| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2342539.0553 | 2250349.4381 | 92189.6172 | 3239212.1312 | -1501486.1633 | 4740698.2945 |
| Total P&L (%) | 2342.5391 | 2250.3494 | 92.1896 | 3239.2121 | -1501.4862 | 4740.6983 |
| Avg Daily Profit (%) | 1.3109 | 1.2593 | 0.0516 | 0.1965 | 0 | 0.2173 |
| Buy And Hold Return (%) | 178.6757 | 178.6757 | 178.6757 | 178.6757 | 178.6757 | 178.6757 |
| Max Trade Drawdown | -152051 | -179728 | -58841 | -15934969 | -15251403 | -5303348 |
| Profit Factor | 5.4844 | 8.2447 | 1.4354 | 1.092 | 0.9329 | 1.37 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
| Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Profitability (%) | 48.3871 | 45.6522 | 51.0638 | 48.3871 | 45.6522 | 51.0638 |
| Ratio Avg Win / Avg Loss | 5.8501 | 9.8151 | 1.3756 | 1.1648 | 1.1106 | 1.3129 |
| Largest Winning Trade | 1833790 | 1833790 | 52738 | 12591255 | 12591255 | 4332195 |
| Largest Losing Trade | -56902 | -56902 | -29569 | -7187666 | -7187666 | -5303348 |
| Avg Bars in Trades | 54 | 68 | 40 | 54 | 68 | 40 |
| Avg Bars in Winners | 73 | 85 | 62 | 73 | 85 | 62 |
| Avg Bars in Losers | 36 | 54 | 17 | 36 | 54 | 17 |
| Bars Traded | 5051 | 3140 | 1911 | 5051 | 3140 | 1911 |
| 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 | 769694 | 737124 | -288668 | -111668 | -580728 | 321005 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5361,
"evaluation_days": 1787,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1608134400000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758865744730,
"expiration_time": 1763476704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 96,
"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": [
[
2342539.0553206857,
2250349.4381068354,
92189.6172138507,
3239212.131176669,
-1501486.1632743184,
4740698.294450986
],
[
2342.539055,
2250.349438,
92.189617,
3239.212131,
-1501.486163,
4740.698294
],
[
1.310878,
1.259289,
0.051589,
0.196517,
0,
0.21734
],
[
178.675718,
178.675718,
178.675718,
178.675718,
178.675718,
178.675718
],
[
-152051,
-179728,
-58841,
-15934969,
-15251403,
-5303348
],
[
5.484423,
8.244681,
1.435367,
1.092027,
0.93293,
1.370034
],
[
93,
46,
47,
93,
46,
47
],
[
45,
21,
24,
45,
21,
24
],
[
48,
25,
23,
48,
25,
23
],
[
48.387097,
45.652174,
51.06383,
48.387097,
45.652174,
51.06383
],
[
5.850051,
9.815097,
1.37556,
1.164829,
1.110632,
1.312949
],
[
1833790,
1833790,
52738,
12591255,
12591255,
4332195
],
[
-56902,
-56902,
-29569,
-7187666,
-7187666,
-5303348
],
[
54,
68,
40,
54,
68,
40
],
[
73,
85,
62,
73,
85,
62
],
[
36,
54,
17,
36,
54,
17
],
[
5051,
3140,
1911,
5051,
3140,
1911
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
769694,
737124,
-288668,
-111668,
-580728,
321005
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5361,
"evaluation_days": 1787,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1608134400000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758865744730,
"expiration_time": 1763476704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 96,
"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) |
|---|