| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1111100.333 | 1228878.6251 | -117778.292 | 54951.7527 | -1251110.1282 | 1306061.881 |
| Total P&L (%) | 1111.1003 | 1228.8786 | -117.7783 | 54.9518 | -1251.1101 | 1306.0619 |
| Avg Daily Profit (%) | 0.6207 | 0.6865 | -0.0658 | 0.0245 | 0 | 0.1478 |
| Buy And Hold Return (%) | 320.7236 | 320.7236 | 320.7236 | 320.7236 | 320.7236 | 320.7236 |
| Max Trade Drawdown | -219083 | -130970 | -274743 | -1154804 | -1389944 | -342916 |
| Profit Factor | 2.362 | 4.3054 | 0.7347 | 1.0224 | 0.3155 | 3.1002 |
| Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
| Winning Trades | 72 | 38 | 34 | 72 | 38 | 34 |
| Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
| Profitability (%) | 50.3497 | 52.7778 | 47.8873 | 50.3497 | 52.7778 | 47.8873 |
| Ratio Avg Win / Avg Loss | 2.3292 | 3.8522 | 0.7996 | 1.0082 | 0.2823 | 3.3737 |
| Largest Winning Trade | 1179148 | 1179148 | 44806 | 1300580 | 111192 | 1300580 |
| Largest Losing Trade | -146374 | -62257 | -146374 | -819065 | -819065 | -341715 |
| Avg Bars in Trades | 71 | 85 | 57 | 71 | 85 | 57 |
| Avg Bars in Winners | 55 | 52 | 59 | 57 | 44 | 72 |
| Avg Bars in Losers | 87 | 122 | 55 | 85 | 131 | 43 |
| Bars Traded | 10223 | 6161 | 4062 | 10223 | 6161 | 4062 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 498888 | -61710 | -668557 | -521385 | -659598 | -79358 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10740,
"evaluation_days": 1790,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1610568000000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759148419003,
"expiration_time": 1763772480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 167
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 199,
"offset": 224
}
}
} {
"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": [
[
1111100.33304008,
1228878.6250614969,
-117778.2920214165,
54951.7527452243,
-1251110.1282199435,
1306061.8809651677
],
[
1111.100333,
1228.878625,
-117.778292,
54.951753,
-1251.110128,
1306.061881
],
[
0.620726,
0.686524,
-0.065798,
0.024469,
0,
0.147784
],
[
320.723573,
320.723573,
320.723573,
320.723573,
320.723573,
320.723573
],
[
-219083,
-130970,
-274743,
-1154804,
-1389944,
-342916
],
[
2.362022,
4.30537,
0.734728,
1.022433,
0.315491,
3.100194
],
[
143,
72,
71,
143,
72,
71
],
[
72,
38,
34,
72,
38,
34
],
[
71,
34,
37,
71,
34,
37
],
[
50.34965,
52.777778,
47.887324,
50.34965,
52.777778,
47.887324
],
[
2.329216,
3.852173,
0.799557,
1.008232,
0.282282,
3.37374
],
[
1179148,
1179148,
44806,
1300580,
111192,
1300580
],
[
-146374,
-62257,
-146374,
-819065,
-819065,
-341715
],
[
71,
85,
57,
71,
85,
57
],
[
55,
52,
59,
57,
44,
72
],
[
87,
122,
55,
85,
131,
43
],
[
10223,
6161,
4062,
10223,
6161,
4062
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
498888,
-61710,
-668557,
-521385,
-659598,
-79358
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10740,
"evaluation_days": 1790,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1610568000000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759148419003,
"expiration_time": 1763772480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 167
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 199,
"offset": 224
}
}
}
| # | 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) |
|---|