| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2071063.266 | 2091389.6263 | -20326.3602 | -59700.6779 | -16013.0271 | -43687.6508 |
| Total P&L (%) | 2071.0633 | 2091.3896 | -20.3264 | -59.7007 | -16.013 | -43.6877 |
| Avg Daily Profit (%) | 1.153 | 1.1644 | -0.0113 | -0.0506 | -0.0097 | -0.032 |
| Buy And Hold Return (%) | 395.855 | 395.855 | 395.855 | 395.855 | 395.855 | 395.855 |
| Max Trade Drawdown | -395781 | -332020 | -93459 | -3819522 | -3203873 | -709838 |
| Profit Factor | 4.3154 | 5.6971 | 0.8867 | 0.9868 | 0.9953 | 0.9599 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
| Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
| Profitability (%) | 35.4839 | 28.2609 | 42.5532 | 35.4839 | 28.2609 | 42.5532 |
| Ratio Avg Win / Avg Loss | 7.8462 | 14.4618 | 1.1971 | 1.7941 | 2.5266 | 1.2959 |
| Largest Winning Trade | 2388955 | 2388955 | 46364 | 2804781 | 2804781 | 352565 |
| Largest Losing Trade | -33051 | -33051 | -25773 | -1174327 | -1174327 | -467534 |
| Avg Bars in Trades | 102 | 179 | 28 | 102 | 179 | 28 |
| Avg Bars in Winners | 142 | 315 | 29 | 142 | 315 | 29 |
| Avg Bars in Losers | 81 | 125 | 27 | 81 | 125 | 27 |
| Bars Traded | 9570 | 8235 | 1335 | 9570 | 8235 | 1335 |
| Profit Streak | 0 | 7.5606 | 0 | 0 | 7.5606 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 510820 | 214310 | -581648 | -583397 | -592691 | -581648 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10777,
"evaluation_days": 1796.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606910400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759670838426,
"expiration_time": 1764321264000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 169,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 34,
"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": [
[
2071063.2660285956,
2091389.6262601563,
-20326.3602315604,
-59700.6778917762,
-16013.027135599,
-43687.6507561766
],
[
2071.063266,
2091.389626,
-20.32636,
-59.700678,
-16.013027,
-43.687651
],
[
1.153044,
1.164361,
-0.011317,
-0.050586,
-0.009715,
-0.031966
],
[
395.855014,
395.855014,
395.855014,
395.855014,
395.855014,
395.855014
],
[
-395781,
-332020,
-93459,
-3819522,
-3203873,
-709838
],
[
4.315422,
5.697075,
0.886712,
0.986756,
0.995315,
0.95991
],
[
93,
46,
47,
93,
46,
47
],
[
33,
13,
20,
33,
13,
20
],
[
60,
33,
27,
60,
33,
27
],
[
35.483871,
28.26087,
42.553191,
35.483871,
28.26087,
42.553191
],
[
7.846222,
14.461805,
1.197061,
1.794101,
2.526569,
1.295878
],
[
2388955,
2388955,
46364,
2804781,
2804781,
352565
],
[
-33051,
-33051,
-25773,
-1174327,
-1174327,
-467534
],
[
102,
179,
28,
102,
179,
28
],
[
142,
315,
29,
142,
315,
29
],
[
81,
125,
27,
81,
125,
27
],
[
9570,
8235,
1335,
9570,
8235,
1335
],
[
0,
7.56063,
0,
0,
7.56063,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
510820,
214310,
-581648,
-583397,
-592691,
-581648
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10777,
"evaluation_days": 1796.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606910400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759670838426,
"expiration_time": 1764321264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 169,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 34,
"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) |
|---|