| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1175533.6361 | 73769.9181 | -1249303.5543 | 2293491.1336 | -6735826.0399 | 9029317.1735 |
| Total P&L (%) | -1175.5336 | 73.7699 | -1249.3036 | 2293.4911 | -6735.826 | 9029.3172 |
| Avg Daily Profit (%) | -0.6559 | 0.0412 | -0.6971 | 0.1773 | 0 | 0.2522 |
| Buy And Hold Return (%) | 378.3609 | 378.3609 | 378.3609 | 378.3609 | 378.3609 | 378.3609 |
| Max Trade Drawdown | -1294874 | -171239 | -1414714 | -9989100 | -12564053 | -3867019 |
| Profit Factor | 0.4032 | 1.2173 | 0.2336 | 1.0769 | 0.6539 | 1.8719 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 47 | 21 | 26 | 47 | 20 | 27 |
| Losing Trades | 37 | 21 | 16 | 37 | 22 | 15 |
| Profitability (%) | 55.9524 | 50 | 61.9048 | 55.9524 | 47.619 | 64.2857 |
| Ratio Avg Win / Avg Loss | 0.3174 | 1.2173 | 0.1438 | 0.8478 | 0.7192 | 1.0399 |
| Largest Winning Trade | 105362 | 105362 | 44501 | 6994444 | 5042496 | 6994444 |
| Largest Losing Trade | -803225 | -59058 | -803225 | -5852266 | -5852266 | -2050468 |
| Avg Bars in Trades | 125 | 130 | 120 | 125 | 130 | 120 |
| Avg Bars in Winners | 92 | 93 | 92 | 106 | 102 | 109 |
| Avg Bars in Losers | 166 | 167 | 165 | 149 | 156 | 139 |
| Bars Traded | 10536 | 5477 | 5058 | 10536 | 5477 | 5058 |
| Profit Streak | 183.8202 | 183.8202 | 282.4869 | 183.8202 | 183.8202 | 282.4869 |
| Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578262 | -302695 | -577755 | -127844 | -580276 | 513243 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10753,
"evaluation_days": 1792.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607212800000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759333266838,
"expiration_time": 1763965296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 82,
"offset": 0,
"a": 0.04999
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 190,
"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": [
[
-1175533.636123416,
73769.9181280876,
-1249303.5542515041,
2293491.1336106053,
-6735826.03985551,
9029317.173466112
],
[
-1175.533636,
73.769918,
-1249.303554,
2293.491134,
-6735.82604,
9029.317173
],
[
-0.655928,
0.041162,
-0.69709,
0.177335,
0,
0.252195
],
[
378.360907,
378.360907,
378.360907,
378.360907,
378.360907,
378.360907
],
[
-1294874,
-171239,
-1414714,
-9989100,
-12564053,
-3867019
],
[
0.403173,
1.217288,
0.23362,
1.076923,
0.653851,
1.871877
],
[
84,
42,
42,
84,
42,
42
],
[
47,
21,
26,
47,
20,
27
],
[
37,
21,
16,
37,
22,
15
],
[
55.952381,
50,
61.904762,
55.952381,
47.619048,
64.285714
],
[
0.317392,
1.217288,
0.143766,
0.84779,
0.719236,
1.039932
],
[
105362,
105362,
44501,
6994444,
5042496,
6994444
],
[
-803225,
-59058,
-803225,
-5852266,
-5852266,
-2050468
],
[
125,
130,
120,
125,
130,
120
],
[
92,
93,
92,
106,
102,
109
],
[
166,
167,
165,
149,
156,
139
],
[
10536,
5477,
5058,
10536,
5477,
5058
],
[
183.820218,
183.820218,
282.486885,
183.820218,
183.820218,
282.486885
],
[
9,
4,
7,
9,
4,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578262,
-302695,
-577755,
-127844,
-580276,
513243
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10753,
"evaluation_days": 1792.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607212800000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759333266838,
"expiration_time": 1763965296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 82,
"offset": 0,
"a": 0.04999
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 190,
"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) |
|---|