| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1347620.433 | 1310778.1391 | 36842.2939 | 225783.5572 | 424314.0718 | -198530.5146 |
| Total P&L (%) | 1347.6204 | 1310.7781 | 36.8423 | 225.7836 | 424.3141 | -198.5305 |
| Avg Daily Profit (%) | 0.753 | 0.7324 | 0.0206 | 0.066 | 0.0926 | 0 |
| Buy And Hold Return (%) | 253.2159 | 253.2159 | 253.2159 | 253.2159 | 253.2159 | 253.2159 |
| Max Trade Drawdown | -126007 | -98922 | -153324 | -677924 | -514338 | -613681 |
| Profit Factor | 2.9935 | 6.1291 | 1.0876 | 1.0977 | 1.4483 | 0.8545 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
| Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
| Profitability (%) | 47.5 | 37.5 | 57.5 | 47.5 | 37.5 | 57.5 |
| Ratio Avg Win / Avg Loss | 3.3086 | 10.2152 | 0.8039 | 1.2132 | 2.4138 | 0.6316 |
| Largest Winning Trade | 1034222 | 1034222 | 53962 | 562347 | 562347 | 170728 |
| Largest Losing Trade | -83084 | -35912 | -83084 | -362057 | -188195 | -362057 |
| Avg Bars in Trades | 64 | 57 | 71 | 64 | 57 | 71 |
| Avg Bars in Winners | 92 | 96 | 90 | 92 | 96 | 90 |
| Avg Bars in Losers | 39 | 34 | 46 | 39 | 34 | 46 |
| Bars Traded | 5187 | 2314 | 2873 | 5187 | 2314 | 2873 |
| 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 | -7386 | 542447 | -455943 | -408392 | -81088 | -579777 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5369,
"evaluation_days": 1789.67,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1607817600000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759090838451,
"expiration_time": 1763714016000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 30,
"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": [
[
1347620.4329600201,
1310778.1390580004,
36842.2939020199,
225783.5571922992,
424314.0717903676,
-198530.5145980681
],
[
1347.620433,
1310.778139,
36.842294,
225.783557,
424.314072,
-198.530515
],
[
0.752999,
0.732413,
0.020586,
0.066015,
0.092625,
0
],
[
253.215871,
253.215871,
253.215871,
253.215871,
253.215871,
253.215871
],
[
-126007,
-98922,
-153324,
-677924,
-514338,
-613681
],
[
2.993472,
6.129098,
1.087624,
1.097681,
1.448298,
0.854549
],
[
80,
40,
40,
80,
40,
40
],
[
38,
15,
23,
38,
15,
23
],
[
42,
25,
17,
42,
25,
17
],
[
47.5,
37.5,
57.5,
47.5,
37.5,
57.5
],
[
3.308574,
10.215163,
0.803896,
1.213227,
2.41383,
0.631623
],
[
1034222,
1034222,
53962,
562347,
562347,
170728
],
[
-83084,
-35912,
-83084,
-362057,
-188195,
-362057
],
[
64,
57,
71,
64,
57,
71
],
[
92,
96,
90,
92,
96,
90
],
[
39,
34,
46,
39,
34,
46
],
[
5187,
2314,
2873,
5187,
2314,
2873
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-7386,
542447,
-455943,
-408392,
-81088,
-579777
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5369,
"evaluation_days": 1789.67,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1607817600000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759090838451,
"expiration_time": 1763714016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 30,
"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) |
|---|