| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1471741.5187 | 1465162.5228 | 6578.9959 | -226574.1586 | 411330.6947 | -637904.8533 |
| Total P&L (%) | 1471.7415 | 1465.1625 | 6.579 | -226.5742 | 411.3307 | -637.9049 |
| Avg Daily Profit (%) | 0.8219 | 0.8182 | 0.0037 | 0 | 0.0912 | 0 |
| Buy And Hold Return (%) | 206.0629 | 206.0629 | 206.0629 | 206.0629 | 206.0629 | 206.0629 |
| Max Trade Drawdown | -264049 | -58565 | -205484 | -820974 | -195331 | -650446 |
| Profit Factor | 4.0304 | 8.4954 | 1.0227 | 0.7757 | 2.4362 | 0.1187 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 23 | 11 | 12 | 32 | 18 | 14 |
| Losing Trades | 39 | 20 | 19 | 30 | 13 | 17 |
| Profitability (%) | 37.0968 | 35.4839 | 38.7097 | 51.6129 | 58.0645 | 45.1613 |
| Ratio Avg Win / Avg Loss | 6.8342 | 15.4461 | 1.6192 | 0.7272 | 1.7595 | 0.1442 |
| Largest Winning Trade | 961047 | 961047 | 65499 | 563440 | 563440 | 24791 |
| Largest Losing Trade | -103973 | -24867 | -103973 | -178801 | -104002 | -178801 |
| Avg Bars in Trades | 109 | 90 | 129 | 109 | 90 | 129 |
| Avg Bars in Winners | 250 | 208 | 288 | 42 | 54 | 26 |
| Avg Bars in Losers | 27 | 25 | 28 | 181 | 140 | 213 |
| Bars Traded | 6814 | 2807 | 4007 | 6814 | 2807 | 4007 |
| Profit Streak | 44.7761 | 45.7761 | 0 | 0 | 0 | 48.5261 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -142971 | 596945 | -552593 | -739068 | -72516 | -582137 |
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7163,
"evaluation_days": 1790.75,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1609999200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759214255927,
"expiration_time": 1763832024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 235
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 5,
"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": [
[
1471741.518712715,
1465162.522826278,
6578.9958864373,
-226574.1586022333,
411330.6946991181,
-637904.8533013514
],
[
1471.741519,
1465.162523,
6.578996,
-226.574159,
411.330695,
-637.904853
],
[
0.821858,
0.818184,
0.003674,
0,
0.091168,
0
],
[
206.062905,
206.062905,
206.062905,
206.062905,
206.062905,
206.062905
],
[
-264049,
-58565,
-205484,
-820974,
-195331,
-650446
],
[
4.030407,
8.49535,
1.022672,
0.775725,
2.436178,
0.118725
],
[
62,
31,
31,
62,
31,
31
],
[
23,
11,
12,
32,
18,
14
],
[
39,
20,
19,
30,
13,
17
],
[
37.096774,
35.483871,
38.709677,
51.612903,
58.064516,
45.16129
],
[
6.834169,
15.44609,
1.619231,
0.727242,
1.759462,
0.144166
],
[
961047,
961047,
65499,
563440,
563440,
24791
],
[
-103973,
-24867,
-103973,
-178801,
-104002,
-178801
],
[
109,
90,
129,
109,
90,
129
],
[
250,
208,
288,
42,
54,
26
],
[
27,
25,
28,
181,
140,
213
],
[
6814,
2807,
4007,
6814,
2807,
4007
],
[
44.77611,
45.77611,
0,
0,
0,
48.52611
],
[
1,
1,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-142971,
596945,
-552593,
-739068,
-72516,
-582137
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7163,
"evaluation_days": 1790.75,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1609999200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759214255927,
"expiration_time": 1763832024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 235
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 5,
"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) |
|---|