| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1014312.0372 | 880574.5778 | 133737.4594 | 682158.807 | -47650.2377 | 729809.0448 |
| Total P&L (%) | 1014.312 | 880.5746 | 133.7375 | 682.1588 | -47.6502 | 729.809 |
| Avg Daily Profit (%) | 0.5646 | 0.4901 | 0.0744 | 0.1145 | -0.036 | 0.1178 |
| Buy And Hold Return (%) | 267.7805 | 267.7805 | 267.7805 | 267.7805 | 267.7805 | 267.7805 |
| Max Trade Drawdown | -139575 | -193365 | -70477 | -1499569 | -1831125 | -383543 |
| Profit Factor | 3.0189 | 3.5535 | 1.8488 | 1.1766 | 0.9834 | 1.7373 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
| Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
| Profitability (%) | 52.5773 | 47.9167 | 57.1429 | 52.5773 | 47.9167 | 57.1429 |
| Ratio Avg Win / Avg Loss | 2.7229 | 3.8625 | 1.3866 | 1.0612 | 1.0689 | 1.3029 |
| Largest Winning Trade | 855027 | 855027 | 39711 | 1037020 | 1037020 | 266784 |
| Largest Losing Trade | -39955 | -39955 | -36528 | -386252 | -386252 | -291477 |
| Avg Bars in Trades | 49 | 67 | 31 | 49 | 67 | 31 |
| Avg Bars in Winners | 60 | 80 | 44 | 60 | 80 | 44 |
| Avg Bars in Losers | 37 | 55 | 15 | 37 | 55 | 15 |
| Bars Traded | 4790 | 3230 | 1560 | 4790 | 3230 | 1560 |
| 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 | 543665 | 492311 | -255916 | -68898 | -579832 | -35415 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5390,
"evaluation_days": 1796.67,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1609545600000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759701607169,
"expiration_time": 1764336960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 177,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 147,
"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": [
[
1014312.0372010954,
880574.5777807117,
133737.4594203845,
682158.8070301185,
-47650.2377463497,
729809.0447764685
],
[
1014.312037,
880.574578,
133.737459,
682.158807,
-47.650238,
729.809045
],
[
0.564551,
0.490115,
0.074436,
0.114549,
-0.036017,
0.117844
],
[
267.780542,
267.780542,
267.780542,
267.780542,
267.780542,
267.780542
],
[
-139575,
-193365,
-70477,
-1499569,
-1831125,
-383543
],
[
3.018915,
3.553493,
1.848838,
1.176552,
0.98342,
1.737265
],
[
97,
48,
49,
97,
48,
49
],
[
51,
23,
28,
51,
23,
28
],
[
46,
25,
21,
46,
25,
21
],
[
52.57732,
47.916667,
57.142857,
52.57732,
47.916667,
57.142857
],
[
2.722942,
3.862492,
1.386628,
1.061203,
1.068934,
1.302948
],
[
855027,
855027,
39711,
1037020,
1037020,
266784
],
[
-39955,
-39955,
-36528,
-386252,
-386252,
-291477
],
[
49,
67,
31,
49,
67,
31
],
[
60,
80,
44,
60,
80,
44
],
[
37,
55,
15,
37,
55,
15
],
[
4790,
3230,
1560,
4790,
3230,
1560
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
543665,
492311,
-255916,
-68898,
-579832,
-35415
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5390,
"evaluation_days": 1796.67,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1609545600000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759701607169,
"expiration_time": 1764336960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 177,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 147,
"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) |
|---|