| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2599519.2038 | 2392061.1411 | 207458.0628 | 31758154.0746 | -7305707.8368 | 39063861.9114 |
| Total P&L (%) | 2599.5192 | 2392.0611 | 207.4581 | 31758.1541 | -7305.7078 | 39063.8619 |
| Avg Daily Profit (%) | 1.4481 | 1.3325 | 0.1156 | 0.3216 | 0 | 0.3331 |
| Buy And Hold Return (%) | 247.0027 | 247.0027 | 247.0027 | 247.0027 | 247.0027 | 247.0027 |
| Max Trade Drawdown | -103106 | -102139 | -56488 | -46424717 | -38454293 | -20415027 |
| Profit Factor | 6.3746 | 9.72 | 1.991 | 1.2839 | 0.8955 | 1.9316 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
| Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
| Profitability (%) | 42.0455 | 31.8182 | 52.2727 | 42.0455 | 31.8182 | 52.2727 |
| Ratio Avg Win / Avg Loss | 8.7866 | 20.8287 | 1.8178 | 1.7697 | 1.919 | 1.7636 |
| Largest Winning Trade | 1370002 | 1370002 | 55234 | 15563315 | 15563315 | 11771570 |
| Largest Losing Trade | -28693 | -23576 | -28693 | -8679704 | -8679704 | -7116154 |
| Avg Bars in Trades | 117 | 102 | 133 | 117 | 102 | 133 |
| Avg Bars in Winners | 203 | 222 | 192 | 203 | 222 | 192 |
| Avg Bars in Losers | 55 | 45 | 68 | 55 | 45 | 68 |
| Bars Traded | 10366 | 4491 | 5875 | 10366 | 4491 | 5875 |
| 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 | 698339 | 545192 | -200361 | 263337 | -585012 | 475087 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10771,
"evaluation_days": 1795.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607990400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759586637464,
"expiration_time": 1764232272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 11,
"offset": 0,
"a": 0.62129
}
}
} {
"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": [
[
2599519.203815458,
2392061.1410648986,
207458.0627505584,
31758154.074587867,
-7305707.836841497,
39063861.91142936
],
[
2599.519204,
2392.061141,
207.458063,
31758.154075,
-7305.707837,
39063.861911
],
[
1.448063,
1.332498,
0.115565,
0.321593,
0,
0.333132
],
[
247.002663,
247.002663,
247.002663,
247.002663,
247.002663,
247.002663
],
[
-103106,
-102139,
-56488,
-46424717,
-38454293,
-20415027
],
[
6.374626,
9.720039,
1.990975,
1.283872,
0.895546,
1.931586
],
[
88,
44,
44,
88,
44,
44
],
[
37,
14,
23,
37,
14,
23
],
[
51,
30,
21,
51,
30,
21
],
[
42.045455,
31.818182,
52.272727,
42.045455,
31.818182,
52.272727
],
[
8.786647,
20.828655,
1.817847,
1.769662,
1.919028,
1.763622
],
[
1370002,
1370002,
55234,
15563315,
15563315,
11771570
],
[
-28693,
-23576,
-28693,
-8679704,
-8679704,
-7116154
],
[
117,
102,
133,
117,
102,
133
],
[
203,
222,
192,
203,
222,
192
],
[
55,
45,
68,
55,
45,
68
],
[
10366,
4491,
5875,
10366,
4491,
5875
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
698339,
545192,
-200361,
263337,
-585012,
475087
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10771,
"evaluation_days": 1795.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607990400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759586637464,
"expiration_time": 1764232272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 11,
"offset": 0,
"a": 0.62129
}
}
}
| # | 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) |
|---|