| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1150512.6961 | 1283183.2345 | -132670.5384 | -86679.2478 | 247849.6755 | -334528.9233 |
| Total P&L (%) | 1150.5127 | 1283.1832 | -132.6705 | -86.6792 | 247.8497 | -334.5289 |
| Avg Daily Profit (%) | 0.6401 | 0.7139 | -0.0738 | -0.1121 | 0.0694 | 0 |
| Buy And Hold Return (%) | 548.9822 | 548.9822 | 548.9822 | 548.9822 | 548.9822 | 548.9822 |
| Max Trade Drawdown | -195792 | -167570 | -270587 | -298963 | -63222 | -361919 |
| Profit Factor | 2.3147 | 4.2132 | 0.7211 | 0.8334 | 3.1605 | 0.1752 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
| Profitability (%) | 38.5542 | 33.3333 | 43.9024 | 38.5542 | 33.3333 | 43.9024 |
| Ratio Avg Win / Avg Loss | 3.689 | 8.4264 | 0.9215 | 1.3282 | 6.3211 | 0.2238 |
| Largest Winning Trade | 1204793 | 1204793 | 52588 | 188651 | 188651 | 14413 |
| Largest Losing Trade | -77700 | -38819 | -77700 | -236483 | -16086 | -236483 |
| Avg Bars in Trades | 63 | 61 | 65 | 63 | 61 | 65 |
| Avg Bars in Winners | 99 | 101 | 99 | 99 | 101 | 99 |
| Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
| Bars Traded | 5270 | 2568 | 2702 | 5270 | 2568 | 2702 |
| 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 | 152191 | 308540 | -583113 | -584840 | -266471 | -583113 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5392,
"evaluation_days": 1797.33,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1606377600000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759754783796,
"expiration_time": 1764396288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 117,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 67,
"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": [
[
1150512.6960608212,
1283183.2344524094,
-132670.5383915883,
-86679.2477592988,
247849.6755331011,
-334528.9232923999
],
[
1150.512696,
1283.183234,
-132.670538,
-86.679248,
247.849676,
-334.528923
],
[
0.640123,
0.713939,
-0.073815,
-0.112095,
0.069383,
0
],
[
548.982218,
548.982218,
548.982218,
548.982218,
548.982218,
548.982218
],
[
-195792,
-167570,
-270587,
-298963,
-63222,
-361919
],
[
2.314695,
4.21321,
0.721146,
0.833404,
3.160536,
0.175181
],
[
83,
42,
41,
83,
42,
41
],
[
32,
14,
18,
32,
14,
18
],
[
51,
28,
23,
51,
28,
23
],
[
38.554217,
33.333333,
43.902439,
38.554217,
33.333333,
43.902439
],
[
3.689045,
8.426421,
0.921465,
1.328237,
6.321073,
0.223842
],
[
1204793,
1204793,
52588,
188651,
188651,
14413
],
[
-77700,
-38819,
-77700,
-236483,
-16086,
-236483
],
[
63,
61,
65,
63,
61,
65
],
[
99,
101,
99,
99,
101,
99
],
[
40,
41,
39,
40,
41,
39
],
[
5270,
2568,
2702,
5270,
2568,
2702
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
152191,
308540,
-583113,
-584840,
-266471,
-583113
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5392,
"evaluation_days": 1797.33,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1606377600000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759754783796,
"expiration_time": 1764396288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 117,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 67,
"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) |
|---|