| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2177364.5266 | -86665.0394 | -2090699.4872 | 474951.7205 | -13213315.7882 | 13688267.5087 |
| Total P&L (%) | -2177.3645 | -86.665 | -2090.6995 | 474.9517 | -13213.3158 | 13688.2675 |
| Avg Daily Profit (%) | -1.2144 | -0.0483 | -1.166 | 0.0976 | 0 | 0.2751 |
| Buy And Hold Return (%) | 379.8216 | 379.8216 | 379.8216 | 379.8216 | 379.8216 | 379.8216 |
| Max Trade Drawdown | -2275960 | -168600 | -2158916 | -20248214 | -19492843 | -3783406 |
| Profit Factor | 0.1781 | 0.7438 | 0.0953 | 1.0131 | 0.5133 | 2.5055 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 31 | 13 | 18 | 33 | 14 | 19 |
| Losing Trades | 27 | 16 | 11 | 25 | 15 | 10 |
| Profitability (%) | 53.4483 | 44.8276 | 62.069 | 56.8966 | 48.2759 | 65.5172 |
| Ratio Avg Win / Avg Loss | 0.1551 | 0.9155 | 0.0582 | 0.7675 | 0.5499 | 1.3187 |
| Largest Winning Trade | 63538 | 63538 | 36253 | 10373958 | 6014002 | 10373958 |
| Largest Losing Trade | -1141464 | -68811 | -1141464 | -14244901 | -14244901 | -3212895 |
| Avg Bars in Trades | 181 | 203 | 158 | 181 | 203 | 158 |
| Avg Bars in Winners | 95 | 89 | 99 | 110 | 102 | 116 |
| Avg Bars in Losers | 280 | 297 | 256 | 274 | 298 | 239 |
| Bars Traded | 10522 | 5912 | 4610 | 10522 | 5912 | 4610 |
| Profit Streak | 34.2272 | 43.7272 | 34.2272 | 34.2272 | 43.7272 | 34.2272 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -758837 | -582291 | -578726 | -535919 | -580950 | 534336 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10758,
"evaluation_days": 1793,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607083200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759397228673,
"expiration_time": 1764039456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 154,
"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": [
[
-2177364.5266415514,
-86665.039422131,
-2090699.4872194212,
474951.7204858409,
-13213315.788206449,
13688267.508692289
],
[
-2177.364527,
-86.665039,
-2090.699487,
474.95172,
-13213.315788,
13688.267509
],
[
-1.21437,
-0.048335,
-1.166034,
0.0976,
0,
0.275135
],
[
379.82158,
379.82158,
379.82158,
379.82158,
379.82158,
379.82158
],
[
-2275960,
-168600,
-2158916,
-20248214,
-19492843,
-3783406
],
[
0.178105,
0.743847,
0.095275,
1.013106,
0.513263,
2.505498
],
[
58,
29,
29,
58,
29,
29
],
[
31,
13,
18,
33,
14,
19
],
[
27,
16,
11,
25,
15,
10
],
[
53.448276,
44.827586,
62.068966,
56.896552,
48.275862,
65.517241
],
[
0.155124,
0.915504,
0.058224,
0.767505,
0.549924,
1.318683
],
[
63538,
63538,
36253,
10373958,
6014002,
10373958
],
[
-1141464,
-68811,
-1141464,
-14244901,
-14244901,
-3212895
],
[
181,
203,
158,
181,
203,
158
],
[
95,
89,
99,
110,
102,
116
],
[
280,
297,
256,
274,
298,
239
],
[
10522,
5912,
4610,
10522,
5912,
4610
],
[
34.227184,
43.727184,
34.227184,
34.227184,
43.727184,
34.227184
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-758837,
-582291,
-578726,
-535919,
-580950,
534336
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10758,
"evaluation_days": 1793,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607083200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759397228673,
"expiration_time": 1764039456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 154,
"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) |
|---|