| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1680197.3479 | 1574388.863 | 105808.4849 | 5866249.1912 | -803091.0333 | 6669340.2245 |
| Total P&L (%) | 1680.1973 | 1574.3889 | 105.8085 | 5866.2492 | -803.091 | 6669.3402 |
| Avg Daily Profit (%) | 0.9415 | 0.8822 | 0.0593 | 0.2294 | 0 | 0.2365 |
| Buy And Hold Return (%) | 320.0187 | 320.0187 | 320.0187 | 320.0187 | 320.0187 | 320.0187 |
| Max Trade Drawdown | -111659 | -81912 | -105451 | -12689726 | -10614845 | -4127604 |
| Profit Factor | 4.2018 | 8.832 | 1.3268 | 1.1718 | 0.9523 | 1.3855 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
| Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
| Profitability (%) | 34.0909 | 25 | 43.1818 | 34.0909 | 25 | 43.1818 |
| Ratio Avg Win / Avg Loss | 8.1234 | 26.496 | 1.7458 | 2.2655 | 2.857 | 1.8231 |
| Largest Winning Trade | 1122079 | 1122079 | 68252 | 4134566 | 4134566 | 4044749 |
| Largest Losing Trade | -60534 | -17757 | -60534 | -2687232 | -2687232 | -2273016 |
| Avg Bars in Trades | 235 | 174 | 295 | 235 | 174 | 295 |
| Avg Bars in Winners | 504 | 463 | 528 | 504 | 463 | 528 |
| Avg Bars in Losers | 95 | 78 | 119 | 95 | 78 | 119 |
| Bars Traded | 20685 | 7668 | 13016 | 20685 | 7668 | 13016 |
| 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 | 481679 | -9395 | -280768 | -28113 | -607756 | 269062 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607349600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758906241454,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 205,
"offset": 193
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 27,
"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": [
[
1680197.3479444897,
1574388.8630422214,
105808.4849022677,
5866249.191181048,
-803091.0333079516,
6669340.224489001
],
[
1680.197348,
1574.388863,
105.808485,
5866.249191,
-803.091033,
6669.340224
],
[
0.941461,
0.882174,
0.059287,
0.229364,
0,
0.236457
],
[
320.018709,
320.018709,
320.018709,
320.018709,
320.018709,
320.018709
],
[
-111659,
-81912,
-105451,
-12689726,
-10614845,
-4127604
],
[
4.201767,
8.832015,
1.326819,
1.171787,
0.952338,
1.385543
],
[
88,
44,
44,
88,
44,
44
],
[
30,
11,
19,
30,
11,
19
],
[
58,
33,
25,
58,
33,
25
],
[
34.090909,
25,
43.181818,
34.090909,
25,
43.181818
],
[
8.123416,
26.496045,
1.745815,
2.265455,
2.857015,
1.823083
],
[
1122079,
1122079,
68252,
4134566,
4134566,
4044749
],
[
-60534,
-17757,
-60534,
-2687232,
-2687232,
-2273016
],
[
235,
174,
295,
235,
174,
295
],
[
504,
463,
528,
504,
463,
528
],
[
95,
78,
119,
95,
78,
119
],
[
20685,
7668,
13016,
20685,
7668,
13016
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
481679,
-9395,
-280768,
-28113,
-607756,
269062
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607349600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758906241454,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 205,
"offset": 193
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 27,
"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) |
|---|