| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1510020.429 | 1653939.0513 | -143918.6223 | -99600.3584 | 165879.572 | -265479.9304 |
| Total P&L (%) | 1510.0204 | 1653.9391 | -143.9186 | -99.6004 | 165.8796 | -265.4799 |
| Avg Daily Profit (%) | 0.8384 | 0.9183 | -0.0799 | -0.3062 | 0.0543 | 0 |
| Buy And Hold Return (%) | 323.4771 | 323.4771 | 323.4771 | 323.4771 | 323.4771 | 323.4771 |
| Max Trade Drawdown | -293930 | -234645 | -111364 | -199044 | -19827 | -70313 |
| Profit Factor | 2.8599 | 5.7583 | 0.69 | 0.6689 | 8.9366 | 0.0516 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
| Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
| Profitability (%) | 47.4576 | 40 | 55.1724 | 47.4576 | 40 | 55.1724 |
| Ratio Avg Win / Avg Loss | 3.1663 | 8.6375 | 0.5607 | 0.7406 | 13.4049 | 0.042 |
| Largest Winning Trade | 1719191 | 1719191 | 56077 | 99431 | 99431 | 5645 |
| Largest Losing Trade | -98449 | -43306 | -98449 | -196338 | -5874 | -196338 |
| Avg Bars in Trades | 86 | 94 | 78 | 86 | 94 | 78 |
| Avg Bars in Winners | 95 | 94 | 96 | 95 | 94 | 96 |
| Avg Bars in Losers | 78 | 94 | 56 | 78 | 94 | 56 |
| Bars Traded | 5109 | 2841 | 2268 | 5109 | 2841 | 2268 |
| 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 | -163457 | 591312 | -580162 | -761266 | -281577 | -580162 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5403,
"evaluation_days": 1801,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1609632000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760085141814,
"expiration_time": 1764722592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 133,
"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": [
[
1510020.4289791235,
1653939.0512987948,
-143918.6223196713,
-99600.3583874013,
165879.5719839898,
-265479.930371391
],
[
1510.020429,
1653.939051,
-143.918622,
-99.600358,
165.879572,
-265.47993
],
[
0.838434,
0.918345,
-0.07991,
-0.306158,
0.054311,
0
],
[
323.477111,
323.477111,
323.477111,
323.477111,
323.477111,
323.477111
],
[
-293930,
-234645,
-111364,
-199044,
-19827,
-70313
],
[
2.859855,
5.758332,
0.69004,
0.668923,
8.936595,
0.051645
],
[
59,
30,
29,
59,
30,
29
],
[
28,
12,
16,
28,
12,
16
],
[
31,
18,
13,
31,
18,
13
],
[
47.457627,
40,
55.172414,
47.457627,
40,
55.172414
],
[
3.166268,
8.637497,
0.560658,
0.740594,
13.404892,
0.041961
],
[
1719191,
1719191,
56077,
99431,
99431,
5645
],
[
-98449,
-43306,
-98449,
-196338,
-5874,
-196338
],
[
86,
94,
78,
86,
94,
78
],
[
95,
94,
96,
95,
94,
96
],
[
78,
94,
56,
78,
94,
56
],
[
5109,
2841,
2268,
5109,
2841,
2268
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-163457,
591312,
-580162,
-761266,
-281577,
-580162
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5403,
"evaluation_days": 1801,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1609632000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760085141814,
"expiration_time": 1764722592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 133,
"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) |
|---|