| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -932439.2923 | 168706.457 | -1101145.7492 | 60407.413 | -2097197.4805 | 2157604.8936 |
| Total P&L (%) | -932.4393 | 168.7065 | -1101.1457 | 60.4074 | -2097.1975 | 2157.6049 |
| Avg Daily Profit (%) | -0.5175 | 0.0936 | -0.6112 | 0.0262 | 0 | 0.1731 |
| Buy And Hold Return (%) | 127.829 | 127.829 | 127.829 | 127.829 | 127.829 | 127.829 |
| Max Trade Drawdown | -1167574 | -203929 | -1143186 | -4339150 | -4717971 | -683772 |
| Profit Factor | 0.4467 | 1.4339 | 0.1507 | 1.0087 | 0.616 | 2.4224 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 49 | 23 | 26 | 47 | 22 | 25 |
| Losing Trades | 25 | 14 | 11 | 27 | 15 | 12 |
| Profitability (%) | 66.2162 | 62.1622 | 70.2703 | 63.5135 | 59.4595 | 67.5676 |
| Ratio Avg Win / Avg Loss | 0.2279 | 0.8728 | 0.0638 | 0.5794 | 0.42 | 1.1627 |
| Largest Winning Trade | 96550 | 96550 | 23461 | 2496306 | 1908353 | 2496306 |
| Largest Losing Trade | -1051401 | -72227 | -1051401 | -2298595 | -2298595 | -596011 |
| Avg Bars in Trades | 93 | 137 | 49 | 93 | 137 | 49 |
| Avg Bars in Winners | 34 | 42 | 27 | 44 | 52 | 37 |
| Avg Bars in Losers | 208 | 293 | 100 | 177 | 261 | 73 |
| Bars Traded | 6907 | 5082 | 1825 | 6907 | 5082 | 1825 |
| Profit Streak | 89.0749 | 89.0749 | 303.8249 | 89.0749 | 89.0749 | 303.8249 |
| Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -645814 | -132873 | -576755 | -601667 | -578987 | 539429 |
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7207,
"evaluation_days": 1801.75,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1608033600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760147269803,
"expiration_time": 1764810936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 165,
"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": [
[
-932439.2922573512,
168706.456980731,
-1101145.749238082,
60407.4130263371,
-2097197.480524561,
2157604.8935508956
],
[
-932.439292,
168.706457,
-1101.145749,
60.407413,
-2097.197481,
2157.604894
],
[
-0.517519,
0.093635,
-0.611153,
0.026231,
0,
0.173142
],
[
127.828977,
127.828977,
127.828977,
127.828977,
127.828977,
127.828977
],
[
-1167574,
-203929,
-1143186,
-4339150,
-4717971,
-683772
],
[
0.446746,
1.43387,
0.150698,
1.008657,
0.615957,
2.422384
],
[
74,
37,
37,
74,
37,
37
],
[
49,
23,
26,
47,
22,
25
],
[
25,
14,
11,
27,
15,
12
],
[
66.216216,
62.162162,
70.27027,
63.513514,
59.459459,
67.567568
],
[
0.227931,
0.87279,
0.063757,
0.579441,
0.419971,
1.162745
],
[
96550,
96550,
23461,
2496306,
1908353,
2496306
],
[
-1051401,
-72227,
-1051401,
-2298595,
-2298595,
-596011
],
[
93,
137,
49,
93,
137,
49
],
[
34,
42,
27,
44,
52,
37
],
[
208,
293,
100,
177,
261,
73
],
[
6907,
5082,
1825,
6907,
5082,
1825
],
[
89.074882,
89.074882,
303.824882,
89.074882,
89.074882,
303.824882
],
[
3,
1,
5,
3,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-645814,
-132873,
-576755,
-601667,
-578987,
539429
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7207,
"evaluation_days": 1801.75,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1608033600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760147269803,
"expiration_time": 1764810936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 165,
"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) |
|---|