| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1526228.7713 | 1449303.6221 | 76925.1492 | 124286.9774 | 134338.3991 | -10051.4217 |
| Total P&L (%) | 1526.2288 | 1449.3036 | 76.9251 | 124.287 | 134.3384 | -10.0514 |
| Avg Daily Profit (%) | 0.8491 | 0.8063 | 0.0428 | 0.0449 | 0.0474 | -0.0059 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -172916 | -157822 | -89274 | -2109758 | -1873799 | -1454158 |
| Profit Factor | 2.9288 | 4.3823 | 1.212 | 1.0197 | 1.0379 | 0.9964 |
| Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
| Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
| Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
| Profitability (%) | 50.3546 | 47.1429 | 53.5211 | 50.3546 | 47.1429 | 53.5211 |
| Ratio Avg Win / Avg Loss | 2.8875 | 4.9135 | 1.0526 | 1.0053 | 1.1638 | 0.8653 |
| Largest Winning Trade | 1494396 | 1494396 | 58361 | 1591414 | 1591414 | 505910 |
| Largest Losing Trade | -61970 | -35444 | -61970 | -1400099 | -630093 | -1400099 |
| Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
| Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
| Avg Bars in Losers | 21 | 27 | 14 | 21 | 27 | 14 |
| Bars Traded | 3308 | 1869 | 1439 | 3308 | 1869 | 1439 |
| Profit Streak | 12.9627 | 0 | 24.9627 | 12.9627 | 0 | 24.9627 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 723867 | -74778 | -221601 | -330464 | -403705 | -666180 |
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3595,
"evaluation_days": 1797.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1615420800000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759791977656,
"expiration_time": 1764411120000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1526228.7712622825,
1449303.6220557312,
76925.1492065502,
124286.9774396816,
134338.3991111089,
-10051.4216714273
],
[
1526.228771,
1449.303622,
76.925149,
124.286977,
134.338399,
-10.051422
],
[
0.849084,
0.806289,
0.042796,
0.044948,
0.047388,
-0.005893
],
[
10,
10,
10,
10,
10,
10
],
[
-172916,
-157822,
-89274,
-2109758,
-1873799,
-1454158
],
[
2.928798,
4.382267,
1.212041,
1.019666,
1.037941,
0.996383
],
[
141,
70,
71,
141,
70,
71
],
[
71,
33,
38,
71,
33,
38
],
[
70,
37,
33,
70,
37,
33
],
[
50.35461,
47.142857,
53.521127,
50.35461,
47.142857,
53.521127
],
[
2.887547,
4.913451,
1.052562,
1.005305,
1.163752,
0.86528
],
[
1494396,
1494396,
58361,
1591414,
1591414,
505910
],
[
-61970,
-35444,
-61970,
-1400099,
-630093,
-1400099
],
[
23,
26,
20,
23,
26,
20
],
[
25,
25,
25,
25,
25,
25
],
[
21,
27,
14,
21,
27,
14
],
[
3308,
1869,
1439,
3308,
1869,
1439
],
[
12.962704,
0,
24.962704,
12.962704,
0,
24.962704
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
723867,
-74778,
-221601,
-330464,
-403705,
-666180
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3595,
"evaluation_days": 1797.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1615420800000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759791977656,
"expiration_time": 1764411120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|