| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2158912.1373 | -155492.115 | -2003420.0223 | -6592.2257 | -2419267.01 | 2412674.7842 |
| Total P&L (%) | -2158.9121 | -155.4921 | -2003.42 | -6.5922 | -2419.267 | 2412.6748 |
| Avg Daily Profit (%) | -1.2042 | -0.0867 | -1.1175 | -0.0038 | 0 | 0.18 |
| Buy And Hold Return (%) | 323.7145 | 323.7145 | 323.7145 | 323.7145 | 323.7145 | 323.7145 |
| Max Trade Drawdown | -2201971 | -206154 | -1565760 | -8512842 | -3426203 | -5727780 |
| Profit Factor | 0.1639 | 0.5499 | 0.1043 | 0.9995 | 0.4691 | 1.312 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 37 | 15 | 22 | 37 | 14 | 23 |
| Losing Trades | 29 | 18 | 11 | 29 | 19 | 10 |
| Profitability (%) | 56.0606 | 45.4545 | 66.6667 | 56.0606 | 42.4242 | 69.697 |
| Ratio Avg Win / Avg Loss | 0.1285 | 0.6598 | 0.0521 | 0.7834 | 0.6367 | 0.5704 |
| Largest Winning Trade | 35041 | 35041 | 29413 | 8277433 | 870793 | 8277433 |
| Largest Losing Trade | -1499128 | -54742 | -1499128 | -5727780 | -1558500 | -5727780 |
| Avg Bars in Trades | 104 | 86 | 121 | 104 | 86 | 121 |
| Avg Bars in Winners | 57 | 56 | 58 | 63 | 52 | 70 |
| Avg Bars in Losers | 163 | 112 | 247 | 155 | 112 | 237 |
| Bars Traded | 6873 | 2869 | 4004 | 6873 | 2869 | 4004 |
| Profit Streak | 33.2894 | 0 | 117.2894 | 33.2894 | 0 | 117.2894 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -707951 | -582570 | -577684 | -707951 | -583748 | 354370 |
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7171,
"evaluation_days": 1792.75,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1609632000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759388206679,
"expiration_time": 1764010008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 135,
"offset": 104
}
}
} {
"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": [
[
-2158912.1373443236,
-155492.1150417538,
-2003420.0223025698,
-6592.2257057009,
-2419267.0099540115,
2412674.78424831
],
[
-2158.912137,
-155.492115,
-2003.420022,
-6.592226,
-2419.26701,
2412.674784
],
[
-1.204246,
-0.086734,
-1.117512,
-0.003804,
0,
0.179994
],
[
323.714527,
323.714527,
323.714527,
323.714527,
323.714527,
323.714527
],
[
-2201971,
-206154,
-1565760,
-8512842,
-3426203,
-5727780
],
[
0.163888,
0.549857,
0.104279,
0.999464,
0.469144,
1.311953
],
[
66,
33,
33,
66,
33,
33
],
[
37,
15,
22,
37,
14,
23
],
[
29,
18,
11,
29,
19,
10
],
[
56.060606,
45.454545,
66.666667,
56.060606,
42.424242,
69.69697
],
[
0.128453,
0.659828,
0.05214,
0.783363,
0.636696,
0.570414
],
[
35041,
35041,
29413,
8277433,
870793,
8277433
],
[
-1499128,
-54742,
-1499128,
-5727780,
-1558500,
-5727780
],
[
104,
86,
121,
104,
86,
121
],
[
57,
56,
58,
63,
52,
70
],
[
163,
112,
247,
155,
112,
237
],
[
6873,
2869,
4004,
6873,
2869,
4004
],
[
33.289429,
0,
117.289429,
33.289429,
0,
117.289429
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-707951,
-582570,
-577684,
-707951,
-583748,
354370
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7171,
"evaluation_days": 1792.75,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1609632000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759388206679,
"expiration_time": 1764010008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 135,
"offset": 104
}
}
}
| # | 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) |
|---|