| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 853538.877 | 825377.3982 | 28161.4788 | 327688.8878 | 2425702.7317 | -2098013.8439 |
| Total P&L (%) | 853.5389 | 825.3774 | 28.1615 | 327.6889 | 2425.7027 | -2098.0138 |
| Avg Daily Profit (%) | 0.4783 | 0.4625 | 0.0158 | 0.0815 | 0.1811 | 0 |
| Buy And Hold Return (%) | 334.9595 | 334.9595 | 334.9595 | 334.9595 | 334.9595 | 334.9595 |
| Max Trade Drawdown | -168633 | -166144 | -125911 | -4697281 | -2578895 | -3255808 |
| Profit Factor | 1.6728 | 2.2389 | 1.0467 | 1.0304 | 1.4603 | 0.6184 |
| Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
| Winning Trades | 134 | 65 | 69 | 134 | 65 | 69 |
| Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
| Profitability (%) | 49.6296 | 48.1481 | 51.1111 | 49.6296 | 48.1481 | 51.1111 |
| Ratio Avg Win / Avg Loss | 1.6978 | 2.4111 | 1.0012 | 1.0458 | 1.5726 | 0.5915 |
| Largest Winning Trade | 377822 | 377822 | 39377 | 1704471 | 1704471 | 251455 |
| Largest Losing Trade | -81205 | -36102 | -81205 | -2171892 | -806945 | -2171892 |
| Avg Bars in Trades | 78 | 100 | 56 | 78 | 100 | 56 |
| Avg Bars in Winners | 85 | 106 | 66 | 85 | 106 | 66 |
| Avg Bars in Losers | 71 | 94 | 45 | 71 | 94 | 45 |
| Bars Traded | 21155 | 13563 | 7592 | 21155 | 13563 | 7592 |
| Profit Streak | 4.8067 | 0 | 90.8067 | 4.8067 | 0 | 90.8067 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 427525 | 353924 | -505256 | -435216 | 328831 | -579384 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605736800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758921698733,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 104,
"offset": 0,
"std": 3.0211
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 174,
"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": [
[
853538.8769806263,
825377.39819209,
28161.4787885363,
327688.8877525366,
2425702.7316942923,
-2098013.8439417547
],
[
853.538877,
825.377398,
28.161479,
327.688888,
2425.702732,
-2098.013844
],
[
0.478261,
0.462482,
0.01578,
0.081461,
0.181099,
0
],
[
334.959507,
334.959507,
334.959507,
334.959507,
334.959507,
334.959507
],
[
-168633,
-166144,
-125911,
-4697281,
-2578895,
-3255808
],
[
1.672802,
2.238924,
1.046747,
1.030433,
1.460278,
0.618377
],
[
270,
135,
135,
270,
135,
135
],
[
134,
65,
69,
134,
65,
69
],
[
136,
70,
66,
136,
70,
66
],
[
49.62963,
48.148148,
51.111111,
49.62963,
48.148148,
51.111111
],
[
1.697769,
2.411149,
1.001236,
1.045812,
1.572607,
0.591491
],
[
377822,
377822,
39377,
1704471,
1704471,
251455
],
[
-81205,
-36102,
-81205,
-2171892,
-806945,
-2171892
],
[
78,
100,
56,
78,
100,
56
],
[
85,
106,
66,
85,
106,
66
],
[
71,
94,
45,
71,
94,
45
],
[
21155,
13563,
7592,
21155,
13563,
7592
],
[
4.806698,
0,
90.806698,
4.806698,
0,
90.806698
],
[
1,
0,
5,
1,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
427525,
353924,
-505256,
-435216,
328831,
-579384
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605736800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758921698733,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 104,
"offset": 0,
"std": 3.0211
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 174,
"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) |
|---|