| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2037919.4541 | 1905867.5588 | 132051.8953 | 10013347.8579 | -554250.1505 | 10567598.0084 |
| Total P&L (%) | 2037.9195 | 1905.8676 | 132.0519 | 10013.3479 | -554.2502 | 10567.598 |
| Avg Daily Profit (%) | 1.1308 | 1.0575 | 0.0733 | 0.2565 | 0 | 0.2594 |
| Buy And Hold Return (%) | 263.2093 | 263.2093 | 263.2093 | 263.2093 | 263.2093 | 263.2093 |
| Max Trade Drawdown | -103783 | -84977 | -57187 | -23251625 | -16329203 | -13192750 |
| Profit Factor | 5.5276 | 8.9511 | 1.6276 | 1.1835 | 0.9809 | 1.4128 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 21 | 8 | 13 | 21 | 8 | 13 |
| Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
| Profitability (%) | 36.2069 | 27.5862 | 44.8276 | 36.2069 | 27.5862 | 44.8276 |
| Ratio Avg Win / Avg Loss | 9.7391 | 23.4966 | 2.0032 | 2.0853 | 2.5748 | 1.7388 |
| Largest Winning Trade | 996040 | 996040 | 69250 | 12986083 | 7669960 | 12986083 |
| Largest Losing Trade | -48601 | -24250 | -48601 | -11123725 | -2989128 | -11123725 |
| Avg Bars in Trades | 119 | 92 | 145 | 119 | 92 | 145 |
| Avg Bars in Winners | 255 | 229 | 271 | 255 | 229 | 271 |
| Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
| Bars Traded | 6904 | 2692 | 4212 | 6904 | 2692 | 4212 |
| 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 | -163506 | 124067 | -259874 | -194153 | -596471 | 301077 |
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7209,
"evaluation_days": 1802.25,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606888800000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760196934540,
"expiration_time": 1764855432000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 112,
"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": [
[
2037919.4541192763,
1905867.5588315362,
132051.8952877396,
10013347.857938737,
-554250.1504999707,
10567598.008438703
],
[
2037.919454,
1905.867559,
132.051895,
10013.347858,
-554.25015,
10567.598008
],
[
1.130764,
1.057493,
0.073271,
0.256477,
0,
0.259445
],
[
263.209252,
263.209252,
263.209252,
263.209252,
263.209252,
263.209252
],
[
-103783,
-84977,
-57187,
-23251625,
-16329203,
-13192750
],
[
5.527605,
8.951094,
1.62759,
1.183531,
0.98086,
1.412759
],
[
58,
29,
29,
58,
29,
29
],
[
21,
8,
13,
21,
8,
13
],
[
37,
21,
16,
37,
21,
16
],
[
36.206897,
27.586207,
44.827586,
36.206897,
27.586207,
44.827586
],
[
9.739114,
23.496622,
2.003188,
2.085269,
2.574756,
1.738781
],
[
996040,
996040,
69250,
12986083,
7669960,
12986083
],
[
-48601,
-24250,
-48601,
-11123725,
-2989128,
-11123725
],
[
119,
92,
145,
119,
92,
145
],
[
255,
229,
271,
255,
229,
271
],
[
41,
40,
42,
41,
40,
42
],
[
6904,
2692,
4212,
6904,
2692,
4212
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-163506,
124067,
-259874,
-194153,
-596471,
301077
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7209,
"evaluation_days": 1802.25,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606888800000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760196934540,
"expiration_time": 1764855432000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 112,
"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) |
|---|