| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 700754.2758 | 726085.6928 | -25331.417 | -213230.2724 | 1210467.4196 | -1423697.692 |
| Total P&L (%) | 700.7543 | 726.0857 | -25.3314 | -213.2303 | 1210.4674 | -1423.6977 |
| Avg Daily Profit (%) | 0.3889 | 0.403 | -0.0141 | 0 | 0.1429 | 0 |
| Buy And Hold Return (%) | 228.7134 | 228.7134 | 228.7134 | 228.7134 | 228.7134 | 228.7134 |
| Max Trade Drawdown | -163417 | -124978 | -210431 | -1190445 | -90105 | -1440285 |
| Profit Factor | 2.1987 | 3.526 | 0.9147 | 0.8816 | 7.0831 | 0.1113 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 39 | 16 | 23 | 47 | 28 | 19 |
| Losing Trades | 44 | 25 | 19 | 36 | 13 | 23 |
| Profitability (%) | 46.988 | 39.0244 | 54.7619 | 56.6265 | 68.2927 | 45.2381 |
| Ratio Avg Win / Avg Loss | 2.4806 | 5.5094 | 0.7557 | 0.6753 | 3.2886 | 0.1347 |
| Largest Winning Trade | 662746 | 662746 | 58188 | 764599 | 764599 | 37138 |
| Largest Losing Trade | -126448 | -59821 | -126448 | -1112710 | -77801 | -1112710 |
| Avg Bars in Trades | 60 | 72 | 49 | 60 | 72 | 49 |
| Avg Bars in Winners | 80 | 105 | 63 | 43 | 59 | 19 |
| Avg Bars in Losers | 43 | 51 | 31 | 83 | 101 | 73 |
| Bars Traded | 5049 | 2978 | 2071 | 5049 | 2978 | 2071 |
| Profit Streak | 16.1475 | 0 | 63.8141 | 0 | 65.4808 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 320760 | 334743 | -579558 | -581196 | 306559 | -582586 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5405,
"evaluation_days": 1801.67,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1611187200000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760124740557,
"expiration_time": 1764781920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
700754.2758272178,
726085.6928482046,
-25331.4170209869,
-213230.2723877828,
1210467.419631404,
-1423697.6920191874
],
[
700.754276,
726.085693,
-25.331417,
-213.230272,
1210.46742,
-1423.697692
],
[
0.388947,
0.403007,
-0.01406,
0,
0.142912,
0
],
[
228.713377,
228.713377,
228.713377,
228.713377,
228.713377,
228.713377
],
[
-163417,
-124978,
-210431,
-1190445,
-90105,
-1440285
],
[
2.198745,
3.525998,
0.914746,
0.881603,
7.083122,
0.111297
],
[
83,
41,
42,
83,
41,
42
],
[
39,
16,
23,
47,
28,
19
],
[
44,
25,
19,
36,
13,
23
],
[
46.987952,
39.02439,
54.761905,
56.626506,
68.292683,
45.238095
],
[
2.480635,
5.509372,
0.75566,
0.675271,
3.288592,
0.134727
],
[
662746,
662746,
58188,
764599,
764599,
37138
],
[
-126448,
-59821,
-126448,
-1112710,
-77801,
-1112710
],
[
60,
72,
49,
60,
72,
49
],
[
80,
105,
63,
43,
59,
19
],
[
43,
51,
31,
83,
101,
73
],
[
5049,
2978,
2071,
5049,
2978,
2071
],
[
16.14746,
0,
63.814127,
0,
65.480793,
0
],
[
1,
0,
1,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
320760,
334743,
-579558,
-581196,
306559,
-582586
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5405,
"evaluation_days": 1801.67,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1611187200000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760124740557,
"expiration_time": 1764781920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|