| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2071963.8972 | 1934756.5091 | 137207.3881 | 9863875.0202 | 6494343.7598 | 3369531.2603 |
| Total P&L (%) | 2071.9639 | 1934.7565 | 137.2074 | 9863.875 | 6494.3438 | 3369.5313 |
| Avg Daily Profit (%) | 1.1607 | 1.0838 | 0.0769 | 0.2581 | 0.2349 | 0.1989 |
| Buy And Hold Return (%) | 265.6947 | 265.6947 | 265.6947 | 265.6947 | 265.6947 | 265.6947 |
| Max Trade Drawdown | -104469 | -103791 | -49036 | -8999412 | -6740769 | -5790388 |
| Profit Factor | 6.3148 | 11.6724 | 1.6579 | 1.3373 | 1.4825 | 1.2135 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
| Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
| Profitability (%) | 47.541 | 36.6667 | 58.0645 | 47.541 | 36.6667 | 58.0645 |
| Ratio Avg Win / Avg Loss | 6.9681 | 20.1614 | 1.1974 | 1.4757 | 2.5607 | 0.8764 |
| Largest Winning Trade | 969305 | 969305 | 66943 | 9969698 | 9969698 | 4211462 |
| Largest Losing Trade | -49036 | -35404 | -49036 | -5395895 | -2371478 | -5395895 |
| Avg Bars in Trades | 167 | 140 | 194 | 167 | 140 | 194 |
| Avg Bars in Winners | 266 | 262 | 268 | 266 | 262 | 268 |
| Avg Bars in Losers | 78 | 69 | 92 | 78 | 69 | 92 |
| Bars Traded | 10243 | 4201 | 6042 | 10243 | 4201 | 6042 |
| Profit Streak | 0 | 52.9072 | 0 | 0 | 52.9072 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144948 | 621755 | -253069 | -158109 | 215163 | 249193 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10711,
"evaluation_days": 1785.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607889600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758865581973,
"expiration_time": 1763342352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 228,
"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": [
[
2071963.8972264659,
1934756.5090903516,
137207.3881361148,
9863875.020160537,
6494343.759816801,
3369531.2603437374
],
[
2071.963897,
1934.756509,
137.207388,
9863.87502,
6494.34376,
3369.53126
],
[
1.160654,
1.083794,
0.07686,
0.258098,
0.23492,
0.198868
],
[
265.694739,
265.694739,
265.694739,
265.694739,
265.694739,
265.694739
],
[
-104469,
-103791,
-49036,
-8999412,
-6740769,
-5790388
],
[
6.314848,
11.67238,
1.657886,
1.337311,
1.482492,
1.213495
],
[
61,
30,
31,
61,
30,
31
],
[
29,
11,
18,
29,
11,
18
],
[
32,
19,
13,
32,
19,
13
],
[
47.540984,
36.666667,
58.064516,
47.540984,
36.666667,
58.064516
],
[
6.968108,
20.161384,
1.197362,
1.475653,
2.560668,
0.876413
],
[
969305,
969305,
66943,
9969698,
9969698,
4211462
],
[
-49036,
-35404,
-49036,
-5395895,
-2371478,
-5395895
],
[
167,
140,
194,
167,
140,
194
],
[
266,
262,
268,
266,
262,
268
],
[
78,
69,
92,
78,
69,
92
],
[
10243,
4201,
6042,
10243,
4201,
6042
],
[
0,
52.907199,
0,
0,
52.907199,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144948,
621755,
-253069,
-158109,
215163,
249193
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10711,
"evaluation_days": 1785.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607889600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758865581973,
"expiration_time": 1763342352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 228,
"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) |
|---|