| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1750252.9185 | 1779061.8118 | -28808.8932 | 297878.0534 | -1140502.1114 | 1438380.1648 |
| Total P&L (%) | 1750.2529 | 1779.0618 | -28.8089 | 297.8781 | -1140.5021 | 1438.3802 |
| Avg Daily Profit (%) | 0.9807 | 0.9969 | -0.0161 | 0.0774 | 0 | 0.1533 |
| Buy And Hold Return (%) | 323.8008 | 323.8008 | 323.8008 | 323.8008 | 323.8008 | 323.8008 |
| Max Trade Drawdown | -165038 | -186414 | -118542 | -3621356 | -5032769 | -866286 |
| Profit Factor | 2.753 | 4.0507 | 0.9306 | 1.0257 | 0.8587 | 1.4063 |
| Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
| Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
| Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
| Profitability (%) | 37.3737 | 32.3232 | 42.4242 | 37.3737 | 32.3232 | 42.4242 |
| Ratio Avg Win / Avg Loss | 4.6132 | 8.4812 | 1.263 | 1.7187 | 1.7979 | 1.9085 |
| Largest Winning Trade | 1582098 | 1582098 | 53836 | 1950717 | 1950717 | 1159811 |
| Largest Losing Trade | -35781 | -35781 | -26097 | -1196842 | -1196842 | -345938 |
| Avg Bars in Trades | 106 | 147 | 65 | 106 | 147 | 65 |
| Avg Bars in Winners | 161 | 249 | 94 | 161 | 249 | 94 |
| Avg Bars in Losers | 73 | 99 | 44 | 73 | 99 | 44 |
| Bars Traded | 21110 | 14613 | 6496 | 21110 | 14613 | 6496 |
| 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 | 491023 | 441623 | -582347 | -450441 | -585164 | 159022 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605859200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758937994169,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 33,
"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": [
[
1750252.9185243663,
1779061.8117664529,
-28808.8932420873,
297878.0534179505,
-1140502.1114109037,
1438380.164828853
],
[
1750.252919,
1779.061812,
-28.808893,
297.878053,
-1140.502111,
1438.380165
],
[
0.980715,
0.996858,
-0.016142,
0.07741,
0,
0.153273
],
[
323.800804,
323.800804,
323.800804,
323.800804,
323.800804,
323.800804
],
[
-165038,
-186414,
-118542,
-3621356,
-5032769,
-866286
],
[
2.753023,
4.050699,
0.930624,
1.025654,
0.858692,
1.406279
],
[
198,
99,
99,
198,
99,
99
],
[
74,
32,
42,
74,
32,
42
],
[
124,
67,
57,
124,
67,
57
],
[
37.373737,
32.323232,
42.424242,
37.373737,
32.323232,
42.424242
],
[
4.613174,
8.481152,
1.262989,
1.718663,
1.797886,
1.908521
],
[
1582098,
1582098,
53836,
1950717,
1950717,
1159811
],
[
-35781,
-35781,
-26097,
-1196842,
-1196842,
-345938
],
[
106,
147,
65,
106,
147,
65
],
[
161,
249,
94,
161,
249,
94
],
[
73,
99,
44,
73,
99,
44
],
[
21110,
14613,
6496,
21110,
14613,
6496
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
491023,
441623,
-582347,
-450441,
-585164,
159022
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21416,
"evaluation_days": 1784.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605859200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758937994169,
"expiration_time": 1764273427200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 33,
"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) |
|---|