| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1288417.2479 | 8274.9996 | -1296692.2475 | -108894.7308 | 11159883.0268 | -11268777.7576 |
| Total P&L (%) | -1288.4172 | 8.275 | -1296.6922 | -108.8947 | 11159.883 | -11268.7778 |
| Avg Daily Profit (%) | -0.7185 | 0.0046 | -0.7231 | 0 | 0.2638 | 0 |
| Buy And Hold Return (%) | 388.2855 | 388.2855 | 388.2855 | 388.2855 | 388.2855 | 388.2855 |
| Max Trade Drawdown | -1449194 | -368345 | -1384296 | -29466689 | -4680749 | -25602797 |
| Profit Factor | 0.5019 | 1.0135 | 0.3423 | 0.9974 | 2.3511 | 0.6658 |
| Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
| Winning Trades | 129 | 61 | 68 | 151 | 81 | 70 |
| Losing Trades | 145 | 76 | 69 | 123 | 56 | 67 |
| Profitability (%) | 47.0803 | 44.5255 | 49.635 | 55.1095 | 59.1241 | 51.0949 |
| Ratio Avg Win / Avg Loss | 0.5642 | 1.2627 | 0.3474 | 0.8125 | 1.6254 | 0.6373 |
| Largest Winning Trade | 82798 | 82798 | 33885 | 10639091 | 8686144 | 10639091 |
| Largest Losing Trade | -1034142 | -28531 | -1034142 | -24312734 | -2781813 | -24312734 |
| Avg Bars in Trades | 38 | 30 | 46 | 38 | 30 | 46 |
| Avg Bars in Winners | 31 | 24 | 37 | 40 | 34 | 46 |
| Avg Bars in Losers | 44 | 34 | 55 | 36 | 23 | 46 |
| Bars Traded | 10487 | 4126 | 6361 | 10487 | 4126 | 6361 |
| Profit Streak | 13.3082 | 0 | 18.1415 | 0 | 49.1415 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -579875 | -560478 | -580546 | -578682 | 541527 | -580827 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10759,
"evaluation_days": 1793.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606766400000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759418626905,
"expiration_time": 1764054288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 159,
"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": [
[
-1288417.2478948669,
8274.9996296348,
-1296692.2475245015,
-108894.7308003987,
11159883.02681877,
-11268777.757619165
],
[
-1288.417248,
8.275,
-1296.692248,
-108.894731,
11159.883027,
-11268.777758
],
[
-0.718514,
0.004615,
-0.723128,
0,
0.263782,
0
],
[
388.285527,
388.285527,
388.285527,
388.285527,
388.285527,
388.285527
],
[
-1449194,
-368345,
-1384296,
-29466689,
-4680749,
-25602797
],
[
0.501911,
1.013454,
0.342332,
0.997406,
2.351092,
0.665838
],
[
274,
137,
137,
274,
137,
137
],
[
129,
61,
68,
151,
81,
70
],
[
145,
76,
69,
123,
56,
67
],
[
47.080292,
44.525547,
49.635036,
55.109489,
59.124088,
51.094891
],
[
0.564164,
1.262664,
0.347367,
0.812457,
1.625446,
0.637302
],
[
82798,
82798,
33885,
10639091,
8686144,
10639091
],
[
-1034142,
-28531,
-1034142,
-24312734,
-2781813,
-24312734
],
[
38,
30,
46,
38,
30,
46
],
[
31,
24,
37,
40,
34,
46
],
[
44,
34,
55,
36,
23,
46
],
[
10487,
4126,
6361,
10487,
4126,
6361
],
[
13.308182,
0,
18.141515,
0,
49.141515,
0
],
[
1,
0,
1,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-579875,
-560478,
-580546,
-578682,
541527,
-580827
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10759,
"evaluation_days": 1793.17,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606766400000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759418626905,
"expiration_time": 1764054288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 159,
"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) |
|---|