| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 977848.8621 | 1173641.8362 | -195792.9741 | -98527.8768 | 34940.6826 | -133468.5594 |
| Total P&L (%) | 977.8489 | 1173.6418 | -195.793 | -98.5279 | 34.9407 | -133.4686 |
| Avg Daily Profit (%) | 0.5441 | 0.653 | -0.1089 | -0.2344 | 0.0167 | 0 |
| Buy And Hold Return (%) | 327.9038 | 327.9038 | 327.9038 | 327.9038 | 327.9038 | 327.9038 |
| Max Trade Drawdown | -163865 | -151376 | -259013 | -79744 | -14198 | -106987 |
| Profit Factor | 2.0548 | 4.3706 | 0.6618 | 0.4465 | 2.1522 | 0.0963 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
| Profitability (%) | 36.7347 | 32.6531 | 40.8163 | 36.7347 | 32.6531 | 40.8163 |
| Ratio Avg Win / Avg Loss | 3.5388 | 9.0144 | 0.9595 | 0.769 | 4.4388 | 0.1396 |
| Largest Winning Trade | 1114210 | 1114210 | 68389 | 38635 | 38635 | 4657 |
| Largest Losing Trade | -94906 | -42341 | -94906 | -70565 | -14198 | -70565 |
| Avg Bars in Trades | 215 | 182 | 247 | 215 | 182 | 247 |
| Avg Bars in Winners | 383 | 338 | 419 | 383 | 338 | 419 |
| Avg Bars in Losers | 117 | 107 | 129 | 117 | 107 | 129 |
| Bars Traded | 21107 | 8964 | 12143 | 21107 | 8964 | 12143 |
| Profit Streak | 35.8956 | 49.0623 | 0 | 35.8956 | 49.0623 | 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 | 266501 | 380155 | -584253 | -585132 | -338344 | -583975 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21568,
"evaluation_days": 1797.33,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606140000000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759822180390,
"expiration_time": 1765407225600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 217,
"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": [
[
977848.8621035637,
1173641.8361833014,
-195792.9740797383,
-98527.8767948292,
34940.6826458231,
-133468.5594406523
],
[
977.848862,
1173.641836,
-195.792974,
-98.527877,
34.940683,
-133.468559
],
[
0.544056,
0.652992,
-0.108935,
-0.234432,
0.016674,
0
],
[
327.903834,
327.903834,
327.903834,
327.903834,
327.903834,
327.903834
],
[
-163865,
-151376,
-259013,
-79744,
-14198,
-106987
],
[
2.054806,
4.370642,
0.661753,
0.446531,
2.152161,
0.096308
],
[
98,
49,
49,
98,
49,
49
],
[
36,
16,
20,
36,
16,
20
],
[
62,
33,
29,
62,
33,
29
],
[
36.734694,
32.653061,
40.816327,
36.734694,
32.653061,
40.816327
],
[
3.538832,
9.014449,
0.959542,
0.769025,
4.438833,
0.139647
],
[
1114210,
1114210,
68389,
38635,
38635,
4657
],
[
-94906,
-42341,
-94906,
-70565,
-14198,
-70565
],
[
215,
182,
247,
215,
182,
247
],
[
383,
338,
419,
383,
338,
419
],
[
117,
107,
129,
117,
107,
129
],
[
21107,
8964,
12143,
21107,
8964,
12143
],
[
35.895606,
49.062273,
0,
35.895606,
49.062273,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
266501,
380155,
-584253,
-585132,
-338344,
-583975
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21568,
"evaluation_days": 1797.33,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606140000000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759822180390,
"expiration_time": 1765407225600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 217,
"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) |
|---|