| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -431642.9536 | 197680.952 | -629323.9056 | -128635.0892 | 3034104.1186 | -3162739.2077 |
| Total P&L (%) | -431.643 | 197.681 | -629.3239 | -128.6351 | 3034.1041 | -3162.7392 |
| Avg Daily Profit (%) | -0.2409 | 0.1103 | -0.3512 | 0 | 0.1924 | 0 |
| Buy And Hold Return (%) | 381.4459 | 381.4459 | 381.4459 | 381.4459 | 381.4459 | 381.4459 |
| Max Trade Drawdown | -601199 | -197953 | -780158 | -4504702 | -216660 | -4450142 |
| Profit Factor | 0.7781 | 1.3008 | 0.5115 | 0.9818 | 5.6772 | 0.508 |
| Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
| Winning Trades | 153 | 74 | 79 | 102 | 58 | 44 |
| Losing Trades | 94 | 50 | 44 | 145 | 66 | 79 |
| Profitability (%) | 61.9433 | 59.6774 | 64.2276 | 41.2955 | 46.7742 | 35.7724 |
| Ratio Avg Win / Avg Loss | 0.4781 | 0.8789 | 0.2849 | 1.3957 | 6.4602 | 0.9122 |
| Largest Winning Trade | 66688 | 66688 | 37234 | 1497676 | 670890 | 1497676 |
| Largest Losing Trade | -391622 | -32397 | -391622 | -4283620 | -99601 | -4283620 |
| Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
| Avg Bars in Winners | 31 | 28 | 34 | 56 | 53 | 60 |
| Avg Bars in Losers | 61 | 56 | 66 | 32 | 27 | 37 |
| Bars Traded | 10508 | 4912 | 5596 | 10508 | 4912 | 5596 |
| Profit Streak | 0 | 0 | 0 | 24.0824 | 24.0824 | 26.9157 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577937 | -212048 | -579161 | -580173 | 551870 | -585997 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10752,
"evaluation_days": 1792,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606809600000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759312717917,
"expiration_time": 1763950464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 13,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 151,
"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": [
[
-431642.9535690182,
197680.9519882982,
-629323.9055573166,
-128635.0891572845,
3034104.1185684814,
-3162739.2077257647
],
[
-431.642954,
197.680952,
-629.323906,
-128.635089,
3034.104119,
-3162.739208
],
[
-0.240872,
0.110313,
-0.351185,
0,
0.192424,
0
],
[
381.445867,
381.445867,
381.445867,
381.445867,
381.445867,
381.445867
],
[
-601199,
-197953,
-780158,
-4504702,
-216660,
-4450142
],
[
0.77811,
1.30084,
0.511473,
0.981825,
5.677183,
0.508049
],
[
247,
124,
123,
247,
124,
123
],
[
153,
74,
79,
102,
58,
44
],
[
94,
50,
44,
145,
66,
79
],
[
61.94332,
59.677419,
64.227642,
41.295547,
46.774194,
35.772358
],
[
0.478055,
0.878946,
0.284871,
1.395732,
6.460242,
0.91218
],
[
66688,
66688,
37234,
1497676,
670890,
1497676
],
[
-391622,
-32397,
-391622,
-4283620,
-99601,
-4283620
],
[
42,
39,
45,
42,
39,
45
],
[
31,
28,
34,
56,
53,
60
],
[
61,
56,
66,
32,
27,
37
],
[
10508,
4912,
5596,
10508,
4912,
5596
],
[
0,
0,
0,
24.082383,
24.082383,
26.915717
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577937,
-212048,
-579161,
-580173,
551870,
-585997
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10752,
"evaluation_days": 1792,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606809600000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759312717917,
"expiration_time": 1763950464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 13,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 151,
"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) |
|---|