| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1815982.1967 | -40105.8157 | -1775876.3809 | -1074121.8572 | 2686151.6634 | -3760273.5206 |
| Total P&L (%) | -1815.9822 | -40.1058 | -1775.8764 | -1074.1219 | 2686.1517 | -3760.2735 |
| Avg Daily Profit (%) | -1.0093 | -0.0223 | -0.987 | 0 | 0.1851 | 0 |
| Buy And Hold Return (%) | 246.6477 | 246.6477 | 246.6477 | 246.6477 | 246.6477 | 246.6477 |
| Max Trade Drawdown | -1972586 | -114780 | -75043 | -3358327 | -738872 | -2092230 |
| Profit Factor | 0.215 | 0.8357 | 0.1417 | 0.8691 | 2.2087 | 0.3714 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 41 | 19 | 22 | 20 | 13 | 7 |
| Losing Trades | 20 | 12 | 8 | 41 | 18 | 23 |
| Profitability (%) | 67.2131 | 61.2903 | 73.3333 | 32.7869 | 41.9355 | 23.3333 |
| Ratio Avg Win / Avg Loss | 0.1049 | 0.5278 | 0.0515 | 1.7816 | 3.0582 | 1.2202 |
| Largest Winning Trade | 31634 | 27593 | 31634 | 2108625 | 2108625 | 1274393 |
| Largest Losing Trade | -1935979 | -65267 | -1935979 | -2470175 | -383700 | -2470175 |
| Avg Bars in Trades | 78 | 73 | 84 | 78 | 73 | 84 |
| Avg Bars in Winners | 45 | 41 | 48 | 128 | 123 | 138 |
| Avg Bars in Losers | 146 | 124 | 181 | 54 | 37 | 67 |
| Bars Traded | 4791 | 2270 | 2521 | 4791 | 2270 | 2521 |
| Profit Streak | 152.4847 | 152.4847 | 281.4847 | 0 | 0 | 0 |
| Trades During Streak | 6 | 3 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -743103 | -578002 | -576429 | -750971 | 321738 | -616319 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5398,
"evaluation_days": 1799.33,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1608710400000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759923475776,
"expiration_time": 1764574272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 29,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 148,
"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": [
[
-1815982.1966673112,
-40105.8157368236,
-1775876.380930487,
-1074121.857229759,
2686151.6634157402,
-3760273.5206454988
],
[
-1815.982197,
-40.105816,
-1775.876381,
-1074.121857,
2686.151663,
-3760.273521
],
[
-1.009255,
-0.022289,
-0.986965,
0,
0.185087,
0
],
[
246.647669,
246.647669,
246.647669,
246.647669,
246.647669,
246.647669
],
[
-1972586,
-114780,
-75043,
-3358327,
-738872,
-2092230
],
[
0.214956,
0.835725,
0.141709,
0.869072,
2.208728,
0.371363
],
[
61,
31,
30,
61,
31,
30
],
[
41,
19,
22,
20,
13,
7
],
[
20,
12,
8,
41,
18,
23
],
[
67.213115,
61.290323,
73.333333,
32.786885,
41.935484,
23.333333
],
[
0.104857,
0.527826,
0.051531,
1.781598,
3.058238,
1.220193
],
[
31634,
27593,
31634,
2108625,
2108625,
1274393
],
[
-1935979,
-65267,
-1935979,
-2470175,
-383700,
-2470175
],
[
78,
73,
84,
78,
73,
84
],
[
45,
41,
48,
128,
123,
138
],
[
146,
124,
181,
54,
37,
67
],
[
4791,
2270,
2521,
4791,
2270,
2521
],
[
152.484673,
152.484673,
281.484673,
0,
0,
0
],
[
6,
3,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-743103,
-578002,
-576429,
-750971,
321738,
-616319
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5398,
"evaluation_days": 1799.33,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1608710400000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759923475776,
"expiration_time": 1764574272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 29,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 148,
"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) |
|---|