| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1484642.0396 | 1661513.0474 | -176871.0078 | -247058.0659 | -1339085.6273 | 1092027.5614 |
| Total P&L (%) | 1484.642 | 1661.513 | -176.871 | -247.0581 | -1339.0856 | 1092.0276 |
| Avg Daily Profit (%) | 0.8285 | 0.9272 | -0.0987 | 0 | 0 | 0.1384 |
| Buy And Hold Return (%) | 174.4893 | 174.4893 | 174.4893 | 174.4893 | 174.4893 | 174.4893 |
| Max Trade Drawdown | -226606 | -240062 | -200788 | -5888139 | -6646786 | -1367057 |
| Profit Factor | 2.517 | 4.375 | 0.6363 | 0.981 | 0.848 | 1.2606 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 43 | 20 | 23 | 60 | 33 | 27 |
| Losing Trades | 61 | 32 | 29 | 44 | 19 | 25 |
| Profitability (%) | 41.3462 | 38.4615 | 44.2308 | 57.6923 | 63.4615 | 51.9231 |
| Ratio Avg Win / Avg Loss | 3.5706 | 7 | 0.8024 | 0.7194 | 0.4882 | 1.1672 |
| Largest Winning Trade | 1650865 | 1650865 | 39361 | 1127723 | 881928 | 1127723 |
| Largest Losing Trade | -182166 | -35201 | -182166 | -4969720 | -4969720 | -869857 |
| Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
| Avg Bars in Winners | 40 | 48 | 33 | 29 | 31 | 26 |
| Avg Bars in Losers | 28 | 30 | 26 | 38 | 46 | 33 |
| Bars Traded | 3462 | 1930 | 1532 | 3462 | 1930 | 1532 |
| Profit Streak | 0 | 0 | 42.525 | 24.025 | 31.525 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 536397 | -163929 | -762247 | -578959 | -758547 | -188049 |
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3584,
"evaluation_days": 1792,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1608249600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759322158740,
"expiration_time": 1763921664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 198,
"offset": 0,
"std": 3.38766
}
}
} {
"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": [
[
1484642.039557142,
1661513.0473832805,
-176871.0078261381,
-247058.0658791705,
-1339085.6272866938,
1092027.561407524
],
[
1484.64204,
1661.513047,
-176.871008,
-247.058066,
-1339.085627,
1092.027561
],
[
0.828483,
0.927184,
-0.0987,
0,
0,
0.13839
],
[
174.489315,
174.489315,
174.489315,
174.489315,
174.489315,
174.489315
],
[
-226606,
-240062,
-200788,
-5888139,
-6646786,
-1367057
],
[
2.516995,
4.375009,
0.636348,
0.980997,
0.848005,
1.260563
],
[
104,
52,
52,
104,
52,
52
],
[
43,
20,
23,
60,
33,
27
],
[
61,
32,
29,
44,
19,
25
],
[
41.346154,
38.461538,
44.230769,
57.692308,
63.461538,
51.923077
],
[
3.570621,
7.000014,
0.802351,
0.719398,
0.488245,
1.167188
],
[
1650865,
1650865,
39361,
1127723,
881928,
1127723
],
[
-182166,
-35201,
-182166,
-4969720,
-4969720,
-869857
],
[
33,
37,
29,
33,
37,
29
],
[
40,
48,
33,
29,
31,
26
],
[
28,
30,
26,
38,
46,
33
],
[
3462,
1930,
1532,
3462,
1930,
1532
],
[
0,
0,
42.524985,
24.024985,
31.524985,
0
],
[
0,
0,
1,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
536397,
-163929,
-762247,
-578959,
-758547,
-188049
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3584,
"evaluation_days": 1792,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1608249600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759322158740,
"expiration_time": 1763921664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 198,
"offset": 0,
"std": 3.38766
}
}
}
| # | 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) |
|---|