| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2417400.4773 | -171229.1927 | -2246171.2846 | 148341.8455 | -4678595.1623 | 4826937.0078 |
| Total P&L (%) | -2417.4005 | -171.2292 | -2246.1713 | 148.3418 | -4678.5952 | 4826.937 |
| Avg Daily Profit (%) | -1.3533 | -0.0959 | -1.2574 | 0.0509 | 0 | 0.2184 |
| Buy And Hold Return (%) | 233.1925 | 233.1925 | 233.1925 | 233.1925 | 233.1925 | 233.1925 |
| Max Trade Drawdown | -2516876 | -240466 | -1164136 | -12565380 | -8766236 | -4500914 |
| Profit Factor | 0.1314 | 0.506 | 0.0781 | 1.009 | 0.4963 | 1.6631 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 36 | 14 | 22 | 38 | 15 | 23 |
| Losing Trades | 24 | 16 | 8 | 22 | 15 | 7 |
| Profitability (%) | 60 | 46.6667 | 73.3333 | 63.3333 | 50 | 76.6667 |
| Ratio Avg Win / Avg Loss | 0.0876 | 0.5783 | 0.0284 | 0.5841 | 0.4963 | 0.5062 |
| Largest Winning Trade | 40072 | 40072 | 21592 | 9964881 | 3629425 | 9964881 |
| Largest Losing Trade | -1150996 | -66654 | -1150996 | -4500914 | -3976758 | -4500914 |
| Avg Bars in Trades | 86 | 103 | 68 | 86 | 103 | 68 |
| Avg Bars in Winners | 37 | 39 | 36 | 45 | 46 | 44 |
| Avg Bars in Losers | 159 | 160 | 159 | 157 | 160 | 151 |
| Bars Traded | 5181 | 3112 | 2069 | 5181 | 3112 | 2069 |
| Profit Streak | 19.0658 | 21.7324 | 19.0658 | 19.0658 | 21.7324 | 19.0658 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -751916 | -581572 | -577241 | -673721 | -580275 | 451303 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5359,
"evaluation_days": 1786.33,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1607932800000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758821681492,
"expiration_time": 1763417376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 18,
"offset": 0,
"std": 4.72139
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 121,
"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": [
[
-2417400.4773058156,
-171229.1927461601,
-2246171.2845596555,
148341.8454869523,
-4678595.162321541,
4826937.007808494
],
[
-2417.400477,
-171.229193,
-2246.171285,
148.341845,
-4678.595162,
4826.937008
],
[
-1.353278,
-0.095855,
-1.257422,
0.050935,
0,
0.218412
],
[
233.192548,
233.192548,
233.192548,
233.192548,
233.192548,
233.192548
],
[
-2516876,
-240466,
-1164136,
-12565380,
-8766236,
-4500914
],
[
0.131385,
0.505988,
0.078094,
1.008954,
0.496308,
1.66313
],
[
60,
30,
30,
60,
30,
30
],
[
36,
14,
22,
38,
15,
23
],
[
24,
16,
8,
22,
15,
7
],
[
60,
46.666667,
73.333333,
63.333333,
50,
76.666667
],
[
0.08759,
0.578272,
0.028398,
0.584131,
0.496308,
0.50617
],
[
40072,
40072,
21592,
9964881,
3629425,
9964881
],
[
-1150996,
-66654,
-1150996,
-4500914,
-3976758,
-4500914
],
[
86,
103,
68,
86,
103,
68
],
[
37,
39,
36,
45,
46,
44
],
[
159,
160,
159,
157,
160,
151
],
[
5181,
3112,
2069,
5181,
3112,
2069
],
[
19.065758,
21.732425,
19.065758,
19.065758,
21.732425,
19.065758
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-751916,
-581572,
-577241,
-673721,
-580275,
451303
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5359,
"evaluation_days": 1786.33,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1607932800000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758821681492,
"expiration_time": 1763417376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 18,
"offset": 0,
"std": 4.72139
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 121,
"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) |
|---|