| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 450058.322 | 545077.8273 | -95019.5053 | -154684.5252 | 2859809.9832 | -3014494.5084 |
| Total P&L (%) | 450.0583 | 545.0778 | -95.0195 | -154.6845 | 2859.81 | -3014.4945 |
| Avg Daily Profit (%) | 0.2506 | 0.3035 | -0.0529 | 0 | 0.1888 | 0 |
| Buy And Hold Return (%) | 361.6809 | 361.6809 | 361.6809 | 361.6809 | 361.6809 | 361.6809 |
| Max Trade Drawdown | -234636 | -178208 | -249650 | -3293282 | -1261630 | -3832218 |
| Profit Factor | 1.3716 | 1.913 | 0.8453 | 0.9766 | 2.3988 | 0.3399 |
| Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
| Winning Trades | 100 | 50 | 50 | 140 | 71 | 69 |
| Losing Trades | 136 | 68 | 68 | 96 | 47 | 49 |
| Profitability (%) | 42.3729 | 42.3729 | 42.3729 | 59.322 | 60.1695 | 58.4746 |
| Ratio Avg Win / Avg Loss | 1.8654 | 2.6017 | 1.1495 | 0.6697 | 1.5879 | 0.2414 |
| Largest Winning Trade | 219790 | 219790 | 34836 | 1840412 | 1840412 | 440052 |
| Largest Losing Trade | -117629 | -44421 | -117629 | -3149838 | -690559 | -3149838 |
| Avg Bars in Trades | 89 | 115 | 63 | 89 | 115 | 63 |
| Avg Bars in Winners | 124 | 157 | 91 | 72 | 99 | 45 |
| Avg Bars in Losers | 63 | 85 | 42 | 114 | 140 | 89 |
| Bars Traded | 21168 | 13669 | 7499 | 21168 | 13669 | 7499 |
| Profit Streak | 19.0064 | 0 | 43.8397 | 0 | 48.2564 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -81242 | -826 | -581764 | -578334 | 509443 | -579920 |
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21549,
"evaluation_days": 1795.75,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606190400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759680550964,
"expiration_time": 1765265500800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 237,
"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": [
[
450058.3220086907,
545077.8273274594,
-95019.5053187684,
-154684.5252224391,
2859809.9832037836,
-3014494.5084262253
],
[
450.058322,
545.077827,
-95.019505,
-154.684525,
2859.809983,
-3014.494508
],
[
0.250624,
0.303538,
-0.052914,
0,
0.18883,
0
],
[
361.680897,
361.680897,
361.680897,
361.680897,
361.680897,
361.680897
],
[
-234636,
-178208,
-249650,
-3293282,
-1261630,
-3832218
],
[
1.37163,
1.913005,
0.845251,
0.976602,
2.398809,
0.339865
],
[
236,
118,
118,
236,
118,
118
],
[
100,
50,
50,
140,
71,
69
],
[
136,
68,
68,
96,
47,
49
],
[
42.372881,
42.372881,
42.372881,
59.322034,
60.169492,
58.474576
],
[
1.865417,
2.601687,
1.149542,
0.66967,
1.587944,
0.241353
],
[
219790,
219790,
34836,
1840412,
1840412,
440052
],
[
-117629,
-44421,
-117629,
-3149838,
-690559,
-3149838
],
[
89,
115,
63,
89,
115,
63
],
[
124,
157,
91,
72,
99,
45
],
[
63,
85,
42,
114,
140,
89
],
[
21168,
13669,
7499,
21168,
13669,
7499
],
[
19.006377,
0,
43.83971,
0,
48.256377,
0
],
[
1,
0,
1,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-81242,
-826,
-581764,
-578334,
509443,
-579920
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21549,
"evaluation_days": 1795.75,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606190400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759680550964,
"expiration_time": 1765265500800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 237,
"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) |
|---|