| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 714700.9177 | 783493.6238 | -68792.7062 | -17387.2635 | 467568.4906 | -484955.7541 |
| Total P&L (%) | 714.7009 | 783.4936 | -68.7927 | -17.3873 | 467.5685 | -484.9558 |
| Avg Daily Profit (%) | 0.3994 | 0.4378 | -0.0384 | -0.0107 | 0.0971 | 0 |
| Buy And Hold Return (%) | 314.5604 | 314.5604 | 314.5604 | 314.5604 | 314.5604 | 314.5604 |
| Max Trade Drawdown | -155565 | -186863 | -179758 | -708828 | -574190 | -679121 |
| Profit Factor | 1.4906 | 2.0724 | 0.9053 | 0.9939 | 1.341 | 0.6682 |
| Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
| Winning Trades | 145 | 66 | 79 | 145 | 66 | 79 |
| Losing Trades | 147 | 80 | 67 | 147 | 80 | 67 |
| Profitability (%) | 49.6575 | 45.2055 | 54.1096 | 49.6575 | 45.2055 | 54.1096 |
| Ratio Avg Win / Avg Loss | 1.5112 | 2.512 | 0.7677 | 1.0076 | 1.6254 | 0.5667 |
| Largest Winning Trade | 437239 | 437239 | 30003 | 339233 | 339233 | 85312 |
| Largest Losing Trade | -55165 | -36410 | -55165 | -250152 | -118699 | -250152 |
| Avg Bars in Trades | 72 | 90 | 54 | 72 | 90 | 54 |
| Avg Bars in Winners | 81 | 94 | 70 | 81 | 94 | 70 |
| Avg Bars in Losers | 64 | 88 | 35 | 64 | 88 | 35 |
| Bars Traded | 21193 | 13257 | 7936 | 21193 | 13257 | 7936 |
| Profit Streak | 4.1362 | 0 | 120.1362 | 4.1362 | 0 | 120.1362 |
| Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 299786 | 300994 | -578885 | -577810 | -78421 | -578885 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21475,
"evaluation_days": 1789.58,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605650400000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759151770322,
"expiration_time": 1764713520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 162,
"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": [
[
714700.917666775,
783493.6238474676,
-68792.7061806926,
-17387.2635302824,
467568.4905714699,
-484955.754101752
],
[
714.700918,
783.493624,
-68.792706,
-17.387264,
467.568491,
-484.955754
],
[
0.399368,
0.437809,
-0.038441,
-0.010673,
0.097064,
0
],
[
314.560363,
314.560363,
314.560363,
314.560363,
314.560363,
314.560363
],
[
-155565,
-186863,
-179758,
-708828,
-574190,
-679121
],
[
1.490631,
2.072368,
0.905254,
0.993862,
1.340981,
0.668201
],
[
292,
146,
146,
292,
146,
146
],
[
145,
66,
79,
145,
66,
79
],
[
147,
80,
67,
147,
80,
67
],
[
49.657534,
45.205479,
54.109589,
49.657534,
45.205479,
54.109589
],
[
1.511191,
2.511962,
0.767747,
1.007571,
1.625431,
0.566702
],
[
437239,
437239,
30003,
339233,
339233,
85312
],
[
-55165,
-36410,
-55165,
-250152,
-118699,
-250152
],
[
72,
90,
54,
72,
90,
54
],
[
81,
94,
70,
81,
94,
70
],
[
64,
88,
35,
64,
88,
35
],
[
21193,
13257,
7936,
21193,
13257,
7936
],
[
4.13623,
0,
120.13623,
4.136231,
0,
120.136231
],
[
1,
0,
8,
1,
0,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
299786,
300994,
-578885,
-577810,
-78421,
-578885
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21475,
"evaluation_days": 1789.58,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605650400000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759151770322,
"expiration_time": 1764713520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 162,
"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) |
|---|