| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2770604.7223 | -137074.3985 | -2633530.3238 | 1386255.1564 | -16848898.134 | 18235153.2904 |
| Total P&L (%) | -2770.6047 | -137.0744 | -2633.5303 | 1386.2552 | -16848.8981 | 18235.1533 |
| Avg Daily Profit (%) | -1.5367 | -0.076 | -1.4606 | 0.1498 | 0 | 0.2895 |
| Buy And Hold Return (%) | 151.4776 | 151.4776 | 151.4776 | 151.4776 | 151.4776 | 151.4776 |
| Max Trade Drawdown | -2908753 | -215543 | -1679013 | -16684591 | -17457334 | -1396739 |
| Profit Factor | 0.1269 | 0.5825 | 0.0743 | 1.06 | 0.1209 | 5.6498 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
| Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
| Profitability (%) | 78.0488 | 70.7317 | 85.3659 | 78.0488 | 70.7317 | 85.3659 |
| Ratio Avg Win / Avg Loss | 0.0357 | 0.241 | 0.0127 | 0.2981 | 0.05 | 0.9685 |
| Largest Winning Trade | 21915 | 21915 | 20131 | 18260292 | 255880 | 18260292 |
| Largest Losing Trade | -1672413 | -67194 | -1672413 | -8073675 | -8073675 | -1396739 |
| Avg Bars in Trades | 62 | 79 | 46 | 62 | 79 | 46 |
| Avg Bars in Winners | 17 | 20 | 14 | 26 | 25 | 27 |
| Avg Bars in Losers | 223 | 221 | 229 | 190 | 209 | 152 |
| Bars Traded | 5135 | 3246 | 1888 | 5135 | 3246 | 1888 |
| Profit Streak | 155.7597 | 155.7597 | 297.093 | 155.7597 | 155.7597 | 297.093 |
| Trades During Streak | 19 | 9 | 11 | 19 | 9 | 11 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -583908 | -576523 | -574819 | -151937 | -576523 | 729160 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5409,
"evaluation_days": 1803,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1610035200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760235238925,
"expiration_time": 1764900576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 194,
"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": [
[
-2770604.7223234186,
-137074.3985349491,
-2633530.323788471,
1386255.1564257783,
-16848898.13400189,
18235153.29042765
],
[
-2770.604722,
-137.074399,
-2633.530324,
1386.255156,
-16848.898134,
18235.15329
],
[
-1.536664,
-0.076026,
-1.460638,
0.149798,
0,
0.289459
],
[
151.477576,
151.477576,
151.477576,
151.477576,
151.477576,
151.477576
],
[
-2908753,
-215543,
-1679013,
-16684591,
-17457334,
-1396739
],
[
0.126868,
0.5825,
0.074284,
1.060041,
0.120924,
5.649804
],
[
82,
41,
41,
82,
41,
41
],
[
64,
29,
35,
64,
29,
35
],
[
18,
12,
6,
18,
12,
6
],
[
78.04878,
70.731707,
85.365854,
78.04878,
70.731707,
85.365854
],
[
0.035682,
0.241034,
0.012734,
0.298137,
0.050037,
0.968538
],
[
21915,
21915,
20131,
18260292,
255880,
18260292
],
[
-1672413,
-67194,
-1672413,
-8073675,
-8073675,
-1396739
],
[
62,
79,
46,
62,
79,
46
],
[
17,
20,
14,
26,
25,
27
],
[
223,
221,
229,
190,
209,
152
],
[
5135,
3246,
1888,
5135,
3246,
1888
],
[
155.75971,
155.75971,
297.093043,
155.75971,
155.75971,
297.093043
],
[
19,
9,
11,
19,
9,
11
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-583908,
-576523,
-574819,
-151937,
-576523,
729160
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5409,
"evaluation_days": 1803,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1610035200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760235238925,
"expiration_time": 1764900576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 194,
"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) |
|---|