| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1890440.4588 | 1788985.7994 | 101454.6594 | 3029097.5522 | 6304417.08 | -3275319.5278 |
| Total P&L (%) | 1890.4405 | 1788.9858 | 101.4547 | 3029.0976 | 6304.4171 | -3275.3195 |
| Avg Daily Profit (%) | 1.0499 | 0.9935 | 0.0563 | 0.1914 | 0.2313 | 0 |
| Buy And Hold Return (%) | 219.0014 | 219.0014 | 219.0014 | 219.0014 | 219.0014 | 219.0014 |
| Max Trade Drawdown | -132661 | -142202 | -78602 | -12245347 | -8861907 | -10413092 |
| Profit Factor | 4.4961 | 6.9275 | 1.4246 | 1.0971 | 1.4063 | 0.7913 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
| Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
| Profitability (%) | 39.0625 | 31.25 | 46.875 | 39.0625 | 31.25 | 46.875 |
| Ratio Avg Win / Avg Loss | 7.0139 | 15.2404 | 1.6146 | 1.7114 | 3.0939 | 0.8968 |
| Largest Winning Trade | 1405551 | 1405551 | 47320 | 13431496 | 13431496 | 2266372 |
| Largest Losing Trade | -68344 | -44701 | -68344 | -9832746 | -3366251 | -9832746 |
| Avg Bars in Trades | 161 | 160 | 163 | 161 | 160 | 163 |
| Avg Bars in Winners | 266 | 276 | 259 | 266 | 276 | 259 |
| Avg Bars in Losers | 95 | 107 | 79 | 95 | 107 | 79 |
| Bars Traded | 10366 | 5134 | 5232 | 10366 | 5134 | 5232 |
| 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 | -127222 | 523374 | -282751 | -252716 | 101726 | -582025 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10804,
"evaluation_days": 1800.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1608048000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760069384932,
"expiration_time": 1764721728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 75,
"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": [
[
1890440.4588021953,
1788985.7993526086,
101454.6594495866,
3029097.552169296,
6304417.080004093,
-3275319.5278348
],
[
1890.440459,
1788.985799,
101.454659,
3029.097552,
6304.41708,
-3275.319528
],
[
1.049854,
0.993511,
0.056343,
0.191408,
0.231268,
0
],
[
219.001387,
219.001387,
219.001387,
219.001387,
219.001387,
219.001387
],
[
-132661,
-142202,
-78602,
-12245347,
-8861907,
-10413092
],
[
4.496087,
6.927455,
1.424644,
1.09706,
1.406331,
0.791289
],
[
64,
32,
32,
64,
32,
32
],
[
25,
10,
15,
25,
10,
15
],
[
39,
22,
17,
39,
22,
17
],
[
39.0625,
31.25,
46.875,
39.0625,
31.25,
46.875
],
[
7.013896,
15.240402,
1.614597,
1.711413,
3.093928,
0.896794
],
[
1405551,
1405551,
47320,
13431496,
13431496,
2266372
],
[
-68344,
-44701,
-68344,
-9832746,
-3366251,
-9832746
],
[
161,
160,
163,
161,
160,
163
],
[
266,
276,
259,
266,
276,
259
],
[
95,
107,
79,
95,
107,
79
],
[
10366,
5134,
5232,
10366,
5134,
5232
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-127222,
523374,
-282751,
-252716,
101726,
-582025
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10804,
"evaluation_days": 1800.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1608048000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760069384932,
"expiration_time": 1764721728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 75,
"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) |
|---|