| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1896841.8955 | 1707040.753 | 189801.1425 | 36029088.8079 | -14513466.6311 | 50542555.439 |
| Total P&L (%) | 1896.8419 | 1707.0408 | 189.8011 | 36029.0888 | -14513.4666 | 50542.5554 |
| Avg Daily Profit (%) | 1.0561 | 0.9505 | 0.1057 | 0.3285 | 0 | 0.3473 |
| Buy And Hold Return (%) | 307.0856 | 307.0856 | 307.0856 | 307.0856 | 307.0856 | 307.0856 |
| Max Trade Drawdown | -74884 | -64260 | -43111 | -44781856 | -45692980 | -21276209 |
| Profit Factor | 5.6786 | 9.6687 | 1.9103 | 1.2476 | 0.8292 | 1.8353 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
| Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
| Profitability (%) | 40 | 31.4286 | 48.5714 | 40 | 31.4286 | 48.5714 |
| Ratio Avg Win / Avg Loss | 8.5178 | 21.0954 | 2.0226 | 1.8714 | 1.8092 | 1.9432 |
| Largest Winning Trade | 1139831 | 1139831 | 66441 | 23913871 | 22451012 | 23913871 |
| Largest Losing Trade | -37024 | -22881 | -37024 | -16507423 | -10239284 | -16507423 |
| Avg Bars in Trades | 49 | 39 | 59 | 49 | 39 | 59 |
| Avg Bars in Winners | 95 | 86 | 101 | 95 | 86 | 101 |
| Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
| Bars Traded | 3459 | 1379 | 2080 | 3459 | 1379 | 2080 |
| Profit Streak | 32.8847 | 33.8847 | 0 | 32.8847 | 33.8847 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -80993 | 510251 | -214615 | -92114 | -584690 | 439709 |
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3592,
"evaluation_days": 1796,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607342400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759655637746,
"expiration_time": 1764277632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 67,
"offset": 0,
"std": 1.50904
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 21,
"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": [
[
1896841.895463438,
1707040.7529720068,
189801.1424914306,
36029088.8079167,
-14513466.631056143,
50542555.43897283
],
[
1896.841895,
1707.040753,
189.801142,
36029.088808,
-14513.466631,
50542.555439
],
[
1.056148,
0.950468,
0.10568,
0.328472,
0,
0.347338
],
[
307.085645,
307.085645,
307.085645,
307.085645,
307.085645,
307.085645
],
[
-74884,
-64260,
-43111,
-44781856,
-45692980,
-21276209
],
[
5.678555,
9.668724,
1.910257,
1.247621,
0.829236,
1.835277
],
[
70,
35,
35,
70,
35,
35
],
[
28,
11,
17,
28,
11,
17
],
[
42,
24,
18,
42,
24,
18
],
[
40,
31.428571,
48.571429,
40,
31.428571,
48.571429
],
[
8.517832,
21.095397,
2.022625,
1.871431,
1.809242,
1.943234
],
[
1139831,
1139831,
66441,
23913871,
22451012,
23913871
],
[
-37024,
-22881,
-37024,
-16507423,
-10239284,
-16507423
],
[
49,
39,
59,
49,
39,
59
],
[
95,
86,
101,
95,
86,
101
],
[
18,
17,
19,
18,
17,
19
],
[
3459,
1379,
2080,
3459,
1379,
2080
],
[
32.884696,
33.884696,
0,
32.884696,
33.884696,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-80993,
510251,
-214615,
-92114,
-584690,
439709
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3592,
"evaluation_days": 1796,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607342400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759655637746,
"expiration_time": 1764277632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 67,
"offset": 0,
"std": 1.50904
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 21,
"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) |
|---|