| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1715061.3945 | 1599246.1024 | 115815.292 | 6656765.9853 | -3158384.1577 | 9815150.143 |
| Total P&L (%) | 1715.0614 | 1599.2461 | 115.8153 | 6656.766 | -3158.3842 | 9815.1501 |
| Avg Daily Profit (%) | 0.9607 | 0.8959 | 0.0649 | 0.2363 | 0 | 0.2578 |
| Buy And Hold Return (%) | 420.0853 | 420.0853 | 420.0853 | 420.0853 | 420.0853 | 420.0853 |
| Max Trade Drawdown | -121740 | -131330 | -80919 | -10032740 | -9934251 | -3923736 |
| Profit Factor | 3.811 | 5.9112 | 1.4071 | 1.2023 | 0.8512 | 1.8408 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Profitability (%) | 44.4444 | 42.2222 | 46.6667 | 44.4444 | 42.2222 | 46.6667 |
| Ratio Avg Win / Avg Loss | 4.7637 | 8.089 | 1.6081 | 1.5029 | 1.1648 | 2.1037 |
| Largest Winning Trade | 1137583 | 1137583 | 48016 | 4515137 | 4515137 | 2893478 |
| Largest Losing Trade | -34109 | -34109 | -30738 | -2533983 | -2533983 | -2242494 |
| Avg Bars in Trades | 116 | 110 | 123 | 116 | 110 | 123 |
| Avg Bars in Winners | 183 | 165 | 199 | 183 | 165 | 199 |
| Avg Bars in Losers | 63 | 70 | 56 | 63 | 70 | 56 |
| Bars Traded | 10514 | 4978 | 5536 | 10514 | 4978 | 5536 |
| 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 | 581738 | 588952 | -271463 | 252918 | -582070 | 388603 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10711,
"evaluation_days": 1785.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606881600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758796670714,
"expiration_time": 1763342352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 54,
"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": [
[
1715061.3944749245,
1599246.102437821,
115815.2920371034,
6656765.985315918,
-3158384.1576599274,
9815150.142975846
],
[
1715.061394,
1599.246102,
115.815292,
6656.765985,
-3158.384158,
9815.150143
],
[
0.960727,
0.895851,
0.064876,
0.236286,
0,
0.257823
],
[
420.085252,
420.085252,
420.085252,
420.085252,
420.085252,
420.085252
],
[
-121740,
-131330,
-80919,
-10032740,
-9934251,
-3923736
],
[
3.810956,
5.911192,
1.407081,
1.202304,
0.851234,
1.840753
],
[
90,
45,
45,
90,
45,
45
],
[
40,
19,
21,
40,
19,
21
],
[
50,
26,
24,
50,
26,
24
],
[
44.444444,
42.222222,
46.666667,
44.444444,
42.222222,
46.666667
],
[
4.763695,
8.088999,
1.608093,
1.502879,
1.164847,
2.103717
],
[
1137583,
1137583,
48016,
4515137,
4515137,
2893478
],
[
-34109,
-34109,
-30738,
-2533983,
-2533983,
-2242494
],
[
116,
110,
123,
116,
110,
123
],
[
183,
165,
199,
183,
165,
199
],
[
63,
70,
56,
63,
70,
56
],
[
10514,
4978,
5536,
10514,
4978,
5536
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
581738,
588952,
-271463,
252918,
-582070,
388603
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10711,
"evaluation_days": 1785.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606881600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758796670714,
"expiration_time": 1763342352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 54,
"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) |
|---|