| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1248912.1074 | -54476.0034 | -1194436.104 | 482060.9145 | -4962139.6809 | 5444200.5954 |
| Total P&L (%) | -1248.9121 | -54.476 | -1194.4361 | 482.0609 | -4962.1397 | 5444.2006 |
| Avg Daily Profit (%) | -0.6973 | -0.0304 | -0.6669 | 0.0984 | 0 | 0.2244 |
| Buy And Hold Return (%) | 295.8491 | 295.8491 | 295.8491 | 295.8491 | 295.8491 | 295.8491 |
| Max Trade Drawdown | -1273933 | -146299 | -724774 | -3067452 | -4979364 | -1151234 |
| Profit Factor | 0.272 | 0.8271 | 0.1471 | 1.0526 | 0.2894 | 3.4894 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 36 | 15 | 21 | 36 | 14 | 22 |
| Losing Trades | 40 | 23 | 17 | 40 | 24 | 16 |
| Profitability (%) | 47.3684 | 39.4737 | 55.2632 | 47.3684 | 36.8421 | 57.8947 |
| Ratio Avg Win / Avg Loss | 0.3022 | 1.2682 | 0.1191 | 1.1695 | 0.4961 | 2.5377 |
| Largest Winning Trade | 77883 | 77883 | 36661 | 4255804 | 565366 | 4255804 |
| Largest Losing Trade | -686589 | -63886 | -686589 | -2113518 | -2113518 | -553173 |
| Avg Bars in Trades | 67 | 79 | 54 | 67 | 79 | 54 |
| Avg Bars in Winners | 27 | 31 | 25 | 38 | 28 | 44 |
| Avg Bars in Losers | 102 | 111 | 90 | 92 | 109 | 68 |
| Bars Traded | 5104 | 3030 | 2073 | 5104 | 3030 | 2073 |
| Profit Streak | 10.5347 | 0 | 12.5347 | 10.5347 | 0 | 12.5347 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -634927 | -583191 | -579467 | -287820 | -585881 | 596621 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5373,
"evaluation_days": 1791,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1610582400000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759207800807,
"expiration_time": 1763832672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 16,
"offset": 197
}
}
} {
"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": [
[
-1248912.10743023,
-54476.0033953324,
-1194436.104034897,
482060.9144909396,
-4962139.680906894,
5444200.595397831
],
[
-1248.912107,
-54.476003,
-1194.436104,
482.060914,
-4962.139681,
5444.200595
],
[
-0.697327,
-0.030417,
-0.66691,
0.098396,
0,
0.224447
],
[
295.849057,
295.849057,
295.849057,
295.849057,
295.849057,
295.849057
],
[
-1273933,
-146299,
-724774,
-3067452,
-4979364,
-1151234
],
[
0.271974,
0.827094,
0.147085,
1.052571,
0.289376,
3.489396
],
[
76,
38,
38,
76,
38,
38
],
[
36,
15,
21,
36,
14,
22
],
[
40,
23,
17,
40,
24,
16
],
[
47.368421,
39.473684,
55.263158,
47.368421,
36.842105,
57.894737
],
[
0.302193,
1.26821,
0.119069,
1.169523,
0.496073,
2.537743
],
[
77883,
77883,
36661,
4255804,
565366,
4255804
],
[
-686589,
-63886,
-686589,
-2113518,
-2113518,
-553173
],
[
67,
79,
54,
67,
79,
54
],
[
27,
31,
25,
38,
28,
44
],
[
102,
111,
90,
92,
109,
68
],
[
5104,
3030,
2073,
5104,
3030,
2073
],
[
10.534731,
0,
12.534731,
10.534732,
0,
12.534732
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-634927,
-583191,
-579467,
-287820,
-585881,
596621
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5373,
"evaluation_days": 1791,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1610582400000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759207800807,
"expiration_time": 1763832672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 16,
"offset": 197
}
}
}
| # | 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) |
|---|