| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1101497.6786 | 1006054.841 | 95442.8377 | -135903.6688 | 11661.7976 | -147565.4664 |
| Total P&L (%) | 1101.4977 | 1006.0548 | 95.4428 | -135.9037 | 11.6618 | -147.5655 |
| Avg Daily Profit (%) | 0.6125 | 0.5594 | 0.0531 | 0 | 0.0061 | 0 |
| Buy And Hold Return (%) | 21.9622 | 21.9622 | 21.9622 | 21.9622 | 21.9622 | 21.9622 |
| Max Trade Drawdown | -70057 | -74008 | -46972 | -53082 | -10221 | -53922 |
| Profit Factor | 3.7653 | 6.9155 | 1.4181 | 0.4595 | 1.2159 | 0.2525 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 34 | 15 | 19 | 31 | 18 | 13 |
| Losing Trades | 32 | 18 | 14 | 35 | 15 | 20 |
| Profitability (%) | 51.5152 | 45.4545 | 57.5758 | 46.9697 | 54.5455 | 39.3939 |
| Ratio Avg Win / Avg Loss | 3.5438 | 8.2986 | 1.0449 | 0.5188 | 1.0132 | 0.3884 |
| Largest Winning Trade | 1065347 | 1065347 | 62541 | 10547 | 10547 | 9256 |
| Largest Losing Trade | -101742 | -28622 | -101742 | -101742 | -18561 | -101742 |
| Avg Bars in Trades | 48 | 33 | 62 | 48 | 33 | 62 |
| Avg Bars in Winners | 69 | 48 | 85 | 23 | 20 | 27 |
| Avg Bars in Losers | 25 | 20 | 32 | 69 | 48 | 85 |
| Bars Traded | 3174 | 1100 | 2074 | 3174 | 1100 | 2074 |
| Profit Streak | 0 | 0 | 0 | 37.8157 | 37.8157 | 43.3157 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -109850 | 642428 | -122200 | -709745 | -349727 | -584374 |
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3597,
"evaluation_days": 1798.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1613822400000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759865678978,
"expiration_time": 1764500112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1101497.6786472052,
1006054.8409934819,
95442.8376537244,
-135903.6687641206,
11661.7976224258,
-147565.4663865464
],
[
1101.497679,
1006.054841,
95.442838,
-135.903669,
11.661798,
-147.565466
],
[
0.612454,
0.559386,
0.053068,
0,
0.006133,
0
],
[
21.962166,
21.962166,
21.962166,
21.962166,
21.962166,
21.962166
],
[
-70057,
-74008,
-46972,
-53082,
-10221,
-53922
],
[
3.765254,
6.915462,
1.418127,
0.459471,
1.215886,
0.252487
],
[
66,
33,
33,
66,
33,
33
],
[
34,
15,
19,
31,
18,
13
],
[
32,
18,
14,
35,
15,
20
],
[
51.515152,
45.454545,
57.575758,
46.969697,
54.545455,
39.393939
],
[
3.543769,
8.298554,
1.044935,
0.518757,
1.013238,
0.388442
],
[
1065347,
1065347,
62541,
10547,
10547,
9256
],
[
-101742,
-28622,
-101742,
-101742,
-18561,
-101742
],
[
48,
33,
62,
48,
33,
62
],
[
69,
48,
85,
23,
20,
27
],
[
25,
20,
32,
69,
48,
85
],
[
3174,
1100,
2074,
3174,
1100,
2074
],
[
0,
0,
0,
37.815729,
37.815729,
43.315729
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-109850,
642428,
-122200,
-709745,
-349727,
-584374
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3597,
"evaluation_days": 1798.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1613822400000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759865678978,
"expiration_time": 1764500112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|