.1548 | 1.8572 |
| Largest Winning Trade | 1104085 | 1104085 | 60239 | 15258458 | 15258458 | 15090078 |
| Largest Losing Trade | -26230 | -21413 | -26230 | -7781566 | -6189261 | -7781566 |
| Avg Bars in Trades | 143 | 123 | 164 | 143 | 123 | 164 |
| Avg Bars in Winners | 274 | 281 | 269 | 274 | 281 | 269 |
| Avg Bars in Losers | 70 | 62 | 79 | 70 | 62 | 79 |
| Bars Traded | 10361 | 4448 | 5913 | 10361 | 4448 | 5913 |
| 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 | -68041 | 124281 | -252732 | -176791 | -595574 | 326537 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10711,
"evaluation_days": 1785.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606766400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758873451807,
"expiration_time": 1763342352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 159,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 57,
"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": [
[
2284706.4501685877,
2144223.6131522134,
140482.8370163744,
11435966.618369702,
-9946445.549711892,
21382412.16808159
],
[
2284.70645,
2144.223613,
140.482837,
11435.966618,
-9946.44555,
21382.412168
],
[
1.279826,
1.201131,
0.078694,
0.266326,
0,
0.301254
],
[
391.569958,
391.569958,
391.569958,
391.569958,
391.569958,
391.569958
],
[
-113370,
-99899,
-52753,
-32796158,
-32144137,
-14244523
],
[
5.73168,
9.234298,
1.631521,
1.111999,
0.828763,
1.485722
],
[
72,
36,
36,
72,
36,
36
],
[
26,
10,
16,
26,
10,
16
],
[
46,
26,
20,
46,
26,
20
],
[
36.111111,
27.777778,
44.444444,
36.111111,
27.777778,
44.444444
],
[
10.140665,
24.009174,
2.039401,
1.967383,
2.154783,
1.857152
],
[
1104085,
1104085,
60239,
15258458,
15258458,
15090078
],
[
-26230,
-21413,
-26230,
-7781566,
-6189261,
-7781566
],
[
143,
123,
164,
143,
123,
164
],
[
274,
281,
269,
274,
281,
269
],
[
70,
62,
79,
70,
62,
79
],
[
10361,
4448,
5913,
10361,
4448,
5913
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-68041,
124281,
-252732,
-176791,
-595574,
326537
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10711,
"evaluation_days": 1785.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606766400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758873451807,
"expiration_time": 1763342352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 159,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 57,
"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) |
|---|