| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1346708.2121 | 1445799.9086 | -99091.6966 | -97664.518 | -13236.784 | -84427.734 |
| Total P&L (%) | 1346.7082 | 1445.7999 | -99.0917 | -97.6645 | -13.2368 | -84.4277 |
| Avg Daily Profit (%) | 0.7498 | 0.8049 | -0.0552 | -0.2089 | -0.0079 | -0.1035 |
| Buy And Hold Return (%) | 381.0755 | 381.0755 | 381.0755 | 381.0755 | 381.0755 | 381.0755 |
| Max Trade Drawdown | -178065 | -192366 | -192581 | -48825 | -29796 | -47933 |
| Profit Factor | 2.4207 | 4.0222 | 0.789 | 0.4594 | 0.7844 | 0.292 |
| Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
| Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
| Losing Trades | 78 | 46 | 32 | 78 | 46 | 32 |
| Profitability (%) | 44.6809 | 34.2857 | 54.9296 | 44.6809 | 34.2857 | 54.9296 |
| Ratio Avg Win / Avg Loss | 2.997 | 7.7091 | 0.6474 | 0.5688 | 1.5035 | 0.2396 |
| Largest Winning Trade | 1311953 | 1311953 | 51211 | 12658 | 12658 | 8380 |
| Largest Losing Trade | -99174 | -34309 | -99174 | -50938 | -8346 | -50938 |
| Avg Bars in Trades | 150 | 142 | 158 | 150 | 142 | 158 |
| Avg Bars in Winners | 225 | 255 | 207 | 225 | 255 | 207 |
| Avg Bars in Losers | 89 | 82 | 99 | 89 | 82 | 99 |
| Bars Traded | 21221 | 9948 | 11273 | 21221 | 9948 | 11273 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 468607 | -82726 | -666819 | -582473 | -678569 | -666819 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21554,
"evaluation_days": 1796.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606248000000,
"last_datapoint_time": 1759716000000,
"evaluation_time": 1759723029115,
"expiration_time": 1765302796800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 169,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 245,
"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": [
[
1346708.2120659598,
1445799.9086356612,
-99091.6965697014,
-97664.517964053,
-13236.7839944556,
-84427.7339695974
],
[
1346.708212,
1445.799909,
-99.091697,
-97.664518,
-13.236784,
-84.427734
],
[
0.749767,
0.804935,
-0.055168,
-0.208946,
-0.007905,
-0.103482
],
[
381.0755,
381.0755,
381.0755,
381.0755,
381.0755,
381.0755
],
[
-178065,
-192366,
-192581,
-48825,
-29796,
-47933
],
[
2.420652,
4.022151,
0.788964,
0.45941,
0.784448,
0.292033
],
[
141,
70,
71,
141,
70,
71
],
[
63,
24,
39,
63,
24,
39
],
[
78,
46,
32,
78,
46,
32
],
[
44.680851,
34.285714,
54.929577,
44.680851,
34.285714,
54.929577
],
[
2.996998,
7.709122,
0.647355,
0.568793,
1.503526,
0.239617
],
[
1311953,
1311953,
51211,
12658,
12658,
8380
],
[
-99174,
-34309,
-99174,
-50938,
-8346,
-50938
],
[
150,
142,
158,
150,
142,
158
],
[
225,
255,
207,
225,
255,
207
],
[
89,
82,
99,
89,
82,
99
],
[
21221,
9948,
11273,
21221,
9948,
11273
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
468607,
-82726,
-666819,
-582473,
-678569,
-666819
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21554,
"evaluation_days": 1796.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606248000000,
"last_datapoint_time": 1759716000000,
"evaluation_time": 1759723029115,
"expiration_time": 1765302796800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 169,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 245,
"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) |
|---|