| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1010588.0354 | 15670.2788 | -1026258.3142 | 1123042.6912 | -6435293.208 | 7558335.8993 |
| Total P&L (%) | -1010.588 | 15.6703 | -1026.2583 | 1123.0427 | -6435.2932 | 7558.3359 |
| Avg Daily Profit (%) | -0.5618 | 0.0087 | -0.5705 | 0.1393 | 0 | 0.2414 |
| Buy And Hold Return (%) | 256.6223 | 256.6223 | 256.6223 | 256.6223 | 256.6223 | 256.6223 |
| Max Trade Drawdown | -1080709 | -152109 | -742721 | -4212351 | -6636699 | -636916 |
| Profit Factor | 0.3463 | 1.0542 | 0.1835 | 1.1079 | 0.2538 | 5.2436 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 32 | 14 | 18 | 32 | 13 | 19 |
| Losing Trades | 28 | 16 | 12 | 28 | 17 | 11 |
| Profitability (%) | 53.3333 | 46.6667 | 60 | 53.3333 | 43.3333 | 63.3333 |
| Ratio Avg Win / Avg Loss | 0.303 | 1.2048 | 0.1223 | 0.9694 | 0.3319 | 3.0358 |
| Largest Winning Trade | 150727 | 150727 | 27234 | 5203754 | 972925 | 5203754 |
| Largest Losing Trade | -742721 | -55075 | -742721 | -2557654 | -2557654 | -402504 |
| Avg Bars in Trades | 113 | 122 | 103 | 113 | 122 | 103 |
| Avg Bars in Winners | 64 | 68 | 60 | 78 | 61 | 90 |
| Avg Bars in Losers | 168 | 170 | 167 | 152 | 170 | 125 |
| Bars Traded | 6780 | 3685 | 3095 | 6780 | 3685 | 3095 |
| Profit Streak | 36.6541 | 67.6541 | 36.6541 | 36.6541 | 67.6541 | 36.6541 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -752855 | -508666 | -578985 | -284121 | -582859 | 669251 |
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7196,
"evaluation_days": 1799,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1609113600000,
"last_datapoint_time": 1759903200000,
"evaluation_time": 1759916518288,
"expiration_time": 1764566208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 194
}
}
} {
"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": [
[
-1010588.0354357704,
15670.278769628,
-1026258.3142053986,
1123042.6912141177,
-6435293.208047467,
7558335.8992615845
],
[
-1010.588035,
15.670279,
-1026.258314,
1123.042691,
-6435.293208,
7558.335899
],
[
-0.56175,
0.008711,
-0.57046,
0.139281,
0,
0.241446
],
[
256.622275,
256.622275,
256.622275,
256.622275,
256.622275,
256.622275
],
[
-1080709,
-152109,
-742721,
-4212351,
-6636699,
-636916
],
[
0.346337,
1.054196,
0.183499,
1.107927,
0.253834,
5.243635
],
[
60,
30,
30,
60,
30,
30
],
[
32,
14,
18,
32,
13,
19
],
[
28,
16,
12,
28,
17,
11
],
[
53.333333,
46.666667,
60,
53.333333,
43.333333,
63.333333
],
[
0.303045,
1.204795,
0.122333,
0.969436,
0.331937,
3.035789
],
[
150727,
150727,
27234,
5203754,
972925,
5203754
],
[
-742721,
-55075,
-742721,
-2557654,
-2557654,
-402504
],
[
113,
122,
103,
113,
122,
103
],
[
64,
68,
60,
78,
61,
90
],
[
168,
170,
167,
152,
170,
125
],
[
6780,
3685,
3095,
6780,
3685,
3095
],
[
36.654147,
67.654147,
36.654147,
36.654147,
67.654147,
36.654147
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-752855,
-508666,
-578985,
-284121,
-582859,
669251
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7196,
"evaluation_days": 1799,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1609113600000,
"last_datapoint_time": 1759903200000,
"evaluation_time": 1759916518288,
"expiration_time": 1764566208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 194
}
}
}
| # | 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) |
|---|