| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1614821.816 | 1451708.4784 | 163113.3376 | 18669245.2614 | -7536952.8878 | 26206198.1492 |
| Total P&L (%) | 1614.8218 | 1451.7085 | 163.1133 | 18669.2453 | -7536.9529 | 26206.1981 |
| Avg Daily Profit (%) | 0.8969 | 0.8063 | 0.0906 | 0.2912 | 0 | 0.31 |
| Buy And Hold Return (%) | 373.4812 | 373.4812 | 373.4812 | 373.4812 | 373.4812 | 373.4812 |
| Max Trade Drawdown | -75378 | -87306 | -35283 | -27132565 | -32403293 | -12683564 |
| Profit Factor | 5.1225 | 7.4924 | 1.9703 | 1.2057 | 0.866 | 1.7593 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
| Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Profitability (%) | 38.2353 | 38.2353 | 38.2353 | 38.2353 | 38.2353 | 38.2353 |
| Ratio Avg Win / Avg Loss | 8.2749 | 12.1032 | 3.1828 | 1.9477 | 1.3989 | 2.8419 |
| Largest Winning Trade | 981120 | 981120 | 69078 | 14100027 | 12481291 | 14100027 |
| Largest Losing Trade | -28442 | -28442 | -16582 | -7675665 | -7675665 | -6144041 |
| Avg Bars in Trades | 152 | 116 | 188 | 152 | 116 | 188 |
| Avg Bars in Winners | 280 | 203 | 358 | 280 | 203 | 358 |
| Avg Bars in Losers | 72 | 62 | 83 | 72 | 62 | 83 |
| Bars Traded | 10363 | 3957 | 6406 | 10363 | 3957 | 6406 |
| 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 | -99152 | 532245 | -238642 | -108917 | -583703 | 277952 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10803,
"evaluation_days": 1800.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607270400000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760045103733,
"expiration_time": 1764706896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 194,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 70,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
1614821.8159918394,
1451708.4783816924,
163113.3376101471,
18669245.261356905,
-7536952.887833485,
26206198.1491904
],
[
1614.821816,
1451.708478,
163.113338,
18669.245261,
-7536.952888,
26206.198149
],
[
0.896874,
0.806281,
0.090593,
0.291165,
0,
0.309971
],
[
373.481175,
373.481175,
373.481175,
373.481175,
373.481175,
373.481175
],
[
-75378,
-87306,
-35283,
-27132565,
-32403293,
-12683564
],
[
5.12254,
7.492435,
1.970303,
1.205707,
0.865988,
1.759253
],
[
68,
34,
34,
68,
34,
34
],
[
26,
13,
13,
26,
13,
13
],
[
42,
21,
21,
42,
21,
21
],
[
38.235294,
38.235294,
38.235294,
38.235294,
38.235294,
38.235294
],
[
8.274872,
12.103164,
3.182797,
1.94768,
1.398903,
2.841871
],
[
981120,
981120,
69078,
14100027,
12481291,
14100027
],
[
-28442,
-28442,
-16582,
-7675665,
-7675665,
-6144041
],
[
152,
116,
188,
152,
116,
188
],
[
280,
203,
358,
280,
203,
358
],
[
72,
62,
83,
72,
62,
83
],
[
10363,
3957,
6406,
10363,
3957,
6406
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-99152,
532245,
-238642,
-108917,
-583703,
277952
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10803,
"evaluation_days": 1800.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607270400000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760045103733,
"expiration_time": 1764706896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 194,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 70,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|