| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2423329.6531 | -128993.2571 | -2294336.396 | 187516.4021 | -8895496.9075 | 9083013.3096 |
| Total P&L (%) | -2423.3297 | -128.9933 | -2294.3364 | 187.5164 | -8895.4969 | 9083.0133 |
| Avg Daily Profit (%) | -1.3579 | -0.0723 | -1.2856 | 0.0592 | 0 | 0.2536 |
| Buy And Hold Return (%) | 375.1524 | 375.1524 | 375.1524 | 375.1524 | 375.1524 | 375.1524 |
| Max Trade Drawdown | -2560608 | -229409 | -2379520 | -27007900 | -12562062 | -16302050 |
| Profit Factor | 0.1744 | 0.6517 | 0.1055 | 1.0051 | 0.4321 | 1.43 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 56 | 24 | 32 | 54 | 23 | 31 |
| Losing Trades | 26 | 17 | 9 | 28 | 18 | 10 |
| Profitability (%) | 68.2927 | 58.5366 | 78.0488 | 65.8537 | 56.0976 | 75.6098 |
| Ratio Avg Win / Avg Loss | 0.081 | 0.4617 | 0.0297 | 0.5212 | 0.3382 | 0.4613 |
| Largest Winning Trade | 25451 | 22898 | 25451 | 25276328 | 3623023 | 25276328 |
| Largest Losing Trade | -1288336 | -66507 | -1288336 | -16302050 | -5804377 | -16302050 |
| Avg Bars in Trades | 252 | 292 | 212 | 252 | 292 | 212 |
| Avg Bars in Winners | 98 | 104 | 94 | 122 | 121 | 123 |
| Avg Bars in Losers | 584 | 558 | 632 | 503 | 511 | 488 |
| Bars Traded | 20699 | 11997 | 8702 | 20699 | 11997 | 8702 |
| Profit Streak | 118.3067 | 147.8067 | 118.3067 | 118.3067 | 147.8067 | 118.3067 |
| Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -585306 | -578191 | -575683 | -501090 | -578508 | 449485 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607306400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758921697922,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 192,
"offset": 200
}
}
}
{
"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": [
[
-2423329.65314168,
-128993.2571120738,
-2294336.396029607,
187516.4021129016,
-8895496.907457704,
9083013.30957061
],
[
-2423.329653,
-128.993257,
-2294.336396,
187.516402,
-8895.496907,
9083.01331
],
[
-1.357859,
-0.072278,
-1.28558,
0.059194,
0,
0.253586
],
[
375.152387,
375.152387,
375.152387,
375.152387,
375.152387,
375.152387
],
[
-2560608,
-229409,
-2379520,
-27007900,
-12562062,
-16302050
],
[
0.174408,
0.651746,
0.105475,
1.005097,
0.432144,
1.430001
],
[
82,
41,
41,
82,
41,
41
],
[
56,
24,
32,
54,
23,
31
],
[
26,
17,
9,
28,
18,
10
],
[
68.292683,
58.536585,
78.04878,
65.853659,
56.097561,
75.609756
],
[
0.080975,
0.461653,
0.029665,
0.521161,
0.3382,
0.461291
],
[
25451,
22898,
25451,
25276328,
3623023,
25276328
],
[
-1288336,
-66507,
-1288336,
-16302050,
-5804377,
-16302050
],
[
252,
292,
212,
252,
292,
212
],
[
98,
104,
94,
122,
121,
123
],
[
584,
558,
632,
503,
511,
488
],
[
20699,
11997,
8702,
20699,
11997,
8702
],
[
118.306689,
147.806689,
118.306689,
118.306689,
147.806689,
118.306689
],
[
10,
6,
5,
10,
6,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-585306,
-578191,
-575683,
-501090,
-578508,
449485
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607306400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758921697922,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 192,
"offset": 200
}
}
}
| # | 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) |
|---|