| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2508883.883 | 2317407.8736 | 191476.0094 | 39620894.1297 | -9490261.342 | 49111155.4717 |
| Total P&L (%) | 2508.8839 | 2317.4079 | 191.476 | 39620.8941 | -9490.2613 | 49111.1555 |
| Avg Daily Profit (%) | 1.4012 | 1.2943 | 0.1069 | 0.3348 | 0 | 0.3468 |
| Buy And Hold Return (%) | 284.5739 | 284.5739 | 284.5739 | 284.5739 | 284.5739 | 284.5739 |
| Max Trade Drawdown | -90587 | -70337 | -47051 | -62606403 | -57611671 | -30284414 |
| Profit Factor | 6.1367 | 10.4137 | 1.7904 | 1.156 | 0.9276 | 1.3997 |
| Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
| Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
| Losing Trades | 121 | 65 | 56 | 121 | 65 | 56 |
| Profitability (%) | 32.4022 | 27.7778 | 37.0787 | 32.4022 | 27.7778 | 37.0787 |
| Ratio Avg Win / Avg Loss | 12.8024 | 27.0755 | 3.0383 | 2.4116 | 2.4119 | 2.3752 |
| Largest Winning Trade | 1310553 | 1310553 | 69713 | 38679351 | 37141539 | 38679351 |
| Largest Losing Trade | -19136 | -15067 | -19136 | -10989971 | -6351940 | -10989971 |
| Avg Bars in Trades | 38 | 30 | 46 | 38 | 30 | 46 |
| Avg Bars in Winners | 97 | 83 | 107 | 97 | 83 | 107 |
| Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
| Bars Traded | 6901 | 2755 | 4146 | 6901 | 2755 | 4146 |
| Profit Streak | 0 | 0 | 13.2495 | 0 | 0 | 13.2495 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 587160 | 152553 | -217337 | -44574 | -595885 | 228991 |
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7162,
"evaluation_days": 1790.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1609308000000,
"last_datapoint_time": 1759168800000,
"evaluation_time": 1759190356517,
"expiration_time": 1763809776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.94991,
"nc": 0.1
}
}
} {
"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": [
[
2508883.8829862885,
2317407.873579077,
191476.0094072108,
39620894.12970188,
-9490261.34199354,
49111155.47169544
],
[
2508.883883,
2317.407874,
191.476009,
39620.89413,
-9490.261342,
49111.155472
],
[
1.40122,
1.29428,
0.10694,
0.334793,
0,
0.3468
],
[
284.573914,
284.573914,
284.573914,
284.573914,
284.573914,
284.573914
],
[
-90587,
-70337,
-47051,
-62606403,
-57611671,
-30284414
],
[
6.136694,
10.41367,
1.790409,
1.155962,
0.927649,
1.399695
],
[
179,
90,
89,
179,
90,
89
],
[
58,
25,
33,
58,
25,
33
],
[
121,
65,
56,
121,
65,
56
],
[
32.402235,
27.777778,
37.078652,
32.402235,
27.777778,
37.078652
],
[
12.802413,
27.075543,
3.038271,
2.411576,
2.411888,
2.37524
],
[
1310553,
1310553,
69713,
38679351,
37141539,
38679351
],
[
-19136,
-15067,
-19136,
-10989971,
-6351940,
-10989971
],
[
38,
30,
46,
38,
30,
46
],
[
97,
83,
107,
97,
83,
107
],
[
10,
10,
10,
10,
10,
10
],
[
6901,
2755,
4146,
6901,
2755,
4146
],
[
0,
0,
13.249497,
0,
0,
13.249497
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
587160,
152553,
-217337,
-44574,
-595885,
228991
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7162,
"evaluation_days": 1790.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1609308000000,
"last_datapoint_time": 1759168800000,
"evaluation_time": 1759190356517,
"expiration_time": 1763809776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.94991,
"nc": 0.1
}
}
}
| # | 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) |
|---|