| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 744755.4845 | 942316.1743 | -197560.6899 | -444134.6754 | -1095048.9311 | 650914.2556 |
| Total P&L (%) | 744.7555 | 942.3162 | -197.5607 | -444.1347 | -1095.0489 | 650.9143 |
| Avg Daily Profit (%) | 0.4171 | 0.5278 | -0.1106 | 0 | 0 | 0.113 |
| Buy And Hold Return (%) | 298.0064 | 298.0064 | 298.0064 | 298.0064 | 298.0064 | 298.0064 |
| Max Trade Drawdown | -274317 | -124536 | -375688 | -1548777 | -1598879 | -433629 |
| Profit Factor | 1.8604 | 3.6108 | 0.6085 | 0.8842 | 0.5761 | 1.5197 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 34 | 14 | 20 | 36 | 22 | 14 |
| Losing Trades | 34 | 20 | 14 | 32 | 12 | 20 |
| Profitability (%) | 50 | 41.1765 | 58.8235 | 52.9412 | 64.7059 | 41.1765 |
| Ratio Avg Win / Avg Loss | 1.8604 | 5.1583 | 0.426 | 0.786 | 0.3142 | 2.171 |
| Largest Winning Trade | 825455 | 825455 | 44405 | 978829 | 288683 | 978829 |
| Largest Losing Trade | -246413 | -61670 | -246413 | -1224463 | -1224463 | -433629 |
| Avg Bars in Trades | 51 | 60 | 42 | 51 | 60 | 42 |
| Avg Bars in Winners | 57 | 60 | 55 | 43 | 58 | 20 |
| Avg Bars in Losers | 45 | 60 | 24 | 59 | 62 | 57 |
| Bars Traded | 3487 | 2046 | 1441 | 3487 | 2046 | 1441 |
| Profit Streak | 7.0713 | 0 | 26.0713 | 0 | 26.5713 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -102953 | 403188 | -579109 | -693896 | -578347 | -48321 |
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3571,
"evaluation_days": 1785.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607601600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758850957235,
"expiration_time": 1763343216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 72,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 73,
"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": [
[
744755.4844614214,
942316.1743133711,
-197560.689851949,
-444134.6754198175,
-1095048.9310603174,
650914.2556405
],
[
744.755484,
942.316174,
-197.56069,
-444.134675,
-1095.048931,
650.914256
],
[
0.417113,
0.52776,
-0.110647,
0,
0,
0.11298
],
[
298.006421,
298.006421,
298.006421,
298.006421,
298.006421,
298.006421
],
[
-274317,
-124536,
-375688,
-1548777,
-1598879,
-433629
],
[
1.860429,
3.610802,
0.608506,
0.884203,
0.576062,
1.51973
],
[
68,
34,
34,
68,
34,
34
],
[
34,
14,
20,
36,
22,
14
],
[
34,
20,
14,
32,
12,
20
],
[
50,
41.176471,
58.823529,
52.941176,
64.705882,
41.176471
],
[
1.860429,
5.158288,
0.425955,
0.785958,
0.314216,
2.171042
],
[
825455,
825455,
44405,
978829,
288683,
978829
],
[
-246413,
-61670,
-246413,
-1224463,
-1224463,
-433629
],
[
51,
60,
42,
51,
60,
42
],
[
57,
60,
55,
43,
58,
20
],
[
45,
60,
24,
59,
62,
57
],
[
3487,
2046,
1441,
3487,
2046,
1441
],
[
7.071264,
0,
26.071264,
0,
26.571264,
0
],
[
1,
0,
1,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-102953,
403188,
-579109,
-693896,
-578347,
-48321
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3571,
"evaluation_days": 1785.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607601600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758850957235,
"expiration_time": 1763343216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 72,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 73,
"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) |
|---|