| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 641943.9615 | 640918.6125 | 1025.3491 | 349155.1254 | 49694.4624 | 299460.663 |
| Total P&L (%) | 641.944 | 640.9186 | 1.0253 | 349.1551 | 49.6945 | 299.4607 |
| Avg Daily Profit (%) | 0.3597 | 0.3591 | 0.0006 | 0.0842 | 0.0226 | 0.0776 |
| Buy And Hold Return (%) | 276.0847 | 276.0847 | 276.0847 | 276.0847 | 276.0847 | 276.0847 |
| Max Trade Drawdown | -168400 | -186582 | -84775 | -11204570 | -11921728 | -1118752 |
| Profit Factor | 1.9397 | 2.186 | 1.0072 | 1.0186 | 1.003 | 1.1505 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 64 | 37 | 27 | 64 | 37 | 27 |
| Losing Trades | 56 | 23 | 33 | 56 | 23 | 33 |
| Profitability (%) | 53.3333 | 61.6667 | 45 | 53.3333 | 61.6667 | 45 |
| Ratio Avg Win / Avg Loss | 1.6973 | 1.3588 | 1.231 | 0.8913 | 0.6235 | 1.4061 |
| Largest Winning Trade | 224845 | 224845 | 17099 | 5163164 | 5163164 | 517708 |
| Largest Losing Trade | -73822 | -73822 | -33078 | -5702839 | -5702839 | -538918 |
| Avg Bars in Trades | 176 | 341 | 10 | 176 | 341 | 10 |
| Avg Bars in Winners | 96 | 158 | 11 | 96 | 158 | 11 |
| Avg Bars in Losers | 266 | 636 | 9 | 266 | 636 | 9 |
| Bars Traded | 21140 | 20509 | 631 | 21140 | 20509 | 631 |
| 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 | 328180 | -159968 | -741287 | -364903 | -715036 | -454599 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605549600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758937994282,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 148,
"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": [
[
641943.9615278336,
640918.6124712669,
1025.3490565664,
349155.1253748034,
49694.4623676686,
299460.663007133
],
[
641.943962,
640.918612,
1.025349,
349.155125,
49.694462,
299.460663
],
[
0.359699,
0.359124,
0.000575,
0.084208,
0.022608,
0.077632
],
[
276.084699,
276.084699,
276.084699,
276.084699,
276.084699,
276.084699
],
[
-168400,
-186582,
-84775,
-11204570,
-11921728,
-1118752
],
[
1.939743,
2.185955,
1.007186,
1.018642,
1.002969,
1.150462
],
[
120,
60,
60,
120,
60,
60
],
[
64,
37,
27,
64,
37,
27
],
[
56,
23,
33,
56,
23,
33
],
[
53.333333,
61.666667,
45,
53.333333,
61.666667,
45
],
[
1.697275,
1.358837,
1.231005,
0.891312,
0.623467,
1.40612
],
[
224845,
224845,
17099,
5163164,
5163164,
517708
],
[
-73822,
-73822,
-33078,
-5702839,
-5702839,
-538918
],
[
176,
341,
10,
176,
341,
10
],
[
96,
158,
11,
96,
158,
11
],
[
266,
636,
9,
266,
636,
9
],
[
21140,
20509,
631,
21140,
20509,
631
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
328180,
-159968,
-741287,
-364903,
-715036,
-454599
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605549600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758937994282,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 148,
"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) |
|---|