| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1888529.7745 | 1836480.918 | 52048.8565 | 1391390.0898 | 6869196.7641 | -5477806.6743 |
| Total P&L (%) | 1888.5298 | 1836.4809 | 52.0489 | 1391.3901 | 6869.1968 | -5477.8067 |
| Avg Daily Profit (%) | 1.0552 | 1.0262 | 0.0291 | 0.1511 | 0.2374 | 0 |
| Buy And Hold Return (%) | 284.4301 | 284.4301 | 284.4301 | 284.4301 | 284.4301 | 284.4301 |
| Max Trade Drawdown | -183902 | -186823 | -79868 | -18089862 | -14846968 | -11641412 |
| Profit Factor | 3.9554 | 6.4525 | 1.1722 | 1.0355 | 1.3627 | 0.7293 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
| Profitability (%) | 35.2273 | 31.8182 | 38.6364 | 35.2273 | 31.8182 | 38.6364 |
| Ratio Avg Win / Avg Loss | 7.2729 | 13.8267 | 1.8618 | 1.904 | 2.9201 | 1.1584 |
| Largest Winning Trade | 1044092 | 1044092 | 58728 | 17193816 | 17193816 | 3873405 |
| Largest Losing Trade | -42032 | -33629 | -42032 | -5801884 | -4102661 | -5801884 |
| Avg Bars in Trades | 117 | 121 | 112 | 117 | 121 | 112 |
| Avg Bars in Winners | 221 | 242 | 204 | 221 | 242 | 204 |
| Avg Bars in Losers | 60 | 65 | 54 | 60 | 65 | 54 |
| Bars Traded | 10310 | 5358 | 4952 | 10310 | 5358 | 4952 |
| Profit Streak | 0 | 0 | 79.8401 | 0 | 0 | 79.8401 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 527985 | 522579 | -353560 | -179668 | 105250 | -582914 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10738,
"evaluation_days": 1789.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607371200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759118980542,
"expiration_time": 1763742816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 116,
"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": [
[
1888529.774461417,
1836480.9179839008,
52048.8564775156,
1391390.0897789781,
6869196.76408931,
-5477806.674310336
],
[
1888.529774,
1836.480918,
52.048856,
1391.39009,
6869.196764,
-5477.806674
],
[
1.055239,
1.026156,
0.029083,
0.151108,
0.237425,
0
],
[
284.430134,
284.430134,
284.430134,
284.430134,
284.430134,
284.430134
],
[
-183902,
-186823,
-79868,
-18089862,
-14846968,
-11641412
],
[
3.955426,
6.452456,
1.172241,
1.035516,
1.362722,
0.729337
],
[
88,
44,
44,
88,
44,
44
],
[
31,
14,
17,
31,
14,
17
],
[
57,
30,
27,
57,
30,
27
],
[
35.227273,
31.818182,
38.636364,
35.227273,
31.818182,
38.636364
],
[
7.27288,
13.826692,
1.861794,
1.904013,
2.920118,
1.158358
],
[
1044092,
1044092,
58728,
17193816,
17193816,
3873405
],
[
-42032,
-33629,
-42032,
-5801884,
-4102661,
-5801884
],
[
117,
121,
112,
117,
121,
112
],
[
221,
242,
204,
221,
242,
204
],
[
60,
65,
54,
60,
65,
54
],
[
10310,
5358,
4952,
10310,
5358,
4952
],
[
0,
0,
79.840052,
0,
0,
79.840053
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
527985,
522579,
-353560,
-179668,
105250,
-582914
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10738,
"evaluation_days": 1789.67,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607371200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759118980542,
"expiration_time": 1763742816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 116,
"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) |
|---|