| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2275271.8987 | 2361480.8585 | -86208.9598 | -89374.0514 | -99375.4746 | 10001.4233 |
| Total P&L (%) | 2275.2719 | 2361.4809 | -86.209 | -89.3741 | -99.3755 | 10.0014 |
| Avg Daily Profit (%) | 1.2749 | 1.3232 | -0.0483 | -0.1255 | -0.284 | 0.0053 |
| Buy And Hold Return (%) | 425.5273 | 425.5273 | 425.5273 | 425.5273 | 425.5273 | 425.5273 |
| Max Trade Drawdown | -371314 | -294113 | -151709 | -1279678 | -1201046 | -293261 |
| Profit Factor | 3.2613 | 5.1762 | 0.8044 | 0.9606 | 0.9294 | 1.0117 |
| Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
| Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
| Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
| Profitability (%) | 41.8079 | 36.3636 | 47.191 | 41.8079 | 36.3636 | 47.191 |
| Ratio Avg Win / Avg Loss | 4.5394 | 9.0584 | 0.9002 | 1.337 | 1.6264 | 1.1321 |
| Largest Winning Trade | 2666307 | 2666307 | 29983 | 1098873 | 1098873 | 172722 |
| Largest Losing Trade | -43531 | -42697 | -43531 | -348278 | -348278 | -206598 |
| Avg Bars in Trades | 104 | 155 | 53 | 104 | 155 | 53 |
| Avg Bars in Winners | 130 | 236 | 49 | 130 | 236 | 49 |
| Avg Bars in Losers | 85 | 108 | 57 | 85 | 108 | 57 |
| Bars Traded | 18444 | 13670 | 4774 | 18444 | 13670 | 4774 |
| Profit Streak | 0 | 79.9599 | 0 | 0 | 79.9599 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 592261 | 558478 | -582186 | -581370 | -583064 | -560583 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606082400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758855736973,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 50,
"offset": 0,
"std": 4.45511
}
}
}
{
"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": [
[
2275271.8986994014,
2361480.8585263873,
-86208.9598269854,
-89374.0513633406,
-99375.474642168,
10001.4232788273
],
[
2275.271899,
2361.480859,
-86.20896,
-89.374051,
-99.375475,
10.001423
],
[
1.274898,
1.323203,
-0.048305,
-0.125539,
-0.284015,
0.005341
],
[
425.527283,
425.527283,
425.527283,
425.527283,
425.527283,
425.527283
],
[
-371314,
-294113,
-151709,
-1279678,
-1201046,
-293261
],
[
3.261303,
5.176242,
0.804391,
0.960558,
0.929397,
1.01165
],
[
177,
88,
89,
177,
88,
89
],
[
74,
32,
42,
74,
32,
42
],
[
103,
56,
47,
103,
56,
47
],
[
41.80791,
36.363636,
47.191011,
41.80791,
36.363636,
47.191011
],
[
4.539382,
9.058423,
0.900152,
1.336994,
1.626445,
1.132085
],
[
2666307,
2666307,
29983,
1098873,
1098873,
172722
],
[
-43531,
-42697,
-43531,
-348278,
-348278,
-206598
],
[
104,
155,
53,
104,
155,
53
],
[
130,
236,
49,
130,
236,
49
],
[
85,
108,
57,
85,
108,
57
],
[
18444,
13670,
4774,
18444,
13670,
4774
],
[
0,
79.959919,
0,
0,
79.959919,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
592261,
558478,
-582186,
-581370,
-583064,
-560583
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606082400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758855736973,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 50,
"offset": 0,
"std": 4.45511
}
}
}
| # | 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) |
|---|