| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1731807.4326 | 1783515.8149 | -51708.3823 | 42317.2462 | -562267.715 | 604584.9612 |
| Total P&L (%) | 1731.8074 | 1783.5158 | -51.7084 | 42.3172 | -562.2677 | 604.585 |
| Avg Daily Profit (%) | 0.9701 | 0.9991 | -0.029 | 0.0198 | 0 | 0.1094 |
| Buy And Hold Return (%) | 376.8479 | 376.8479 | 376.8479 | 376.8479 | 376.8479 | 376.8479 |
| Max Trade Drawdown | -189258 | -229735 | -123701 | -2764875 | -3539575 | -1063750 |
| Profit Factor | 2.0983 | 3.2063 | 0.9327 | 1.0028 | 0.9267 | 1.0837 |
| Total Trades | 598 | 299 | 299 | 598 | 299 | 299 |
| Winning Trades | 237 | 101 | 136 | 237 | 101 | 136 |
| Losing Trades | 361 | 198 | 163 | 361 | 198 | 163 |
| Profitability (%) | 39.6321 | 33.7793 | 45.485 | 39.6321 | 33.7793 | 45.485 |
| Ratio Avg Win / Avg Loss | 3.1961 | 6.2856 | 1.1179 | 1.5275 | 1.8167 | 1.2988 |
| Largest Winning Trade | 1666299 | 1666299 | 26659 | 1585968 | 1585968 | 381107 |
| Largest Losing Trade | -31331 | -31331 | -22062 | -374711 | -332461 | -374711 |
| Avg Bars in Trades | 17 | 21 | 12 | 17 | 21 | 12 |
| Avg Bars in Winners | 25 | 40 | 13 | 25 | 40 | 13 |
| Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
| Bars Traded | 10368 | 6572 | 3796 | 10368 | 6572 | 3796 |
| 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 | 539306 | 463461 | -579581 | -549144 | -583022 | -184984 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10711,
"evaluation_days": 1785.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607083200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758873455141,
"expiration_time": 1763342352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 181,
"offset": 0,
"std": 4.66628
}
}
} {
"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": [
[
1731807.432634523,
1783515.814933478,
-51708.3822989573,
42317.2461747883,
-562267.7149887471,
604584.9611635343
],
[
1731.807433,
1783.515815,
-51.708382,
42.317246,
-562.267715,
604.584961
],
[
0.970108,
0.999073,
-0.028966,
0.01977,
0,
0.10943
],
[
376.847918,
376.847918,
376.847918,
376.847918,
376.847918,
376.847918
],
[
-189258,
-229735,
-123701,
-2764875,
-3539575,
-1063750
],
[
2.098282,
3.206287,
0.932711,
1.002841,
0.926681,
1.083657
],
[
598,
299,
299,
598,
299,
299
],
[
237,
101,
136,
237,
101,
136
],
[
361,
198,
163,
361,
198,
163
],
[
39.632107,
33.779264,
45.48495,
39.632107,
33.779264,
45.48495
],
[
3.196118,
6.285593,
1.117882,
1.527534,
1.816662,
1.298794
],
[
1666299,
1666299,
26659,
1585968,
1585968,
381107
],
[
-31331,
-31331,
-22062,
-374711,
-332461,
-374711
],
[
17,
21,
12,
17,
21,
12
],
[
25,
40,
13,
25,
40,
13
],
[
12,
12,
11,
12,
12,
11
],
[
10368,
6572,
3796,
10368,
6572,
3796
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
539306,
463461,
-579581,
-549144,
-583022,
-184984
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10711,
"evaluation_days": 1785.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607083200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758873455141,
"expiration_time": 1763342352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 181,
"offset": 0,
"std": 4.66628
}
}
}
| # | 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) |
|---|