| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1986199.8943 | -50255.3151 | -1935944.5792 | 1456000.7926 | -7307502.4877 | 8763503.2802 |
| Total P&L (%) | -1986.1999 | -50.2553 | -1935.9446 | 1456.0008 | -7307.5025 | 8763.5033 |
| Avg Daily Profit (%) | -1.1031 | -0.0279 | -1.0752 | 0.1526 | 0 | 0.2494 |
| Buy And Hold Return (%) | 323.3141 | 323.3141 | 323.3141 | 323.3141 | 323.3141 | 323.3141 |
| Max Trade Drawdown | -2061962 | -136209 | -2051316 | -13083326 | -13741108 | -3173140 |
| Profit Factor | 0.2099 | 0.8557 | 0.106 | 1.0495 | 0.6553 | 2.0635 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 38 | 17 | 21 | 40 | 18 | 22 |
| Losing Trades | 22 | 13 | 9 | 20 | 12 | 8 |
| Profitability (%) | 63.3333 | 56.6667 | 70 | 66.6667 | 60 | 73.3333 |
| Ratio Avg Win / Avg Loss | 0.1215 | 0.6544 | 0.0454 | 0.5247 | 0.4369 | 0.7504 |
| Largest Winning Trade | 76373 | 76373 | 29861 | 8847986 | 6095568 | 8847986 |
| Largest Losing Trade | -1020884 | -67975 | -1020884 | -7454584 | -7454584 | -2620348 |
| Avg Bars in Trades | 175 | 195 | 155 | 175 | 195 | 155 |
| Avg Bars in Winners | 92 | 92 | 92 | 106 | 102 | 108 |
| Avg Bars in Losers | 318 | 328 | 302 | 314 | 333 | 284 |
| Bars Traded | 10523 | 5853 | 4670 | 10523 | 5853 | 4670 |
| Profit Streak | 89.0266 | 89.0266 | 291.8599 | 89.0266 | 89.0266 | 291.8599 |
| Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -751015 | -578599 | -576820 | -331744 | -578167 | 503794 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10803,
"evaluation_days": 1800.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606953600000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760042298175,
"expiration_time": 1764706896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 246,
"offset": 0,
"std": 2.18143
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 172,
"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": [
[
-1986199.8943009411,
-50255.3151115999,
-1935944.5791893413,
1456000.7925745812,
-7307502.487663316,
8763503.280237898
],
[
-1986.199894,
-50.255315,
-1935.944579,
1456.000793,
-7307.502488,
8763.50328
],
[
-1.103138,
-0.027912,
-1.075226,
0.152557,
0,
0.249382
],
[
323.314066,
323.314066,
323.314066,
323.314066,
323.314066,
323.314066
],
[
-2061962,
-136209,
-2051316,
-13083326,
-13741108,
-3173140
],
[
0.209853,
0.85571,
0.10597,
1.049452,
0.655346,
2.063514
],
[
60,
30,
30,
60,
30,
30
],
[
38,
17,
21,
40,
18,
22
],
[
22,
13,
9,
20,
12,
8
],
[
63.333333,
56.666667,
70,
66.666667,
60,
73.333333
],
[
0.121494,
0.654367,
0.045416,
0.524726,
0.436897,
0.750369
],
[
76373,
76373,
29861,
8847986,
6095568,
8847986
],
[
-1020884,
-67975,
-1020884,
-7454584,
-7454584,
-2620348
],
[
175,
195,
155,
175,
195,
155
],
[
92,
92,
92,
106,
102,
108
],
[
318,
328,
302,
314,
333,
284
],
[
10523,
5853,
4670,
10523,
5853,
4670
],
[
89.026599,
89.026599,
291.859932,
89.026599,
89.026599,
291.859933
],
[
7,
3,
6,
7,
3,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-751015,
-578599,
-576820,
-331744,
-578167,
503794
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10803,
"evaluation_days": 1800.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606953600000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760042298175,
"expiration_time": 1764706896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 246,
"offset": 0,
"std": 2.18143
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 172,
"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) |
|---|