| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1839327.7905 | 1785693.1203 | 53634.6702 | 1051811.179 | -2741848.9765 | 3793660.1555 |
| Total P&L (%) | 1839.3278 | 1785.6931 | 53.6347 | 1051.8112 | -2741.849 | 3793.6602 |
| Avg Daily Profit (%) | 1.0222 | 0.9924 | 0.0298 | 0.1359 | 0 | 0.2037 |
| Buy And Hold Return (%) | 343.2253 | 343.2253 | 343.2253 | 343.2253 | 343.2253 | 343.2253 |
| Max Trade Drawdown | -171157 | -172119 | -70191 | -9501861 | -10734467 | -3774571 |
| Profit Factor | 4.0057 | 6.0864 | 1.2056 | 1.0485 | 0.7971 | 1.463 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 40 | 13 | 27 | 40 | 13 | 27 |
| Losing Trades | 62 | 38 | 24 | 62 | 38 | 24 |
| Profitability (%) | 39.2157 | 25.4902 | 52.9412 | 39.2157 | 25.4902 | 52.9412 |
| Ratio Avg Win / Avg Loss | 6.2089 | 17.7909 | 1.0716 | 1.6251 | 2.3299 | 1.3005 |
| Largest Winning Trade | 1336927 | 1336927 | 57532 | 5529796 | 5529796 | 3786919 |
| Largest Losing Trade | -46846 | -34282 | -46846 | -3292955 | -3292955 | -3160585 |
| Avg Bars in Trades | 50 | 58 | 42 | 50 | 58 | 42 |
| Avg Bars in Winners | 79 | 127 | 56 | 79 | 127 | 56 |
| Avg Bars in Losers | 31 | 34 | 27 | 31 | 34 | 27 |
| Bars Traded | 5168 | 2983 | 2185 | 5168 | 2983 | 2185 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 554697 | -187324 | -499007 | -184255 | -785987 | -170524 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5398,
"evaluation_days": 1799.33,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1607155200000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759923468675,
"expiration_time": 1764574272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 37,
"offset": 57
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 20,
"offset": 0,
"std": 2.09464
}
}
} {
"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": [
[
1839327.7904549465,
1785693.1202539166,
53634.6702010298,
1051811.1789665802,
-2741848.9765352453,
3793660.155501827
],
[
1839.32779,
1785.69312,
53.63467,
1051.811179,
-2741.848977,
3793.660156
],
[
1.022229,
0.992421,
0.029808,
0.135916,
0,
0.203724
],
[
343.225339,
343.225339,
343.225339,
343.225339,
343.225339,
343.225339
],
[
-171157,
-172119,
-70191,
-9501861,
-10734467,
-3774571
],
[
4.005737,
6.086368,
1.205603,
1.048459,
0.797078,
1.463026
],
[
102,
51,
51,
102,
51,
51
],
[
40,
13,
27,
40,
13,
27
],
[
62,
38,
24,
62,
38,
24
],
[
39.215686,
25.490196,
52.941176,
39.215686,
25.490196,
52.941176
],
[
6.208892,
17.790922,
1.071647,
1.625112,
2.329921,
1.300467
],
[
1336927,
1336927,
57532,
5529796,
5529796,
3786919
],
[
-46846,
-34282,
-46846,
-3292955,
-3292955,
-3160585
],
[
50,
58,
42,
50,
58,
42
],
[
79,
127,
56,
79,
127,
56
],
[
31,
34,
27,
31,
34,
27
],
[
5168,
2983,
2185,
5168,
2983,
2185
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
554697,
-187324,
-499007,
-184255,
-785987,
-170524
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5398,
"evaluation_days": 1799.33,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1607155200000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759923468675,
"expiration_time": 1764574272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 37,
"offset": 57
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 20,
"offset": 0,
"std": 2.09464
}
}
}
| # | 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) |
|---|