| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1465688.8408 | 1425985.9773 | 39702.8635 | 111678.5788 | 1380883.6782 | -1269205.0994 |
| Total P&L (%) | 1465.6888 | 1425.986 | 39.7029 | 111.6786 | 1380.8837 | -1269.2051 |
| Avg Daily Profit (%) | 0.8161 | 0.794 | 0.0221 | 0.0418 | 0.1502 | 0 |
| Buy And Hold Return (%) | 52.9593 | 52.9593 | 52.9593 | 52.9593 | 52.9593 | 52.9593 |
| Max Trade Drawdown | -161309 | -162369 | -86372 | -4596055 | -2478602 | -3574960 |
| Profit Factor | 2.8497 | 4.4794 | 1.1038 | 1.0124 | 1.3565 | 0.7541 |
| Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
| Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Profitability (%) | 54.0323 | 53.2258 | 54.8387 | 54.0323 | 53.2258 | 54.8387 |
| Ratio Avg Win / Avg Loss | 2.4244 | 3.9365 | 0.909 | 0.8613 | 1.1921 | 0.621 |
| Largest Winning Trade | 1390399 | 1390399 | 53336 | 3451505 | 3451505 | 1063746 |
| Largest Losing Trade | -70943 | -34092 | -70943 | -3337044 | -469203 | -3337044 |
| Avg Bars in Trades | 26 | 32 | 21 | 26 | 32 | 21 |
| Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
| Avg Bars in Losers | 22 | 33 | 10 | 22 | 33 | 10 |
| Bars Traded | 3344 | 2033 | 1311 | 3344 | 2033 | 1311 |
| Profit Streak | 0 | 0 | 57.8389 | 0 | 0 | 57.8389 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 710973 | -133234 | -589440 | -350753 | -145721 | -733073 |
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3592,
"evaluation_days": 1796,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1614211200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759651682627,
"expiration_time": 1764277632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 226,
"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": [
[
1465688.8407925025,
1425985.977296442,
39702.8634960609,
111678.5788217129,
1380883.6781910511,
-1269205.099369338
],
[
1465.688841,
1425.985977,
39.702863,
111.678579,
1380.883678,
-1269.205099
],
[
0.816085,
0.793979,
0.022106,
0.041763,
0.150181,
0
],
[
52.959252,
52.959252,
52.959252,
52.959252,
52.959252,
52.959252
],
[
-161309,
-162369,
-86372,
-4596055,
-2478602,
-3574960
],
[
2.849689,
4.479414,
1.103781,
1.012361,
1.356496,
0.754081
],
[
124,
62,
62,
124,
62,
62
],
[
67,
33,
34,
67,
33,
34
],
[
57,
29,
28,
57,
29,
28
],
[
54.032258,
53.225806,
54.83871,
54.032258,
53.225806,
54.83871
],
[
2.424363,
3.936455,
0.908996,
0.861263,
1.192072,
0.621008
],
[
1390399,
1390399,
53336,
3451505,
3451505,
1063746
],
[
-70943,
-34092,
-70943,
-3337044,
-469203,
-3337044
],
[
26,
32,
21,
26,
32,
21
],
[
30,
31,
29,
30,
31,
29
],
[
22,
33,
10,
22,
33,
10
],
[
3344,
2033,
1311,
3344,
2033,
1311
],
[
0,
0,
57.838919,
0,
0,
57.838919
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
710973,
-133234,
-589440,
-350753,
-145721,
-733073
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3592,
"evaluation_days": 1796,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1614211200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759651682627,
"expiration_time": 1764277632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 226,
"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) |
|---|