| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1240823.5105 | 1316606.064 | -75782.5535 | -14753.5954 | 96611.3325 | -111364.928 |
| Total P&L (%) | 1240.8235 | 1316.6061 | -75.7826 | -14.7536 | 96.6113 | -111.3649 |
| Avg Daily Profit (%) | 0.6951 | 0.7375 | -0.0425 | -0.0089 | 0.0379 | 0 |
| Buy And Hold Return (%) | 365.758 | 365.758 | 365.758 | 365.758 | 365.758 | 365.758 |
| Max Trade Drawdown | -112772 | -126166 | -192341 | -193496 | -181192 | -209537 |
| Profit Factor | 2.5264 | 4.8204 | 0.8382 | 0.9826 | 1.2504 | 0.7589 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
| Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
| Profitability (%) | 44.086 | 36.9565 | 51.0638 | 44.086 | 36.9565 | 51.0638 |
| Ratio Avg Win / Avg Loss | 3.2042 | 8.223 | 0.8032 | 1.2462 | 2.1331 | 0.7273 |
| Largest Winning Trade | 1113283 | 1113283 | 69785 | 175549 | 175549 | 57520 |
| Largest Losing Trade | -76373 | -31760 | -76373 | -82648 | -42771 | -82648 |
| Avg Bars in Trades | 112 | 102 | 121 | 112 | 102 | 121 |
| Avg Bars in Winners | 171 | 175 | 168 | 171 | 175 | 168 |
| Avg Bars in Losers | 65 | 59 | 72 | 65 | 59 | 72 |
| Bars Traded | 10419 | 4713 | 5706 | 10419 | 4713 | 5706 |
| 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 | 441761 | 457856 | -580558 | -581163 | -312187 | -580558 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10711,
"evaluation_days": 1785.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606233600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758939575660,
"expiration_time": 1763342352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 122,
"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": [
[
1240823.510517798,
1316606.0640027884,
-75782.5534849903,
-14753.5954152953,
96611.3325494869,
-111364.9279647821
],
[
1240.823511,
1316.606064,
-75.782553,
-14.753595,
96.611333,
-111.364928
],
[
0.695073,
0.737524,
-0.042451,
-0.008941,
0.037878,
0
],
[
365.757972,
365.757972,
365.757972,
365.757972,
365.757972,
365.757972
],
[
-112772,
-126166,
-192341,
-193496,
-181192,
-209537
],
[
2.526425,
4.820374,
0.838164,
0.982596,
1.250418,
0.758905
],
[
93,
46,
47,
93,
46,
47
],
[
41,
17,
24,
41,
17,
24
],
[
52,
29,
23,
52,
29,
23
],
[
44.086022,
36.956522,
51.06383,
44.086022,
36.956522,
51.06383
],
[
3.204246,
8.22299,
0.803241,
1.246219,
2.133066,
0.727284
],
[
1113283,
1113283,
69785,
175549,
175549,
57520
],
[
-76373,
-31760,
-76373,
-82648,
-42771,
-82648
],
[
112,
102,
121,
112,
102,
121
],
[
171,
175,
168,
171,
175,
168
],
[
65,
59,
72,
65,
59,
72
],
[
10419,
4713,
5706,
10419,
4713,
5706
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
441761,
457856,
-580558,
-581163,
-312187,
-580558
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10711,
"evaluation_days": 1785.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606233600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758939575660,
"expiration_time": 1763342352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 122,
"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) |
|---|