| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 895031.0356 | 958237.2049 | -63206.1693 | -240394.4018 | 2243111.8817 | -2483506.2835 |
| Total P&L (%) | 895.031 | 958.2372 | -63.2062 | -240.3944 | 2243.1119 | -2483.5063 |
| Avg Daily Profit (%) | 0.4965 | 0.5316 | -0.0351 | 0 | 0.1751 | 0 |
| Buy And Hold Return (%) | 374.5337 | 374.5337 | 374.5337 | 374.5337 | 374.5337 | 374.5337 |
| Max Trade Drawdown | -191920 | -126275 | -217716 | -2259468 | -154203 | -2524669 |
| Profit Factor | 2.1956 | 4.2066 | 0.8595 | 0.925 | 8.8075 | 0.149 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 34 | 13 | 21 | 49 | 32 | 17 |
| Losing Trades | 48 | 28 | 20 | 33 | 9 | 24 |
| Profitability (%) | 41.4634 | 31.7073 | 51.2195 | 59.7561 | 78.0488 | 41.4634 |
| Ratio Avg Win / Avg Loss | 3.0997 | 9.0603 | 0.8185 | 0.623 | 2.4771 | 0.2103 |
| Largest Winning Trade | 647146 | 647146 | 61106 | 1584071 | 1584071 | 125650 |
| Largest Losing Trade | -115937 | -35739 | -115937 | -2120318 | -84538 | -2120318 |
| Avg Bars in Trades | 257 | 228 | 286 | 257 | 228 | 286 |
| Avg Bars in Winners | 371 | 370 | 371 | 194 | 203 | 177 |
| Avg Bars in Losers | 175 | 161 | 195 | 349 | 314 | 362 |
| Bars Traded | 21075 | 9348 | 11727 | 21075 | 9348 | 11727 |
| Profit Streak | 0 | 0 | 0 | 89.9965 | 155.9132 | 89.9965 |
| Trades During Streak | 0 | 0 | 0 | 5 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -1638 | 270111 | -580584 | -586566 | 746400 | -583102 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21632,
"evaluation_days": 1802.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606392000000,
"last_datapoint_time": 1760277600000,
"evaluation_time": 1760284498809,
"expiration_time": 1765884614400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 121,
"offset": 144
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 120,
"offset": 46
}
}
} {
"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": [
[
895031.0355862447,
958237.2048810516,
-63206.1692948065,
-240394.4018385769,
2243111.881696102,
-2483506.2835346814
],
[
895.031036,
958.237205,
-63.206169,
-240.394402,
2243.111882,
-2483.506284
],
[
0.496503,
0.531566,
-0.035063,
0,
0.175119,
0
],
[
374.533736,
374.533736,
374.533736,
374.533736,
374.533736,
374.533736
],
[
-191920,
-126275,
-217716,
-2259468,
-154203,
-2524669
],
[
2.195601,
4.206581,
0.85947,
0.925006,
8.807528,
0.148965
],
[
82,
41,
41,
82,
41,
41
],
[
34,
13,
21,
49,
32,
17
],
[
48,
28,
20,
33,
9,
24
],
[
41.463415,
31.707317,
51.219512,
59.756098,
78.04878,
41.463415
],
[
3.099671,
9.060328,
0.818543,
0.622963,
2.477117,
0.210303
],
[
647146,
647146,
61106,
1584071,
1584071,
125650
],
[
-115937,
-35739,
-115937,
-2120318,
-84538,
-2120318
],
[
257,
228,
286,
257,
228,
286
],
[
371,
370,
371,
194,
203,
177
],
[
175,
161,
195,
349,
314,
362
],
[
21075,
9348,
11727,
21075,
9348,
11727
],
[
0,
0,
0,
89.996514,
155.913181,
89.996514
],
[
0,
0,
0,
5,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-1638,
270111,
-580584,
-586566,
746400,
-583102
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21632,
"evaluation_days": 1802.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606392000000,
"last_datapoint_time": 1760277600000,
"evaluation_time": 1760284498809,
"expiration_time": 1765884614400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 121,
"offset": 144
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 120,
"offset": 46
}
}
}
| # | 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) |
|---|