| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1189896.1843 | 1258765.1621 | -68868.9778 | -31037.2378 | 26308.8525 | -57346.0903 |
| Total P&L (%) | 1189.8962 | 1258.7652 | -68.869 | -31.0372 | 26.3089 | -57.3461 |
| Avg Daily Profit (%) | 0.6665 | 0.7051 | -0.0386 | -0.0208 | 0.0131 | -0.0477 |
| Buy And Hold Return (%) | 371.6387 | 371.6387 | 371.6387 | 371.6387 | 371.6387 | 371.6387 |
| Max Trade Drawdown | -150481 | -187174 | -187824 | -389023 | -555577 | -298028 |
| Profit Factor | 2.472 | 4.1514 | 0.8316 | 0.9771 | 1.0341 | 0.9017 |
| Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
| Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
| Profitability (%) | 38.9381 | 35.0877 | 42.8571 | 38.9381 | 35.0877 | 42.8571 |
| Ratio Avg Win / Avg Loss | 3.8766 | 7.6802 | 1.1088 | 1.5323 | 1.913 | 1.2022 |
| Largest Winning Trade | 1188887 | 1188887 | 50670 | 267374 | 267374 | 132824 |
| Largest Losing Trade | -69619 | -35485 | -69619 | -128943 | -93416 | -128943 |
| Avg Bars in Trades | 61 | 59 | 64 | 61 | 59 | 64 |
| Avg Bars in Winners | 95 | 94 | 96 | 95 | 94 | 96 |
| Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
| Bars Traded | 7000 | 3384 | 3616 | 7000 | 3384 | 3616 |
| 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 | 352899 | -169371 | -761944 | -582001 | -709208 | -761944 |
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7141,
"evaluation_days": 1785.25,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607191200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758817678309,
"expiration_time": 1763342568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 28,
"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": [
[
1189896.1842589558,
1258765.162102513,
-68868.977843557,
-31037.2377894879,
26308.8525125965,
-57346.0903020845
],
[
1189.896184,
1258.765162,
-68.868978,
-31.037238,
26.308853,
-57.34609
],
[
0.666515,
0.705092,
-0.038577,
-0.020813,
0.013084,
-0.047716
],
[
371.638655,
371.638655,
371.638655,
371.638655,
371.638655,
371.638655
],
[
-150481,
-187174,
-187824,
-389023,
-555577,
-298028
],
[
2.472015,
4.151449,
0.831584,
0.977102,
1.034072,
0.901681
],
[
113,
57,
56,
113,
57,
56
],
[
44,
20,
24,
44,
20,
24
],
[
69,
37,
32,
69,
37,
32
],
[
38.938053,
35.087719,
42.857143,
38.938053,
35.087719,
42.857143
],
[
3.87657,
7.680181,
1.108778,
1.532273,
1.913032,
1.202241
],
[
1188887,
1188887,
50670,
267374,
267374,
132824
],
[
-69619,
-35485,
-69619,
-128943,
-93416,
-128943
],
[
61,
59,
64,
61,
59,
64
],
[
95,
94,
96,
95,
94,
96
],
[
40,
40,
40,
40,
40,
40
],
[
7000,
3384,
3616,
7000,
3384,
3616
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352899,
-169371,
-761944,
-582001,
-709208,
-761944
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7141,
"evaluation_days": 1785.25,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607191200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758817678309,
"expiration_time": 1763342568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 28,
"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) |
|---|