| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2625830.1363 | 2596190.522 | 29639.6143 | 11491.0031 | 336869.8694 | -325378.8663 |
| Total P&L (%) | 2625.8301 | 2596.1905 | 29.6396 | 11.491 | 336.8699 | -325.3789 |
| Avg Daily Profit (%) | 1.4608 | 1.4443 | 0.0165 | 0.0061 | 0.0821 | 0 |
| Buy And Hold Return (%) | 299.9862 | 299.9862 | 299.9862 | 299.9862 | 299.9862 | 299.9862 |
| Max Trade Drawdown | -236882 | -237807 | -70024 | -3596420 | -3244664 | -1208940 |
| Profit Factor | 5.3169 | 7.5047 | 1.1417 | 1.0017 | 1.0841 | 0.8842 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
| Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Profitability (%) | 37.3333 | 32.4324 | 42.1053 | 37.3333 | 32.4324 | 42.1053 |
| Ratio Avg Win / Avg Loss | 8.9249 | 15.6347 | 1.5699 | 1.6814 | 2.2586 | 1.2158 |
| Largest Winning Trade | 2833998 | 2833998 | 37871 | 3581534 | 3581534 | 882798 |
| Largest Losing Trade | -36831 | -36831 | -29656 | -1023274 | -787552 | -1023274 |
| Avg Bars in Trades | 39 | 60 | 19 | 39 | 60 | 19 |
| Avg Bars in Winners | 56 | 102 | 22 | 56 | 102 | 22 |
| Avg Bars in Losers | 30 | 41 | 17 | 30 | 41 | 17 |
| Bars Traded | 2994 | 2253 | 741 | 2994 | 2253 | 741 |
| 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 | -44436 | 555378 | -402896 | -634279 | -344620 | -581890 |
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3595,
"evaluation_days": 1797.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1608984000000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759791978491,
"expiration_time": 1764411120000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 167,
"offset": 0,
"std": 4.67377
}
}
} {
"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": [
[
2625830.1362985536,
2596190.5220469637,
29639.6142515913,
11491.0030670152,
336869.8693890454,
-325378.8663220295
],
[
2625.830136,
2596.190522,
29.639614,
11.491003,
336.869869,
-325.378866
],
[
1.460823,
1.444334,
0.016489,
0.006052,
0.082062,
0
],
[
299.98619,
299.98619,
299.98619,
299.98619,
299.98619,
299.98619
],
[
-236882,
-237807,
-70024,
-3596420,
-3244664,
-1208940
],
[
5.316933,
7.504655,
1.141725,
1.001686,
1.084126,
0.88424
],
[
75,
37,
38,
75,
37,
38
],
[
28,
12,
16,
28,
12,
16
],
[
47,
25,
22,
47,
25,
22
],
[
37.333333,
32.432432,
42.105263,
37.333333,
32.432432,
42.105263
],
[
8.924852,
15.634699,
1.569872,
1.681402,
2.258596,
1.215831
],
[
2833998,
2833998,
37871,
3581534,
3581534,
882798
],
[
-36831,
-36831,
-29656,
-1023274,
-787552,
-1023274
],
[
39,
60,
19,
39,
60,
19
],
[
56,
102,
22,
56,
102,
22
],
[
30,
41,
17,
30,
41,
17
],
[
2994,
2253,
741,
2994,
2253,
741
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-44436,
555378,
-402896,
-634279,
-344620,
-581890
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3595,
"evaluation_days": 1797.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1608984000000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759791978491,
"expiration_time": 1764411120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 167,
"offset": 0,
"std": 4.67377
}
}
}
| # | 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) |
|---|