| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1451965.9317 | 1414062.6075 | 37903.3242 | 1373196.819 | -622526.113 | 1995722.9321 |
| Total P&L (%) | 1451.9659 | 1414.0626 | 37.9033 | 1373.1968 | -622.5261 | 1995.7229 |
| Avg Daily Profit (%) | 0.8136 | 0.7923 | 0.0212 | 0.1508 | 0 | 0.1706 |
| Buy And Hold Return (%) | 417.8777 | 417.8777 | 417.8777 | 417.8777 | 417.8777 | 417.8777 |
| Max Trade Drawdown | -85446 | -135313 | -129868 | -2557264 | -3533428 | -925026 |
| Profit Factor | 3.2924 | 5.5111 | 1.1185 | 1.1423 | 0.8961 | 1.5457 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
| Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
| Profitability (%) | 37.5 | 31.8182 | 43.1818 | 37.5 | 31.8182 | 43.1818 |
| Ratio Avg Win / Avg Loss | 5.4874 | 11.8094 | 1.4717 | 1.9039 | 1.9202 | 2.0338 |
| Largest Winning Trade | 1184263 | 1184263 | 67609 | 1467286 | 1419565 | 1467286 |
| Largest Losing Trade | -54699 | -27471 | -54699 | -831942 | -831942 | -757593 |
| Avg Bars in Trades | 240 | 198 | 282 | 240 | 198 | 282 |
| Avg Bars in Winners | 440 | 385 | 481 | 440 | 385 | 481 |
| Avg Bars in Losers | 120 | 111 | 130 | 120 | 111 | 130 |
| Bars Traded | 21153 | 8742 | 12411 | 21153 | 8742 | 12411 |
| 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 | 437643 | 413570 | -423056 | -62730 | -585012 | 228872 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606017600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758855737447,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 192,
"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": [
[
1451965.9316593735,
1414062.6075037785,
37903.324155596,
1373196.8190423069,
-622526.1130381934,
1995722.9320804996
],
[
1451.965932,
1414.062608,
37.903324,
1373.196819,
-622.526113,
1995.722932
],
[
0.813577,
0.792338,
0.021238,
0.150843,
0,
0.170624
],
[
417.877739,
417.877739,
417.877739,
417.877739,
417.877739,
417.877739
],
[
-85446,
-135313,
-129868,
-2557264,
-3533428,
-925026
],
[
3.292434,
5.51106,
1.118482,
1.142319,
0.896101,
1.545716
],
[
88,
44,
44,
88,
44,
44
],
[
33,
14,
19,
33,
14,
19
],
[
55,
30,
25,
55,
30,
25
],
[
37.5,
31.818182,
43.181818,
37.5,
31.818182,
43.181818
],
[
5.48739,
11.809414,
1.471687,
1.903865,
1.920216,
2.033837
],
[
1184263,
1184263,
67609,
1467286,
1419565,
1467286
],
[
-54699,
-27471,
-54699,
-831942,
-831942,
-757593
],
[
240,
198,
282,
240,
198,
282
],
[
440,
385,
481,
440,
385,
481
],
[
120,
111,
130,
120,
111,
130
],
[
21153,
8742,
12411,
21153,
8742,
12411
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
437643,
413570,
-423056,
-62730,
-585012,
228872
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606017600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758855737447,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 192,
"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) |
|---|