| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1995590.3596 | 1827116.8667 | 168473.4928 | 17711650.0964 | -4800841.1651 | 22512491.2614 |
| Total P&L (%) | 1995.5904 | 1827.1169 | 168.4735 | 17711.6501 | -4800.8412 | 22512.4913 |
| Avg Daily Profit (%) | 1.1113 | 1.0175 | 0.0938 | 0.289 | 0 | 0.3023 |
| Buy And Hold Return (%) | 337.8431 | 337.8431 | 337.8431 | 337.8431 | 337.8431 | 337.8431 |
| Max Trade Drawdown | -87785 | -94787 | -81576 | -20142567 | -20044941 | -7165615 |
| Profit Factor | 5.7424 | 8.7885 | 1.9048 | 1.2961 | 0.8822 | 2.1803 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
| Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
| Profitability (%) | 43.1034 | 34.4828 | 51.7241 | 43.1034 | 34.4828 | 51.7241 |
| Ratio Avg Win / Avg Loss | 7.58 | 16.6982 | 1.7778 | 1.7108 | 1.6761 | 2.035 |
| Largest Winning Trade | 1335085 | 1335085 | 60278 | 10432338 | 10432338 | 9813514 |
| Largest Losing Trade | -43635 | -24398 | -43635 | -6955256 | -6955256 | -4893140 |
| Avg Bars in Trades | 357 | 310 | 404 | 357 | 310 | 404 |
| Avg Bars in Winners | 593 | 560 | 616 | 593 | 560 | 616 |
| Avg Bars in Losers | 178 | 178 | 177 | 178 | 178 | 177 |
| Bars Traded | 20730 | 9002 | 11728 | 20730 | 9002 | 11728 |
| 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 | -161134 | 530360 | -229708 | -172212 | -584089 | 476246 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21549,
"evaluation_days": 1795.75,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606154400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759687086443,
"expiration_time": 1765265500800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 232,
"offset": 0,
"a": 0.50024
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 140,
"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": [
[
1995590.359570393,
1827116.8667486976,
168473.492821695,
17711650.096369017,
-4800841.165070759,
22512491.261439774
],
[
1995.59036,
1827.116867,
168.473493,
17711.650096,
-4800.841165,
22512.491261
],
[
1.111285,
1.017467,
0.093818,
0.289011,
0,
0.30234
],
[
337.843137,
337.843137,
337.843137,
337.843137,
337.843137,
337.843137
],
[
-87785,
-94787,
-81576,
-20142567,
-20044941,
-7165615
],
[
5.742433,
8.788507,
1.904783,
1.29609,
0.882175,
2.180327
],
[
58,
29,
29,
58,
29,
29
],
[
25,
10,
15,
25,
10,
15
],
[
33,
19,
14,
33,
19,
14
],
[
43.103448,
34.482759,
51.724138,
43.103448,
34.482759,
51.724138
],
[
7.580011,
16.698163,
1.777797,
1.710838,
1.676132,
2.034972
],
[
1335085,
1335085,
60278,
10432338,
10432338,
9813514
],
[
-43635,
-24398,
-43635,
-6955256,
-6955256,
-4893140
],
[
357,
310,
404,
357,
310,
404
],
[
593,
560,
616,
593,
560,
616
],
[
178,
178,
177,
178,
178,
177
],
[
20730,
9002,
11728,
20730,
9002,
11728
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-161134,
530360,
-229708,
-172212,
-584089,
476246
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21549,
"evaluation_days": 1795.75,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606154400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759687086443,
"expiration_time": 1765265500800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 232,
"offset": 0,
"a": 0.50024
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 140,
"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) |
|---|