| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1111479.479 | 978519.1503 | 132960.3287 | 564457.1537 | -992547.5925 | 1557004.7462 |
| Total P&L (%) | 1111.4795 | 978.5192 | 132.9603 | 564.4572 | -992.5476 | 1557.0047 |
| Avg Daily Profit (%) | 0.6177 | 0.5438 | 0.0739 | 0.1053 | 0 | 0.1562 |
| Buy And Hold Return (%) | 282.1111 | 282.1111 | 282.1111 | 282.1111 | 282.1111 | 282.1111 |
| Max Trade Drawdown | -169538 | -194711 | -60097 | -1638129 | -2163623 | -488032 |
| Profit Factor | 3.3322 | 4.1436 | 1.8043 | 1.1453 | 0.6713 | 2.7996 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
| Losing Trades | 48 | 30 | 18 | 48 | 30 | 18 |
| Profitability (%) | 49.4737 | 36.1702 | 62.5 | 49.4737 | 36.1702 | 62.5 |
| Ratio Avg Win / Avg Loss | 3.4031 | 7.3122 | 1.0826 | 1.1697 | 1.1846 | 1.6797 |
| Largest Winning Trade | 978002 | 978002 | 51806 | 731015 | 731015 | 493448 |
| Largest Losing Trade | -60097 | -31553 | -60097 | -358225 | -358225 | -220673 |
| Avg Bars in Trades | 67 | 83 | 51 | 67 | 83 | 51 |
| Avg Bars in Winners | 94 | 143 | 66 | 94 | 143 | 66 |
| Avg Bars in Losers | 40 | 49 | 25 | 40 | 49 | 25 |
| Bars Traded | 6394 | 3935 | 2460 | 6394 | 3935 | 2460 |
| 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 | 567078 | 365465 | -256032 | -119506 | -584408 | 494212 |
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7197,
"evaluation_days": 1799.25,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1609264800000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759933846126,
"expiration_time": 1764588456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 167,
"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": [
[
1111479.4790371254,
978519.1503140302,
132960.3287230959,
564457.1537127246,
-992547.5924683125,
1557004.746181037
],
[
1111.479479,
978.51915,
132.960329,
564.457154,
-992.547592,
1557.004746
],
[
0.617746,
0.543848,
0.073898,
0.10531,
0,
0.156164
],
[
282.111066,
282.111066,
282.111066,
282.111066,
282.111066,
282.111066
],
[
-169538,
-194711,
-60097,
-1638129,
-2163623,
-488032
],
[
3.332155,
4.143586,
1.804288,
1.145302,
0.671287,
2.799553
],
[
95,
47,
48,
95,
47,
48
],
[
47,
17,
30,
47,
17,
30
],
[
48,
30,
18,
48,
30,
18
],
[
49.473684,
36.170213,
62.5,
49.473684,
36.170213,
62.5
],
[
3.403051,
7.312211,
1.082573,
1.16967,
1.184625,
1.679732
],
[
978002,
978002,
51806,
731015,
731015,
493448
],
[
-60097,
-31553,
-60097,
-358225,
-358225,
-220673
],
[
67,
83,
51,
67,
83,
51
],
[
94,
143,
66,
94,
143,
66
],
[
40,
49,
25,
40,
49,
25
],
[
6394,
3935,
2460,
6394,
3935,
2460
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
567078,
365465,
-256032,
-119506,
-584408,
494212
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7197,
"evaluation_days": 1799.25,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1609264800000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759933846126,
"expiration_time": 1764588456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 167,
"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) |
|---|