| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 785372.1103 | 750625.6799 | 34746.4304 | 725191.9293 | 6704362.4125 | -5979170.4831 |
| Total P&L (%) | 785.3721 | 750.6257 | 34.7464 | 725.1919 | 6704.3624 | -5979.1705 |
| Avg Daily Profit (%) | 0.4382 | 0.4188 | 0.0194 | 0.1178 | 0.2358 | 0 |
| Buy And Hold Return (%) | 516.3572 | 516.3572 | 516.3572 | 516.3572 | 516.3572 | 516.3572 |
| Max Trade Drawdown | -255889 | -230791 | -72303 | -23556209 | -24300902 | -9762141 |
| Profit Factor | 2.2066 | 2.8981 | 1.136 | 1.0179 | 1.2435 | 0.536 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
| Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
| Profitability (%) | 60.8247 | 64.5833 | 57.1429 | 60.8247 | 64.5833 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.4212 | 1.5893 | 0.852 | 0.6556 | 0.6819 | 0.402 |
| Largest Winning Trade | 305689 | 305689 | 33915 | 12498778 | 12498778 | 1462208 |
| Largest Losing Trade | -68742 | -68742 | -45150 | -9051834 | -9051834 | -8867671 |
| Avg Bars in Trades | 104 | 184 | 26 | 104 | 184 | 26 |
| Avg Bars in Winners | 74 | 112 | 32 | 74 | 112 | 32 |
| Avg Bars in Losers | 150 | 314 | 18 | 150 | 314 | 18 |
| Bars Traded | 10124 | 8841 | 1283 | 10124 | 8841 | 1283 |
| Profit Streak | 75.3931 | 155.2264 | 75.3931 | 75.3931 | 155.2264 | 75.3931 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 205418 | -6243 | -403443 | -275067 | 336905 | -578920 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10753,
"evaluation_days": 1792.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606449600000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759325159505,
"expiration_time": 1763965296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 198,
"offset": 0,
"std": 1.22991
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 137,
"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": [
[
785372.1103060623,
750625.6799070366,
34746.4303990258,
725191.9293346398,
6704362.412470184,
-5979170.483135535
],
[
785.37211,
750.62568,
34.74643,
725.191929,
6704.362412,
-5979.170483
],
[
0.438224,
0.418836,
0.019388,
0.117829,
0.235755,
0
],
[
516.357171,
516.357171,
516.357171,
516.357171,
516.357171,
516.357171
],
[
-255889,
-230791,
-72303,
-23556209,
-24300902,
-9762141
],
[
2.206599,
2.898136,
1.136024,
1.017942,
1.243493,
0.535974
],
[
97,
48,
49,
97,
48,
49
],
[
59,
31,
28,
59,
31,
28
],
[
38,
17,
21,
38,
17,
21
],
[
60.824742,
64.583333,
57.142857,
60.824742,
64.583333,
57.142857
],
[
1.421199,
1.5893,
0.852018,
0.655623,
0.681915,
0.401981
],
[
305689,
305689,
33915,
12498778,
12498778,
1462208
],
[
-68742,
-68742,
-45150,
-9051834,
-9051834,
-8867671
],
[
104,
184,
26,
104,
184,
26
],
[
74,
112,
32,
74,
112,
32
],
[
150,
314,
18,
150,
314,
18
],
[
10124,
8841,
1283,
10124,
8841,
1283
],
[
75.39305,
155.226383,
75.39305,
75.39305,
155.226383,
75.39305
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
205418,
-6243,
-403443,
-275067,
336905,
-578920
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10753,
"evaluation_days": 1792.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606449600000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759325159505,
"expiration_time": 1763965296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 198,
"offset": 0,
"std": 1.22991
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 137,
"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) |
|---|