| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2470915.757 | -139323.8384 | -2331591.9186 | 686525.4263 | -7827819.4072 | 8514344.8335 |
| Total P&L (%) | -2470.9158 | -139.3238 | -2331.5919 | 686.5254 | -7827.8194 | 8514.3448 |
| Avg Daily Profit (%) | -1.3748 | -0.0775 | -1.2973 | 0.1148 | 0 | 0.2482 |
| Buy And Hold Return (%) | 194.551 | 194.551 | 194.551 | 194.551 | 194.551 | 194.551 |
| Max Trade Drawdown | -2586302 | -255811 | -994699 | -19861135 | -17404524 | -3927071 |
| Profit Factor | 0.1447 | 0.5848 | 0.0869 | 1.0265 | 0.5621 | 2.0652 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 57 | 23 | 34 | 59 | 24 | 35 |
| Losing Trades | 27 | 19 | 8 | 25 | 18 | 7 |
| Profitability (%) | 67.8571 | 54.7619 | 80.9524 | 70.2381 | 57.1429 | 83.3333 |
| Ratio Avg Win / Avg Loss | 0.0685 | 0.4831 | 0.0204 | 0.435 | 0.4216 | 0.413 |
| Largest Winning Trade | 72426 | 72426 | 18922 | 11509459 | 8472075 | 11509459 |
| Largest Losing Trade | -1423479 | -63381 | -1423479 | -8229320 | -8229320 | -3927071 |
| Avg Bars in Trades | 61 | 58 | 63 | 61 | 58 | 63 |
| Avg Bars in Winners | 28 | 15 | 36 | 33 | 21 | 41 |
| Avg Bars in Losers | 131 | 110 | 182 | 126 | 107 | 177 |
| Bars Traded | 5144 | 2458 | 2686 | 5144 | 2458 | 2686 |
| Profit Streak | 48.8656 | 166.8656 | 48.8656 | 48.8656 | 166.8656 | 48.8656 |
| Trades During Streak | 10 | 9 | 5 | 10 | 9 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576280 | -578592 | -575203 | -230138 | -578283 | 554552 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5392,
"evaluation_days": 1797.33,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1608422400000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759754791210,
"expiration_time": 1764396288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 161,
"offset": 0,
"std": 1.79967
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 138,
"offset": 0,
"a": 0.8441
}
}
} {
"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": [
[
-2470915.756978876,
-139323.8384245464,
-2331591.9185543284,
686525.4262730308,
-7827819.407248385,
8514344.83352141
],
[
-2470.915757,
-139.323838,
-2331.591919,
686.525426,
-7827.819407,
8514.344834
],
[
-1.37477,
-0.077517,
-1.297253,
0.114817,
0,
0.248232
],
[
194.551006,
194.551006,
194.551006,
194.551006,
194.551006,
194.551006
],
[
-2586302,
-255811,
-994699,
-19861135,
-17404524,
-3927071
],
[
0.144715,
0.584846,
0.086869,
1.026537,
0.562137,
2.065217
],
[
84,
42,
42,
84,
42,
42
],
[
57,
23,
34,
59,
24,
35
],
[
27,
19,
8,
25,
18,
7
],
[
67.857143,
54.761905,
80.952381,
70.238095,
57.142857,
83.333333
],
[
0.068549,
0.483134,
0.02044,
0.434973,
0.421603,
0.413043
],
[
72426,
72426,
18922,
11509459,
8472075,
11509459
],
[
-1423479,
-63381,
-1423479,
-8229320,
-8229320,
-3927071
],
[
61,
58,
63,
61,
58,
63
],
[
28,
15,
36,
33,
21,
41
],
[
131,
110,
182,
126,
107,
177
],
[
5144,
2458,
2686,
5144,
2458,
2686
],
[
48.865639,
166.865639,
48.865639,
48.865639,
166.865639,
48.865639
],
[
10,
9,
5,
10,
9,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576280,
-578592,
-575203,
-230138,
-578283,
554552
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5392,
"evaluation_days": 1797.33,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1608422400000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759754791210,
"expiration_time": 1764396288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 161,
"offset": 0,
"std": 1.79967
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 138,
"offset": 0,
"a": 0.8441
}
}
}
| # | 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) |
|---|