| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1797419.1062 | 1840611.9988 | -43192.8927 | 93085.2729 | 386321.0708 | -293235.7979 |
| Total P&L (%) | 1797.4191 | 1840.612 | -43.1929 | 93.0853 | 386.3211 | -293.2358 |
| Avg Daily Profit (%) | 1.0001 | 1.0241 | -0.024 | 0.0366 | 0.088 | 0 |
| Buy And Hold Return (%) | 268.9479 | 268.9479 | 268.9479 | 268.9479 | 268.9479 | 268.9479 |
| Max Trade Drawdown | -151093 | -177751 | -170435 | -830514 | -966928 | -831395 |
| Profit Factor | 2.917 | 4.77 | 0.9039 | 1.0266 | 1.2101 | 0.8241 |
| Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
| Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
| Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
| Profitability (%) | 29.2818 | 27.4725 | 31.1111 | 29.2818 | 27.4725 | 31.1111 |
| Ratio Avg Win / Avg Loss | 7.0447 | 12.5927 | 2.0015 | 2.4792 | 3.1948 | 1.8247 |
| Largest Winning Trade | 1794390 | 1794390 | 61152 | 946427 | 946427 | 198526 |
| Largest Losing Trade | -32970 | -24388 | -32970 | -218608 | -127591 | -218608 |
| Avg Bars in Trades | 28 | 30 | 25 | 28 | 30 | 25 |
| Avg Bars in Winners | 64 | 65 | 63 | 64 | 65 | 63 |
| Avg Bars in Losers | 13 | 17 | 8 | 13 | 17 | 8 |
| Bars Traded | 5104 | 2795 | 2309 | 5104 | 2795 | 2309 |
| Profit Streak | 31.5818 | 31.9152 | 0 | 31.5818 | 31.9152 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 342753 | 79005 | -585381 | -509145 | -123464 | -585381 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5392,
"evaluation_days": 1797.33,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1610208000000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759759071381,
"expiration_time": 1764396288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
1797419.1061631397,
1840611.9988250113,
-43192.8926618712,
93085.2728713337,
386321.0707504497,
-293235.7978791161
],
[
1797.419106,
1840.611999,
-43.192893,
93.085273,
386.321071,
-293.235798
],
[
1.00005,
1.024081,
-0.024032,
0.036614,
0.088041,
0
],
[
268.947858,
268.947858,
268.947858,
268.947858,
268.947858,
268.947858
],
[
-151093,
-177751,
-170435,
-830514,
-966928,
-831395
],
[
2.916955,
4.769979,
0.903891,
1.026558,
1.210145,
0.824057
],
[
181,
91,
90,
181,
91,
90
],
[
53,
25,
28,
53,
25,
28
],
[
128,
66,
62,
128,
66,
62
],
[
29.281768,
27.472527,
31.111111,
29.281768,
27.472527,
31.111111
],
[
7.044722,
12.592745,
2.001472,
2.479234,
3.194783,
1.824697
],
[
1794390,
1794390,
61152,
946427,
946427,
198526
],
[
-32970,
-24388,
-32970,
-218608,
-127591,
-218608
],
[
28,
30,
25,
28,
30,
25
],
[
64,
65,
63,
64,
65,
63
],
[
13,
17,
8,
13,
17,
8
],
[
5104,
2795,
2309,
5104,
2795,
2309
],
[
31.581845,
31.915178,
0,
31.581845,
31.915178,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342753,
79005,
-585381,
-509145,
-123464,
-585381
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5392,
"evaluation_days": 1797.33,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1610208000000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759759071381,
"expiration_time": 1764396288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|