| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 563893.6575 | 647407.5425 | -83513.8851 | -63703.1638 | 2453489.6887 | -2517192.8525 |
| Total P&L (%) | 563.8937 | 647.4075 | -83.5139 | -63.7032 | 2453.4897 | -2517.1929 |
| Avg Daily Profit (%) | 0.313 | 0.3594 | -0.0464 | -0.0562 | 0.18 | 0 |
| Buy And Hold Return (%) | 158.2975 | 158.2975 | 158.2975 | 158.2975 | 158.2975 | 158.2975 |
| Max Trade Drawdown | -253433 | -228863 | -187384 | -2187166 | -538223 | -2660052 |
| Profit Factor | 1.4629 | 2.0329 | 0.8588 | 0.9855 | 3.2543 | 0.2408 |
| Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
| Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
| Losing Trades | 117 | 64 | 53 | 117 | 64 | 53 |
| Profitability (%) | 41.206 | 36 | 46.4646 | 41.206 | 36 | 46.4646 |
| Ratio Avg Win / Avg Loss | 2.0873 | 3.614 | 0.9894 | 1.4062 | 5.7854 | 0.2774 |
| Largest Winning Trade | 358483 | 358483 | 52787 | 1724082 | 1724082 | 112061 |
| Largest Losing Trade | -76665 | -37498 | -76665 | -1690478 | -179969 | -1690478 |
| Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
| Avg Bars in Winners | 24 | 27 | 22 | 24 | 27 | 22 |
| Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
| Bars Traded | 3447 | 1811 | 1636 | 3447 | 1811 | 1636 |
| Profit Streak | 0 | 0 | 36.9249 | 0 | 0 | 36.9249 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 233375 | 204007 | -581621 | -581211 | 310805 | -581621 |
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3603,
"evaluation_days": 1801.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1609545600000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760134314846,
"expiration_time": 1764767088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.22916,
"nc": 0.24167
}
}
} {
"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": [
[
563893.657485572,
647407.5425456732,
-83513.8850601012,
-63703.1638330377,
2453489.688665287,
-2517192.852498323
],
[
563.893657,
647.407543,
-83.513885,
-63.703164,
2453.489689,
-2517.192852
],
[
0.313013,
0.359371,
-0.046358,
-0.05624,
0.180015,
0
],
[
158.29753,
158.29753,
158.29753,
158.29753,
158.29753,
158.29753
],
[
-253433,
-228863,
-187384,
-2187166,
-538223,
-2660052
],
[
1.462917,
2.032859,
0.858767,
0.985535,
3.254314,
0.240771
],
[
199,
100,
99,
199,
100,
99
],
[
82,
36,
46,
82,
36,
46
],
[
117,
64,
53,
117,
64,
53
],
[
41.20603,
36,
46.464646,
41.20603,
36,
46.464646
],
[
2.087333,
3.613972,
0.989449,
1.40619,
5.785447,
0.27741
],
[
358483,
358483,
52787,
1724082,
1724082,
112061
],
[
-76665,
-37498,
-76665,
-1690478,
-179969,
-1690478
],
[
17,
18,
16,
17,
18,
16
],
[
24,
27,
22,
24,
27,
22
],
[
12,
12,
11,
12,
12,
11
],
[
3447,
1811,
1636,
3447,
1811,
1636
],
[
0,
0,
36.92494,
0,
0,
36.92494
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
233375,
204007,
-581621,
-581211,
310805,
-581621
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3603,
"evaluation_days": 1801.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1609545600000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760134314846,
"expiration_time": 1764767088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.22916,
"nc": 0.24167
}
}
}
| # | 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) |
|---|