| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2317173.5663 | 2185621.0164 | 131552.5499 | 7217706.2896 | -1119960.8415 | 8337667.131 |
| Total P&L (%) | 2317.1736 | 2185.621 | 131.5526 | 7217.7063 | -1119.9608 | 8337.6671 |
| Avg Daily Profit (%) | 1.298 | 1.2243 | 0.0737 | 0.2408 | 0 | 0.2488 |
| Buy And Hold Return (%) | 248.6187 | 248.6187 | 248.6187 | 248.6187 | 248.6187 | 248.6187 |
| Max Trade Drawdown | -87507 | -125680 | -72832 | -9088213 | -9268479 | -4295562 |
| Profit Factor | 4.3752 | 7.3027 | 1.3872 | 1.1716 | 0.95 | 1.4239 |
| Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
| Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
| Losing Trades | 119 | 63 | 56 | 119 | 63 | 56 |
| Profitability (%) | 29.1667 | 25 | 33.3333 | 29.1667 | 25 | 33.3333 |
| Ratio Avg Win / Avg Loss | 10.6255 | 21.908 | 2.7744 | 2.8452 | 2.85 | 2.8477 |
| Largest Winning Trade | 1510567 | 1510567 | 50566 | 4497510 | 4497510 | 2897033 |
| Largest Losing Trade | -22112 | -22112 | -19725 | -1954749 | -1622573 | -1954749 |
| Avg Bars in Trades | 41 | 35 | 46 | 41 | 35 | 46 |
| Avg Bars in Winners | 105 | 107 | 104 | 105 | 107 | 104 |
| Avg Bars in Losers | 14 | 11 | 17 | 14 | 11 | 17 |
| Bars Traded | 6911 | 2992 | 3919 | 6911 | 2992 | 3919 |
| Profit Streak | 0 | 0 | 26.3426 | 0 | 0 | 26.3426 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 373118 | -8081 | -264873 | -32871 | -608144 | 148935 |
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7141,
"evaluation_days": 1785.25,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607925600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758874403787,
"expiration_time": 1763342568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
2317173.5662697726,
2185621.0163605595,
131552.5499092158,
7217706.289551881,
-1119960.8414773657,
8337667.131029239
],
[
2317.173566,
2185.621016,
131.55255,
7217.70629,
-1119.960841,
8337.667131
],
[
1.297955,
1.224266,
0.073689,
0.240753,
0,
0.24875
],
[
248.618724,
248.618724,
248.618724,
248.618724,
248.618724,
248.618724
],
[
-87507,
-125680,
-72832,
-9088213,
-9268479,
-4295562
],
[
4.375197,
7.302657,
1.387202,
1.171572,
0.949994,
1.42385
],
[
168,
84,
84,
168,
84,
84
],
[
49,
21,
28,
49,
21,
28
],
[
119,
63,
56,
119,
63,
56
],
[
29.166667,
25,
33.333333,
29.166667,
25,
33.333333
],
[
10.625479,
21.907972,
2.774403,
2.845247,
2.849983,
2.847699
],
[
1510567,
1510567,
50566,
4497510,
4497510,
2897033
],
[
-22112,
-22112,
-19725,
-1954749,
-1622573,
-1954749
],
[
41,
35,
46,
41,
35,
46
],
[
105,
107,
104,
105,
107,
104
],
[
14,
11,
17,
14,
11,
17
],
[
6911,
2992,
3919,
6911,
2992,
3919
],
[
0,
0,
26.342636,
0,
0,
26.342636
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
373118,
-8081,
-264873,
-32871,
-608144,
148935
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7141,
"evaluation_days": 1785.25,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607925600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758874403787,
"expiration_time": 1763342568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|