| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1654117.1479 | -37968.2274 | -1616148.9205 | 401117.2098 | -3340923.6208 | 3742040.8306 |
| Total P&L (%) | -1654.1171 | -37.9682 | -1616.1489 | 401.1172 | -3340.9236 | 3742.0408 |
| Avg Daily Profit (%) | -0.9215 | -0.0212 | -0.9004 | 0.0898 | 0 | 0.2035 |
| Buy And Hold Return (%) | 227.2173 | 227.2173 | 227.2173 | 227.2173 | 227.2173 | 227.2173 |
| Max Trade Drawdown | -1800015 | -178140 | -1716017 | -18045503 | -11093778 | -7395456 |
| Profit Factor | 0.2709 | 0.8964 | 0.1504 | 1.0125 | 0.7998 | 1.2414 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 51 | 22 | 29 | 53 | 23 | 30 |
| Losing Trades | 37 | 22 | 15 | 35 | 21 | 14 |
| Profitability (%) | 57.9545 | 50 | 65.9091 | 60.2273 | 52.2727 | 68.1818 |
| Ratio Avg Win / Avg Loss | 0.1966 | 0.8964 | 0.0778 | 0.6686 | 0.7302 | 0.5793 |
| Largest Winning Trade | 67197 | 67197 | 36308 | 12353593 | 7385189 | 12353593 |
| Largest Losing Trade | -906164 | -58555 | -906164 | -7395456 | -6429462 | -7395456 |
| Avg Bars in Trades | 58 | 60 | 57 | 58 | 60 | 57 |
| Avg Bars in Winners | 32 | 25 | 37 | 38 | 30 | 44 |
| Avg Bars in Losers | 95 | 94 | 96 | 89 | 92 | 85 |
| Bars Traded | 5164 | 2647 | 2517 | 5164 | 2647 | 2517 |
| Profit Streak | 36.5514 | 45.5514 | 36.5514 | 36.5514 | 45.5514 | 36.5514 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578521 | -580163 | -578113 | -287425 | -579868 | 327081 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5385,
"evaluation_days": 1795,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1608480000000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759554841162,
"expiration_time": 1764188640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 140,
"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": [
[
-1654117.1479163263,
-37968.2273871938,
-1616148.9205291327,
401117.209819575,
-3340923.620776598,
3742040.830596173
],
[
-1654.117148,
-37.968227,
-1616.148921,
401.11721,
-3340.923621,
3742.040831
],
[
-0.921514,
-0.021152,
-0.900362,
0.089827,
0,
0.203471
],
[
227.217347,
227.217347,
227.217347,
227.217347,
227.217347,
227.217347
],
[
-1800015,
-178140,
-1716017,
-18045503,
-11093778,
-7395456
],
[
0.27093,
0.896443,
0.150362,
1.012462,
0.799786,
1.241405
],
[
88,
44,
44,
88,
44,
44
],
[
51,
22,
29,
53,
23,
30
],
[
37,
22,
15,
35,
21,
14
],
[
57.954545,
50,
65.909091,
60.227273,
52.272727,
68.181818
],
[
0.196557,
0.896443,
0.077774,
0.668607,
0.73024,
0.579323
],
[
67197,
67197,
36308,
12353593,
7385189,
12353593
],
[
-906164,
-58555,
-906164,
-7395456,
-6429462,
-7395456
],
[
58,
60,
57,
58,
60,
57
],
[
32,
25,
37,
38,
30,
44
],
[
95,
94,
96,
89,
92,
85
],
[
5164,
2647,
2517,
5164,
2647,
2517
],
[
36.551402,
45.551402,
36.551402,
36.551402,
45.551402,
36.551402
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578521,
-580163,
-578113,
-287425,
-579868,
327081
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5385,
"evaluation_days": 1795,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1608480000000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759554841162,
"expiration_time": 1764188640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 140,
"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) |
|---|