| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1215460.7109 | 1194181.7418 | 21278.9691 | 128340.5076 | 1367520.2822 | -1239179.7746 |
| Total P&L (%) | 1215.4607 | 1194.1817 | 21.279 | 128.3405 | 1367.5203 | -1239.1798 |
| Avg Daily Profit (%) | 0.6802 | 0.6683 | 0.0119 | 0.0462 | 0.1504 | 0 |
| Buy And Hold Return (%) | 247.4275 | 247.4275 | 247.4275 | 247.4275 | 247.4275 | 247.4275 |
| Max Trade Drawdown | -146881 | -177879 | -107018 | -2805386 | -1672108 | -1854919 |
| Profit Factor | 2.5189 | 3.7613 | 1.0579 | 1.0241 | 1.5084 | 0.5305 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
| Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
| Profitability (%) | 49.1525 | 45.7627 | 52.5424 | 49.1525 | 45.7627 | 52.5424 |
| Ratio Avg Win / Avg Loss | 2.6058 | 4.4578 | 0.9555 | 1.0594 | 1.7878 | 0.4791 |
| Largest Winning Trade | 1115141 | 1115141 | 47638 | 2702471 | 2702471 | 296443 |
| Largest Losing Trade | -58048 | -46793 | -58048 | -1709423 | -556349 | -1709423 |
| Avg Bars in Trades | 43 | 61 | 25 | 43 | 61 | 25 |
| Avg Bars in Winners | 38 | 46 | 31 | 38 | 46 | 31 |
| Avg Bars in Losers | 47 | 73 | 18 | 47 | 73 | 18 |
| Bars Traded | 5097 | 3604 | 1493 | 5097 | 3604 | 1493 |
| Profit Streak | 76.9091 | 77.2424 | 76.9091 | 76.9091 | 77.2424 | 76.9091 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 609649 | -159925 | -676358 | -489596 | -168263 | -755886 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5361,
"evaluation_days": 1787,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1611129600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758865742805,
"expiration_time": 1763476704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 211,
"offset": 0,
"multiplier": 3.92562
}
}
}
{
"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": [
[
1215460.710904292,
1194181.7418384817,
21278.9690658101,
128340.5075692329,
1367520.282176955,
-1239179.7746077229
],
[
1215.460711,
1194.181742,
21.278969,
128.340508,
1367.520282,
-1239.179775
],
[
0.680168,
0.668261,
0.011908,
0.046215,
0.15043,
0
],
[
247.427458,
247.427458,
247.427458,
247.427458,
247.427458,
247.427458
],
[
-146881,
-177879,
-107018,
-2805386,
-1672108,
-1854919
],
[
2.51891,
3.761265,
1.057864,
1.024084,
1.508436,
0.530481
],
[
118,
59,
59,
118,
59,
59
],
[
58,
27,
31,
58,
27,
31
],
[
60,
32,
28,
60,
32,
28
],
[
49.152542,
45.762712,
52.542373,
49.152542,
45.762712,
52.542373
],
[
2.605769,
4.457796,
0.95549,
1.059397,
1.787777,
0.479144
],
[
1115141,
1115141,
47638,
2702471,
2702471,
296443
],
[
-58048,
-46793,
-58048,
-1709423,
-556349,
-1709423
],
[
43,
61,
25,
43,
61,
25
],
[
38,
46,
31,
38,
46,
31
],
[
47,
73,
18,
47,
73,
18
],
[
5097,
3604,
1493,
5097,
3604,
1493
],
[
76.90906,
77.242394,
76.90906,
76.90906,
77.242394,
76.90906
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
609649,
-159925,
-676358,
-489596,
-168263,
-755886
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5361,
"evaluation_days": 1787,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1611129600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758865742805,
"expiration_time": 1763476704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 211,
"offset": 0,
"multiplier": 3.92562
}
}
}
| # | 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) |
|---|