| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 667957.1037 | 756266.876 | -88309.7723 | -41036.998 | 2628708.4075 | -2669745.4055 |
| Total P&L (%) | 667.9571 | 756.2669 | -88.3098 | -41.037 | 2628.7084 | -2669.7454 |
| Avg Daily Profit (%) | 0.3705 | 0.4195 | -0.049 | -0.0293 | 0.1836 | 0 |
| Buy And Hold Return (%) | 209.3627 | 209.3627 | 209.3627 | 209.3627 | 209.3627 | 209.3627 |
| Max Trade Drawdown | -350872 | -297014 | -127618 | -9019260 | -7391858 | -2821044 |
| Profit Factor | 1.5284 | 1.9058 | 0.7943 | 0.9972 | 1.2881 | 0.5184 |
| Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
| Winning Trades | 108 | 50 | 58 | 108 | 50 | 58 |
| Losing Trades | 145 | 76 | 69 | 145 | 76 | 69 |
| Profitability (%) | 42.6877 | 39.6825 | 45.6693 | 42.6877 | 39.6825 | 45.6693 |
| Ratio Avg Win / Avg Loss | 2.052 | 2.8967 | 0.9449 | 1.3388 | 1.9579 | 0.6167 |
| Largest Winning Trade | 454165 | 454165 | 23359 | 3791483 | 3791483 | 467060 |
| Largest Losing Trade | -41882 | -39304 | -41882 | -1807539 | -1807539 | -1697202 |
| Avg Bars in Trades | 82 | 140 | 24 | 82 | 140 | 24 |
| Avg Bars in Winners | 96 | 176 | 27 | 96 | 176 | 27 |
| Avg Bars in Losers | 71 | 117 | 22 | 71 | 117 | 22 |
| Bars Traded | 20852 | 17709 | 3143 | 20852 | 17709 | 3143 |
| Profit Streak | 17.9966 | 17.9966 | 34.5799 | 17.9966 | 17.9966 | 34.5799 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 327578 | 262736 | -581408 | -579156 | 192694 | -581408 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21632,
"evaluation_days": 1802.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605412800000,
"last_datapoint_time": 1760277600000,
"evaluation_time": 1760284504188,
"expiration_time": 1765884614400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 199,
"offset": 0,
"std": 2.92892
}
}
} {
"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": [
[
667957.1036563445,
756266.8759606642,
-88309.7723043198,
-41036.9979790933,
2628708.407507045,
-2669745.4054861413
],
[
667.957104,
756.266876,
-88.309772,
-41.036998,
2628.708408,
-2669.745405
],
[
0.370538,
0.419526,
-0.048988,
-0.0293,
0.183586,
0
],
[
209.362683,
209.362683,
209.362683,
209.362683,
209.362683,
209.362683
],
[
-350872,
-297014,
-127618,
-9019260,
-7391858,
-2821044
],
[
1.528373,
1.905755,
0.794255,
0.997202,
1.288125,
0.518401
],
[
253,
126,
127,
253,
126,
127
],
[
108,
50,
58,
108,
50,
58
],
[
145,
76,
69,
145,
76,
69
],
[
42.687747,
39.68254,
45.669291,
42.687747,
39.68254,
45.669291
],
[
2.051982,
2.896747,
0.94489,
1.338836,
1.957949,
0.616718
],
[
454165,
454165,
23359,
3791483,
3791483,
467060
],
[
-41882,
-39304,
-41882,
-1807539,
-1807539,
-1697202
],
[
82,
140,
24,
82,
140,
24
],
[
96,
176,
27,
96,
176,
27
],
[
71,
117,
22,
71,
117,
22
],
[
20852,
17709,
3143,
20852,
17709,
3143
],
[
17.996576,
17.996576,
34.579909,
17.996576,
17.996576,
34.57991
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327578,
262736,
-581408,
-579156,
192694,
-581408
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21632,
"evaluation_days": 1802.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605412800000,
"last_datapoint_time": 1760277600000,
"evaluation_time": 1760284504188,
"expiration_time": 1765884614400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 199,
"offset": 0,
"std": 2.92892
}
}
}
| # | 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) |
|---|