| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1607558.474 | 1560160.4043 | 47398.0697 | 1310065.2847 | -2499878.0524 | 3809943.3371 |
| Total P&L (%) | 1607.5585 | 1560.1604 | 47.3981 | 1310.0653 | -2499.8781 | 3809.9433 |
| Avg Daily Profit (%) | 0.8914 | 0.8652 | 0.0263 | 0.1468 | 0 | 0.2035 |
| Buy And Hold Return (%) | 265.1709 | 265.1709 | 265.1709 | 265.1709 | 265.1709 | 265.1709 |
| Max Trade Drawdown | -98443 | -131028 | -131911 | -2761159 | -5499656 | -1045620 |
| Profit Factor | 2.8642 | 4.6524 | 1.1089 | 1.079 | 0.7568 | 1.6032 |
| Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
| Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
| Losing Trades | 120 | 64 | 56 | 120 | 64 | 56 |
| Profitability (%) | 35.4839 | 31.1828 | 39.7849 | 35.4839 | 31.1828 | 39.7849 |
| Ratio Avg Win / Avg Loss | 5.2077 | 10.2674 | 1.6784 | 1.9617 | 1.6701 | 2.4265 |
| Largest Winning Trade | 1325479 | 1325479 | 52907 | 1474326 | 1474326 | 1334893 |
| Largest Losing Trade | -38577 | -38577 | -36343 | -1467984 | -1467984 | -455123 |
| Avg Bars in Trades | 57 | 45 | 69 | 57 | 45 | 69 |
| Avg Bars in Winners | 113 | 99 | 124 | 113 | 99 | 124 |
| Avg Bars in Losers | 26 | 20 | 33 | 26 | 20 | 33 |
| Bars Traded | 10680 | 4217 | 6463 | 10680 | 4217 | 6463 |
| Profit Streak | 0 | 0 | 24.9519 | 0 | 0 | 24.9519 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 483015 | 446206 | -426392 | -135218 | -585623 | 282555 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10820,
"evaluation_days": 1803.33,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605988800000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760295042775,
"expiration_time": 1764959040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 105,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 18,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
1607558.4739787444,
1560160.4043145026,
47398.0696642422,
1310065.2846684582,
-2499878.052385841,
3809943.3370542987
],
[
1607.558474,
1560.160404,
47.39807,
1310.065285,
-2499.878052,
3809.943337
],
[
0.891439,
0.865155,
0.026284,
0.146849,
0,
0.203503
],
[
265.17094,
265.17094,
265.17094,
265.17094,
265.17094,
265.17094
],
[
-98443,
-131028,
-131911,
-2761159,
-5499656,
-1045620
],
[
2.864243,
4.652393,
1.108923,
1.078951,
0.756758,
1.603209
],
[
186,
93,
93,
186,
93,
93
],
[
66,
29,
37,
66,
29,
37
],
[
120,
64,
56,
120,
64,
56
],
[
35.483871,
31.182796,
39.784946,
35.483871,
31.182796,
39.784946
],
[
5.207715,
10.267351,
1.678371,
1.961729,
1.670087,
2.426479
],
[
1325479,
1325479,
52907,
1474326,
1474326,
1334893
],
[
-38577,
-38577,
-36343,
-1467984,
-1467984,
-455123
],
[
57,
45,
69,
57,
45,
69
],
[
113,
99,
124,
113,
99,
124
],
[
26,
20,
33,
26,
20,
33
],
[
10680,
4217,
6463,
10680,
4217,
6463
],
[
0,
0,
24.951884,
0,
0,
24.951884
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
483015,
446206,
-426392,
-135218,
-585623,
282555
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10820,
"evaluation_days": 1803.33,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605988800000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760295042775,
"expiration_time": 1764959040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 105,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 18,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|