| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 580429.8929 | 635200.7067 | -54770.8138 | -1707239.3785 | -113541.2486 | -1593698.1299 |
| Total P&L (%) | 580.4299 | 635.2007 | -54.7708 | -1707.2394 | -113.5412 | -1593.6981 |
| Avg Daily Profit (%) | 0.3222 | 0.3526 | -0.0304 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 197.2825 | 197.2825 | 197.2825 | 197.2825 | 197.2825 | 197.2825 |
| Max Trade Drawdown | -279030 | -67351 | -271986 | -3834759 | -1656877 | -2157472 |
| Profit Factor | 1.9426 | 3.6362 | 0.8539 | 0.7857 | 0.9707 | 0.6104 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 32 | 13 | 19 | 33 | 19 | 14 |
| Losing Trades | 34 | 20 | 14 | 33 | 14 | 19 |
| Profitability (%) | 48.4848 | 39.3939 | 57.5758 | 50 | 57.5758 | 42.4242 |
| Ratio Avg Win / Avg Loss | 2.064 | 5.5942 | 0.6292 | 0.7857 | 0.7153 | 0.8284 |
| Largest Winning Trade | 660218 | 660218 | 47439 | 1433901 | 825389 | 1433901 |
| Largest Losing Trade | -259755 | -40479 | -259755 | -1235235 | -1235235 | -769766 |
| Avg Bars in Trades | 71 | 72 | 69 | 71 | 72 | 69 |
| Avg Bars in Winners | 95 | 85 | 103 | 47 | 67 | 21 |
| Avg Bars in Losers | 47 | 64 | 23 | 94 | 80 | 105 |
| Bars Traded | 4691 | 2397 | 2294 | 4691 | 2397 | 2294 |
| Profit Streak | 0 | 0 | 81.1474 | 41.1474 | 82.4807 | 0 |
| Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -119480 | 326569 | -578858 | -708728 | -578454 | -583748 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5405,
"evaluation_days": 1801.67,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1611388800000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760124731965,
"expiration_time": 1764781920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 3,
"offset": 238
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 184,
"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": [
[
580429.8929036909,
635200.7066602674,
-54770.8137565766,
-1707239.378454433,
-113541.2485927969,
-1593698.129861636
],
[
580.429893,
635.200707,
-54.770814,
-1707.239378,
-113.541249,
-1593.69813
],
[
0.322162,
0.352562,
-0.0304,
0,
0,
0
],
[
197.282483,
197.282483,
197.282483,
197.282483,
197.282483,
197.282483
],
[
-279030,
-67351,
-271986,
-3834759,
-1656877,
-2157472
],
[
1.942575,
3.636212,
0.853882,
0.785711,
0.970712,
0.610366
],
[
66,
33,
33,
66,
33,
33
],
[
32,
13,
19,
33,
19,
14
],
[
34,
20,
14,
33,
14,
19
],
[
48.484848,
39.393939,
57.575758,
50,
57.575758,
42.424242
],
[
2.063986,
5.594172,
0.629176,
0.785711,
0.715262,
0.828354
],
[
660218,
660218,
47439,
1433901,
825389,
1433901
],
[
-259755,
-40479,
-259755,
-1235235,
-1235235,
-769766
],
[
71,
72,
69,
71,
72,
69
],
[
95,
85,
103,
47,
67,
21
],
[
47,
64,
23,
94,
80,
105
],
[
4691,
2397,
2294,
4691,
2397,
2294
],
[
0,
0,
81.147361,
41.147361,
82.480694,
0
],
[
0,
0,
2,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-119480,
326569,
-578858,
-708728,
-578454,
-583748
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5405,
"evaluation_days": 1801.67,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1611388800000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760124731965,
"expiration_time": 1764781920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 3,
"offset": 238
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 184,
"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) |
|---|