| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1071806.0773 | 1249094.4815 | -177288.4042 | -96010.7184 | 49302.3393 | -145313.0576 |
| Total P&L (%) | 1071.8061 | 1249.0945 | -177.2884 | -96.0107 | 49.3023 | -145.3131 |
| Avg Daily Profit (%) | 0.5977 | 0.6966 | -0.0989 | -0.1795 | 0.0224 | 0 |
| Buy And Hold Return (%) | 318.52 | 318.52 | 318.52 | 318.52 | 318.52 | 318.52 |
| Max Trade Drawdown | -206453 | -162679 | -263128 | -105420 | -33574 | -136874 |
| Profit Factor | 2.0637 | 3.843 | 0.688 | 0.6226 | 1.7242 | 0.2202 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
| Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
| Profitability (%) | 38.7931 | 29.3103 | 48.2759 | 38.7931 | 29.3103 | 48.2759 |
| Ratio Avg Win / Avg Loss | 3.2561 | 9.2684 | 0.7371 | 0.9824 | 4.1583 | 0.2359 |
| Largest Winning Trade | 1160087 | 1160087 | 61802 | 61058 | 61058 | 11526 |
| Largest Losing Trade | -90349 | -35350 | -90349 | -96123 | -21363 | -96123 |
| Avg Bars in Trades | 90 | 79 | 102 | 90 | 79 | 102 |
| Avg Bars in Winners | 158 | 163 | 154 | 158 | 163 | 154 |
| Avg Bars in Losers | 48 | 45 | 52 | 48 | 45 | 52 |
| Bars Traded | 10551 | 4633 | 5918 | 10551 | 4633 | 5918 |
| Profit Streak | 31.1415 | 44.1415 | 0 | 31.1415 | 44.1415 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 326289 | -173659 | -761503 | -584287 | -516107 | -761503 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10759,
"evaluation_days": 1793.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606132800000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759418625731,
"expiration_time": 1764054288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 106,
"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": [
[
1071806.0772984526,
1249094.4814871582,
-177288.4041887051,
-96010.7183756159,
49302.3392593945,
-145313.0576350103
],
[
1071.806077,
1249.094481,
-177.288404,
-96.010718,
49.302339,
-145.313058
],
[
0.597716,
0.696585,
-0.098869,
-0.179496,
0.022354,
0
],
[
318.519978,
318.519978,
318.519978,
318.519978,
318.519978,
318.519978
],
[
-206453,
-162679,
-263128,
-105420,
-33574,
-136874
],
[
2.063742,
3.842991,
0.687994,
0.622636,
1.724166,
0.220186
],
[
116,
58,
58,
116,
58,
58
],
[
45,
17,
28,
45,
17,
28
],
[
71,
41,
30,
71,
41,
30
],
[
38.793103,
29.310345,
48.275862,
38.793103,
29.310345,
48.275862
],
[
3.256126,
9.268389,
0.737137,
0.982382,
4.158282,
0.235914
],
[
1160087,
1160087,
61802,
61058,
61058,
11526
],
[
-90349,
-35350,
-90349,
-96123,
-21363,
-96123
],
[
90,
79,
102,
90,
79,
102
],
[
158,
163,
154,
158,
163,
154
],
[
48,
45,
52,
48,
45,
52
],
[
10551,
4633,
5918,
10551,
4633,
5918
],
[
31.141501,
44.141501,
0,
31.141501,
44.141502,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326289,
-173659,
-761503,
-584287,
-516107,
-761503
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10759,
"evaluation_days": 1793.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606132800000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759418625731,
"expiration_time": 1764054288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 106,
"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) |
|---|