| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -771254.4963 | 164305.1153 | -935559.6116 | 1471934.9324 | -6951755.9899 | 8423690.9222 |
| Total P&L (%) | -771.2545 | 164.3051 | -935.5596 | 1471.9349 | -6951.756 | 8423.6909 |
| Avg Daily Profit (%) | -0.4316 | 0.0919 | -0.5235 | 0.1543 | 0 | 0.2491 |
| Buy And Hold Return (%) | 421.3568 | 421.3568 | 421.3568 | 421.3568 | 421.3568 | 421.3568 |
| Max Trade Drawdown | -922605 | -130614 | -1068086 | -9560600 | -10416495 | -2938920 |
| Profit Factor | 0.517 | 1.452 | 0.2414 | 1.0667 | 0.6015 | 2.8245 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 51 | 23 | 28 | 51 | 20 | 31 |
| Losing Trades | 38 | 22 | 16 | 38 | 25 | 13 |
| Profitability (%) | 57.3034 | 51.1111 | 63.6364 | 57.3034 | 44.4444 | 70.4545 |
| Ratio Avg Win / Avg Loss | 0.3852 | 1.3889 | 0.1379 | 0.7948 | 0.7518 | 1.1845 |
| Largest Winning Trade | 113274 | 113274 | 33423 | 3260993 | 3163397 | 3260993 |
| Largest Losing Trade | -696333 | -71423 | -696333 | -7527823 | -7527823 | -1188252 |
| Avg Bars in Trades | 58 | 63 | 53 | 58 | 63 | 53 |
| Avg Bars in Winners | 42 | 43 | 42 | 48 | 48 | 48 |
| Avg Bars in Losers | 79 | 84 | 72 | 72 | 75 | 66 |
| Bars Traded | 5214 | 2856 | 2358 | 5214 | 2856 | 2358 |
| Profit Streak | 29.7644 | 38.0978 | 0 | 29.7644 | 38.0978 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -579053 | -234222 | -578951 | -142100 | -582327 | 556107 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5361,
"evaluation_days": 1787,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1606521600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758853245707,
"expiration_time": 1763476704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 69,
"offset": 3
}
}
}
{
"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": [
[
-771254.4963232399,
164305.1153069294,
-935559.6116301693,
1471934.9323566873,
-6951755.989866842,
8423690.92222353
],
[
-771.254496,
164.305115,
-935.559612,
1471.934932,
-6951.75599,
8423.690922
],
[
-0.431592,
0.091945,
-0.523536,
0.154282,
0,
0.249075
],
[
421.356784,
421.356784,
421.356784,
421.356784,
421.356784,
421.356784
],
[
-922605,
-130614,
-1068086,
-9560600,
-10416495,
-2938920
],
[
0.516981,
1.452005,
0.241377,
1.066722,
0.601478,
2.824511
],
[
89,
45,
44,
89,
45,
44
],
[
51,
23,
28,
51,
20,
31
],
[
38,
22,
16,
38,
25,
13
],
[
57.303371,
51.111111,
63.636364,
57.303371,
44.444444,
70.454545
],
[
0.385201,
1.388875,
0.13793,
0.794812,
0.751848,
1.184472
],
[
113274,
113274,
33423,
3260993,
3163397,
3260993
],
[
-696333,
-71423,
-696333,
-7527823,
-7527823,
-1188252
],
[
58,
63,
53,
58,
63,
53
],
[
42,
43,
42,
48,
48,
48
],
[
79,
84,
72,
72,
75,
66
],
[
5214,
2856,
2358,
5214,
2856,
2358
],
[
29.764418,
38.097751,
0,
29.764418,
38.097751,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-579053,
-234222,
-578951,
-142100,
-582327,
556107
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5361,
"evaluation_days": 1787,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1606521600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758853245707,
"expiration_time": 1763476704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 69,
"offset": 3
}
}
}
| # | 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) |
|---|