| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1450315.4018 | 1482473.7141 | -32158.3123 | 325133.4855 | -543864.2735 | 868997.759 |
| Total P&L (%) | 1450.3154 | 1482.4737 | -32.1583 | 325.1335 | -543.8643 | 868.9978 |
| Avg Daily Profit (%) | 0.8127 | 0.8307 | -0.018 | 0.0811 | 0 | 0.1273 |
| Buy And Hold Return (%) | 368.45 | 368.45 | 368.45 | 368.45 | 368.45 | 368.45 |
| Max Trade Drawdown | -96144 | -123538 | -180727 | -725473 | -1410594 | -343348 |
| Profit Factor | 2.7387 | 4.7397 | 0.9265 | 1.071 | 0.8004 | 1.469 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
| Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
| Profitability (%) | 34.127 | 28.5714 | 39.6825 | 34.127 | 28.5714 | 39.6825 |
| Ratio Avg Win / Avg Loss | 5.2863 | 11.8492 | 1.4083 | 2.0673 | 2.0009 | 2.2329 |
| Largest Winning Trade | 1282358 | 1282358 | 58882 | 423759 | 392862 | 423759 |
| Largest Losing Trade | -50066 | -27644 | -50066 | -250698 | -250698 | -141071 |
| Avg Bars in Trades | 167 | 142 | 192 | 167 | 142 | 192 |
| Avg Bars in Winners | 349 | 339 | 356 | 349 | 339 | 356 |
| Avg Bars in Losers | 72 | 63 | 83 | 72 | 63 | 83 |
| Bars Traded | 21093 | 8994 | 12099 | 21093 | 8994 | 12099 |
| Profit Streak | 20.5176 | 21.8509 | 0 | 20.5176 | 21.8509 | 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 | 390194 | -141887 | -730081 | -396980 | -738482 | -175848 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605780000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758896719799,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 180,
"offset": 6,
"scalar": 2
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 26,
"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": [
[
1450315.4018166345,
1482473.7141129854,
-32158.3122963507,
325133.4855104332,
-543864.2734673274,
868997.7589777607
],
[
1450.315402,
1482.473714,
-32.158312,
325.133486,
-543.864273,
868.997759
],
[
0.812652,
0.830671,
-0.018019,
0.081125,
0,
0.127337
],
[
368.450046,
368.450046,
368.450046,
368.450046,
368.450046,
368.450046
],
[
-96144,
-123538,
-180727,
-725473,
-1410594,
-343348
],
[
2.738692,
4.739689,
0.926533,
1.071035,
0.80037,
1.469042
],
[
126,
63,
63,
126,
63,
63
],
[
43,
18,
25,
43,
18,
25
],
[
83,
45,
38,
83,
45,
38
],
[
34.126984,
28.571429,
39.68254,
34.126984,
28.571429,
39.68254
],
[
5.286313,
11.849223,
1.40833,
2.067347,
2.000925,
2.232943
],
[
1282358,
1282358,
58882,
423759,
392862,
423759
],
[
-50066,
-27644,
-50066,
-250698,
-250698,
-141071
],
[
167,
142,
192,
167,
142,
192
],
[
349,
339,
356,
349,
339,
356
],
[
72,
63,
83,
72,
63,
83
],
[
21093,
8994,
12099,
21093,
8994,
12099
],
[
20.51759,
21.850924,
0,
20.51759,
21.850924,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
390194,
-141887,
-730081,
-396980,
-738482,
-175848
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605780000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758896719799,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 180,
"offset": 6,
"scalar": 2
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 26,
"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) |
|---|