| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1198121.6524 | 1243742.5789 | -45620.9265 | 80957.1906 | -76440.8645 | 157398.0552 |
| Total P&L (%) | 1198.1217 | 1243.7426 | -45.6209 | 80.9572 | -76.4409 | 157.3981 |
| Avg Daily Profit (%) | 0.6711 | 0.6967 | -0.0256 | 0.0332 | -0.0809 | 0.053 |
| Buy And Hold Return (%) | 366.445 | 366.445 | 366.445 | 366.445 | 366.445 | 366.445 |
| Max Trade Drawdown | -116682 | -141053 | -160222 | -676033 | -879595 | -379346 |
| Profit Factor | 2.5902 | 4.6423 | 0.8893 | 1.0293 | 0.9493 | 1.1248 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
| Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
| Profitability (%) | 38.7755 | 34.6939 | 42.8571 | 38.7755 | 34.6939 | 42.8571 |
| Ratio Avg Win / Avg Loss | 4.0897 | 8.7385 | 1.1857 | 1.6251 | 1.7869 | 1.4998 |
| Largest Winning Trade | 1072023 | 1072023 | 61249 | 387331 | 387331 | 276642 |
| Largest Losing Trade | -70903 | -28996 | -70903 | -193637 | -193637 | -127175 |
| Avg Bars in Trades | 71 | 63 | 80 | 71 | 63 | 80 |
| Avg Bars in Winners | 118 | 112 | 123 | 118 | 112 | 123 |
| Avg Bars in Losers | 42 | 36 | 48 | 42 | 36 | 48 |
| Bars Traded | 7027 | 3092 | 3936 | 7027 | 3092 | 3936 |
| 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 | 361010 | 403148 | -581792 | -505625 | -583856 | -373851 |
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7141,
"evaluation_days": 1785.25,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606651200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853647532,
"expiration_time": 1763342568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 101,
"offset": 0,
"std": 1.07312
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 29,
"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": [
[
1198121.6524377905,
1243742.578908585,
-45620.926470794,
80957.1906411535,
-76440.8645275586,
157398.0551687118
],
[
1198.121652,
1243.742579,
-45.620926,
80.957191,
-76.440865,
157.398055
],
[
0.671123,
0.696677,
-0.025554,
0.033227,
-0.080945,
0.052973
],
[
366.445045,
366.445045,
366.445045,
366.445045,
366.445045,
366.445045
],
[
-116682,
-141053,
-160222,
-676033,
-879595,
-379346
],
[
2.590155,
4.642342,
0.889268,
1.029251,
0.949267,
1.124828
],
[
98,
49,
49,
98,
49,
49
],
[
38,
17,
21,
38,
17,
21
],
[
60,
32,
28,
60,
32,
28
],
[
38.77551,
34.693878,
42.857143,
38.77551,
34.693878,
42.857143
],
[
4.089718,
8.738527,
1.185691,
1.625134,
1.786855,
1.499771
],
[
1072023,
1072023,
61249,
387331,
387331,
276642
],
[
-70903,
-28996,
-70903,
-193637,
-193637,
-127175
],
[
71,
63,
80,
71,
63,
80
],
[
118,
112,
123,
118,
112,
123
],
[
42,
36,
48,
42,
36,
48
],
[
7027,
3092,
3936,
7027,
3092,
3936
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
361010,
403148,
-581792,
-505625,
-583856,
-373851
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7141,
"evaluation_days": 1785.25,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606651200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758853647532,
"expiration_time": 1763342568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 101,
"offset": 0,
"std": 1.07312
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 29,
"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) |
|---|