| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2261965.841 | 2188821.0175 | 73144.8235 | 2371710.5241 | -887444.0648 | 3259154.5888 |
| Total P&L (%) | 2261.9658 | 2188.821 | 73.1448 | 2371.7105 | -887.4441 | 3259.1546 |
| Avg Daily Profit (%) | 1.261 | 1.2202 | 0.0408 | 0.179 | 0 | 0.1961 |
| Buy And Hold Return (%) | 534.7889 | 534.7889 | 534.7889 | 534.7889 | 534.7889 | 534.7889 |
| Max Trade Drawdown | -223205 | -256185 | -37732 | -43932959 | -47653640 | -5567118 |
| Profit Factor | 2.9067 | 3.4589 | 1.247 | 1.0208 | 0.9899 | 1.1254 |
| Total Trades | 393 | 196 | 197 | 393 | 196 | 197 |
| Winning Trades | 179 | 81 | 98 | 179 | 81 | 98 |
| Losing Trades | 214 | 115 | 99 | 214 | 115 | 99 |
| Profitability (%) | 45.5471 | 41.3265 | 49.7462 | 45.5471 | 41.3265 | 49.7462 |
| Ratio Avg Win / Avg Loss | 3.475 | 4.9108 | 1.2597 | 1.2204 | 1.4054 | 1.1369 |
| Largest Winning Trade | 1774539 | 1774539 | 17155 | 26941505 | 26941505 | 2871124 |
| Largest Losing Trade | -41862 | -41862 | -14836 | -7127066 | -7127066 | -2026063 |
| Avg Bars in Trades | 53 | 99 | 8 | 53 | 99 | 8 |
| Avg Bars in Winners | 69 | 141 | 9 | 69 | 141 | 9 |
| Avg Bars in Losers | 41 | 70 | 7 | 41 | 70 | 7 |
| Bars Traded | 21221 | 19515 | 1706 | 21221 | 19515 | 1706 |
| Profit Streak | 2.9913 | 0 | 6.4913 | 2.9913 | 0 | 6.4913 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 585515 | 543755 | -303108 | -192449 | -582013 | -73808 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21525,
"evaluation_days": 1793.75,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605081600000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759513649445,
"expiration_time": 1765086480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 83,
"offset": 0,
"scalar": 4
}
},
"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": [
[
2261965.8409900516,
2188821.017516139,
73144.8234739128,
2371710.524057792,
-887444.064780485,
3259154.588838266
],
[
2261.965841,
2188.821018,
73.144823,
2371.710524,
-887.444065,
3259.154589
],
[
1.261026,
1.220249,
0.040778,
0.178975,
0,
0.19611
],
[
534.788865,
534.788865,
534.788865,
534.788865,
534.788865,
534.788865
],
[
-223205,
-256185,
-37732,
-43932959,
-47653640,
-5567118
],
[
2.906652,
3.458893,
1.246953,
1.020808,
0.989915,
1.12543
],
[
393,
196,
197,
393,
196,
197
],
[
179,
81,
98,
179,
81,
98
],
[
214,
115,
99,
214,
115,
99
],
[
45.547074,
41.326531,
49.746193,
45.547074,
41.326531,
49.746193
],
[
3.474991,
4.910774,
1.259677,
1.220407,
1.405435,
1.136914
],
[
1774539,
1774539,
17155,
26941505,
26941505,
2871124
],
[
-41862,
-41862,
-14836,
-7127066,
-7127066,
-2026063
],
[
53,
99,
8,
53,
99,
8
],
[
69,
141,
9,
69,
141,
9
],
[
41,
70,
7,
41,
70,
7
],
[
21221,
19515,
1706,
21221,
19515,
1706
],
[
2.991313,
0,
6.491313,
2.991313,
0,
6.491313
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
585515,
543755,
-303108,
-192449,
-582013,
-73808
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21525,
"evaluation_days": 1793.75,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605081600000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759513649445,
"expiration_time": 1765086480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 83,
"offset": 0,
"scalar": 4
}
},
"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) |
|---|