| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2365030.3024 | 2331538.8271 | 33491.4753 | 495215.052 | 4796018.7721 | -4300803.7201 |
| Total P&L (%) | 2365.0303 | 2331.5388 | 33.4915 | 495.2151 | 4796.0188 | -4300.8037 |
| Avg Daily Profit (%) | 1.3159 | 1.2972 | 0.0186 | 0.0993 | 0.2167 | 0 |
| Buy And Hold Return (%) | 253.6311 | 253.6311 | 253.6311 | 253.6311 | 253.6311 | 253.6311 |
| Max Trade Drawdown | -255894 | -284309 | -44830 | -18581037 | -17189509 | -7471109 |
| Profit Factor | 4.4865 | 5.7493 | 1.1787 | 1.0143 | 1.2099 | 0.6381 |
| Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
| Losing Trades | 64 | 39 | 25 | 64 | 39 | 25 |
| Profitability (%) | 45.2991 | 33.8983 | 56.8966 | 45.2991 | 33.8983 | 56.8966 |
| Ratio Avg Win / Avg Loss | 5.4177 | 11.2111 | 0.893 | 1.2248 | 2.3592 | 0.4834 |
| Largest Winning Trade | 2017963 | 2017963 | 28775 | 15021891 | 15021891 | 2078767 |
| Largest Losing Trade | -38064 | -38064 | -29556 | -4463636 | -4463636 | -4407497 |
| Avg Bars in Trades | 45 | 71 | 18 | 45 | 71 | 18 |
| Avg Bars in Winners | 51 | 95 | 24 | 51 | 95 | 24 |
| Avg Bars in Losers | 39 | 58 | 11 | 39 | 58 | 11 |
| Bars Traded | 5266 | 4191 | 1075 | 5266 | 4191 | 1075 |
| Profit Streak | 10.2485 | 10.9152 | 0 | 10.2485 | 10.9152 | 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 | 726202 | -160634 | -538238 | -273325 | -173752 | -759661 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5392,
"evaluation_days": 1797.33,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1607529600000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759759071236,
"expiration_time": 1764396288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 107,
"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": [
[
2365030.302425836,
2331538.827132739,
33491.4752930968,
495215.0519842752,
4796018.772085388,
-4300803.720101111
],
[
2365.030302,
2331.538827,
33.491475,
495.215052,
4796.018772,
-4300.80372
],
[
1.315858,
1.297224,
0.018634,
0.099294,
0.216723,
0
],
[
253.631134,
253.631134,
253.631134,
253.631134,
253.631134,
253.631134
],
[
-255894,
-284309,
-44830,
-18581037,
-17189509,
-7471109
],
[
4.486525,
5.749286,
1.178707,
1.014256,
1.209857,
0.638071
],
[
117,
59,
58,
117,
59,
58
],
[
53,
20,
33,
53,
20,
33
],
[
64,
39,
25,
64,
39,
25
],
[
45.299145,
33.898305,
56.896552,
45.299145,
33.898305,
56.896552
],
[
5.417691,
11.211108,
0.89296,
1.224762,
2.35922,
0.483387
],
[
2017963,
2017963,
28775,
15021891,
15021891,
2078767
],
[
-38064,
-38064,
-29556,
-4463636,
-4463636,
-4407497
],
[
45,
71,
18,
45,
71,
18
],
[
51,
95,
24,
51,
95,
24
],
[
39,
58,
11,
39,
58,
11
],
[
5266,
4191,
1075,
5266,
4191,
1075
],
[
10.24851,
10.915176,
0,
10.24851,
10.915176,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
726202,
-160634,
-538238,
-273325,
-173752,
-759661
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5392,
"evaluation_days": 1797.33,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1607529600000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759759071236,
"expiration_time": 1764396288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 107,
"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) |
|---|