| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 817268.2105 | 842361.0022 | -25092.7917 | 258974.2233 | 3153190.521 | -2894216.2978 |
| Total P&L (%) | 817.2682 | 842.361 | -25.0928 | 258.9742 | 3153.1905 | -2894.2163 |
| Avg Daily Profit (%) | 0.4552 | 0.4692 | -0.014 | 0.0712 | 0.1941 | 0 |
| Buy And Hold Return (%) | 290.049 | 290.049 | 290.049 | 290.049 | 290.049 | 290.049 |
| Max Trade Drawdown | -286077 | -243957 | -118776 | -5017523 | -3842691 | -3574949 |
| Profit Factor | 1.6445 | 2.1403 | 0.9526 | 1.0178 | 1.4058 | 0.5715 |
| Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
| Winning Trades | 108 | 43 | 65 | 108 | 43 | 65 |
| Losing Trades | 149 | 85 | 64 | 149 | 85 | 64 |
| Profitability (%) | 42.0233 | 33.5938 | 50.3876 | 42.0233 | 33.5938 | 50.3876 |
| Ratio Avg Win / Avg Loss | 2.2688 | 4.2309 | 0.938 | 1.4042 | 2.779 | 0.5627 |
| Largest Winning Trade | 384374 | 384374 | 28101 | 2310198 | 2310198 | 532064 |
| Largest Losing Trade | -37596 | -37596 | -34725 | -808101 | -609072 | -808101 |
| Avg Bars in Trades | 13 | 20 | 7 | 13 | 20 | 7 |
| Avg Bars in Winners | 16 | 29 | 8 | 16 | 29 | 8 |
| Avg Bars in Losers | 11 | 16 | 5 | 11 | 16 | 5 |
| Bars Traded | 3528 | 2624 | 904 | 3528 | 2624 | 904 |
| Profit Streak | 15.2424 | 0 | 16.2424 | 15.2424 | 0 | 16.2424 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 329911 | 176256 | -580085 | -465448 | 126443 | -580085 |
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3591,
"evaluation_days": 1795.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605355200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759600147529,
"expiration_time": 1764233136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 52,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
817268.2104552697,
842361.0021715217,
-25092.7917162523,
258974.2232651196,
3153190.521029883,
-2894216.2977647656
],
[
817.26821,
842.361002,
-25.092792,
258.974223,
3153.190521,
-2894.216298
],
[
0.455176,
0.469151,
-0.013975,
0.071208,
0.19413,
0
],
[
290.048977,
290.048977,
290.048977,
290.048977,
290.048977,
290.048977
],
[
-286077,
-243957,
-118776,
-5017523,
-3842691,
-3574949
],
[
1.644466,
2.140347,
0.952605,
1.017831,
1.40583,
0.571492
],
[
257,
128,
129,
257,
128,
129
],
[
108,
43,
65,
108,
43,
65
],
[
149,
85,
64,
149,
85,
64
],
[
42.023346,
33.59375,
50.387597,
42.023346,
33.59375,
50.387597
],
[
2.268754,
4.230919,
0.93795,
1.40423,
2.778967,
0.562699
],
[
384374,
384374,
28101,
2310198,
2310198,
532064
],
[
-37596,
-37596,
-34725,
-808101,
-609072,
-808101
],
[
13,
20,
7,
13,
20,
7
],
[
16,
29,
8,
16,
29,
8
],
[
11,
16,
5,
11,
16,
5
],
[
3528,
2624,
904,
3528,
2624,
904
],
[
15.242448,
0,
16.242448,
15.242448,
0,
16.242448
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
329911,
176256,
-580085,
-465448,
126443,
-580085
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3591,
"evaluation_days": 1795.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605355200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759600147529,
"expiration_time": 1764233136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 52,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|