| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1816598.8879 | -138287.6553 | -1678311.2326 | -94320.0541 | 2093745.9662 | -2188066.0203 |
| Total P&L (%) | -1816.5989 | -138.2877 | -1678.3112 | -94.3201 | 2093.746 | -2188.066 |
| Avg Daily Profit (%) | -1.0176 | -0.0775 | -0.9401 | -0.1605 | 0.1731 | 0 |
| Buy And Hold Return (%) | 259.6085 | 259.6085 | 259.6085 | 259.6085 | 259.6085 | 259.6085 |
| Max Trade Drawdown | -1940770 | -216238 | -887717 | -8320950 | -189401 | -8186121 |
| Profit Factor | 0.1898 | 0.6062 | 0.1125 | 0.9902 | 11.302 | 0.7676 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 50 | 21 | 29 | 52 | 22 | 30 |
| Losing Trades | 36 | 22 | 14 | 34 | 21 | 13 |
| Profitability (%) | 58.1395 | 48.8372 | 67.4419 | 60.4651 | 51.1628 | 69.7674 |
| Ratio Avg Win / Avg Loss | 0.1367 | 0.635 | 0.0543 | 0.6474 | 10.7883 | 0.3326 |
| Largest Winning Trade | 37017 | 37017 | 25751 | 7145125 | 2113327 | 7145125 |
| Largest Losing Trade | -877325 | -70003 | -877325 | -8186121 | -98426 | -8186121 |
| Avg Bars in Trades | 79 | 101 | 57 | 79 | 101 | 57 |
| Avg Bars in Winners | 27 | 38 | 18 | 36 | 45 | 28 |
| Avg Bars in Losers | 152 | 161 | 138 | 146 | 160 | 123 |
| Bars Traded | 6852 | 4374 | 2478 | 6852 | 4374 | 2478 |
| Profit Streak | 32.4461 | 32.4461 | 44.9461 | 32.4461 | 32.4461 | 44.9461 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578040 | -580638 | -577046 | -577461 | 614833 | -576744 |
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7141,
"evaluation_days": 1785.25,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1608854400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758904939440,
"expiration_time": 1763342568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 203,
"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": [
[
-1816598.8879198048,
-138287.6552847658,
-1678311.2326350384,
-94320.0541402333,
2093745.9661990348,
-2188066.0203392697
],
[
-1816.598888,
-138.287655,
-1678.311233,
-94.320054,
2093.745966,
-2188.06602
],
[
-1.01756,
-0.077461,
-0.940099,
-0.160534,
0.173134,
0
],
[
259.608515,
259.608515,
259.608515,
259.608515,
259.608515,
259.608515
],
[
-1940770,
-216238,
-887717,
-8320950,
-189401,
-8186121
],
[
0.189846,
0.606183,
0.11254,
0.990192,
11.302032,
0.767552
],
[
86,
43,
43,
86,
43,
43
],
[
50,
21,
29,
52,
22,
30
],
[
36,
22,
14,
34,
21,
13
],
[
58.139535,
48.837209,
67.44186,
60.465116,
51.162791,
69.767442
],
[
0.136689,
0.635049,
0.05433,
0.647433,
10.788304,
0.332606
],
[
37017,
37017,
25751,
7145125,
2113327,
7145125
],
[
-877325,
-70003,
-877325,
-8186121,
-98426,
-8186121
],
[
79,
101,
57,
79,
101,
57
],
[
27,
38,
18,
36,
45,
28
],
[
152,
161,
138,
146,
160,
123
],
[
6852,
4374,
2478,
6852,
4374,
2478
],
[
32.446058,
32.446058,
44.946058,
32.446058,
32.446058,
44.946058
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578040,
-580638,
-577046,
-577461,
614833,
-576744
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7141,
"evaluation_days": 1785.25,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1608854400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758904939440,
"expiration_time": 1763342568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 203,
"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) |
|---|