| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2047543.1905 | 2047487.5838 | 55.6067 | 312858.5993 | 6968908.446 | -6656049.8467 |
| Total P&L (%) | 2047.5432 | 2047.4876 | 0.0556 | 312.8586 | 6968.9084 | -6656.0498 |
| Avg Daily Profit (%) | 1.1394 | 1.1394 | 0 | 0.0789 | 0.2372 | 0 |
| Buy And Hold Return (%) | 365.3467 | 365.3467 | 365.3467 | 365.3467 | 365.3467 | 365.3467 |
| Max Trade Drawdown | -351530 | -295691 | -79027 | -43805325 | -39401577 | -8276188 |
| Profit Factor | 3.2927 | 4.4419 | 1.0002 | 1.0045 | 1.1388 | 0.6543 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
| Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
| Profitability (%) | 40.2597 | 33.7662 | 46.7532 | 40.2597 | 33.7662 | 46.7532 |
| Ratio Avg Win / Avg Loss | 4.8859 | 8.713 | 1.1391 | 1.4906 | 2.2338 | 0.7452 |
| Largest Winning Trade | 1167993 | 1167993 | 40748 | 23331424 | 23331424 | 5854390 |
| Largest Losing Trade | -40400 | -40400 | -23008 | -13529625 | -13529625 | -5592107 |
| Avg Bars in Trades | 45 | 75 | 15 | 45 | 75 | 15 |
| Avg Bars in Winners | 56 | 111 | 16 | 56 | 111 | 16 |
| Avg Bars in Losers | 37 | 56 | 13 | 37 | 56 | 13 |
| Bars Traded | 6940 | 5783 | 1157 | 6940 | 5783 | 1157 |
| Profit Streak | 7.4293 | 7.4293 | 54.1793 | 7.4293 | 7.4293 | 54.1793 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 611556 | -27675 | -621245 | -470744 | -105984 | -623158 |
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7188,
"evaluation_days": 1797,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607299200000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759745887842,
"expiration_time": 1764388224000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 226,
"offset": 0,
"std": 1.07932
}
}
} {
"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": [
[
2047543.1905384967,
2047487.583819698,
55.6067187998,
312858.5993349605,
6968908.446028038,
-6656049.846693072
],
[
2047.543191,
2047.487584,
0.055607,
312.858599,
6968.908446,
-6656.049847
],
[
1.139423,
1.139392,
3.1e-5,
0.078937,
0.237248,
0
],
[
365.346743,
365.346743,
365.346743,
365.346743,
365.346743,
365.346743
],
[
-351530,
-295691,
-79027,
-43805325,
-39401577,
-8276188
],
[
3.292678,
4.441944,
1.000186,
1.004504,
1.138788,
0.65434
],
[
154,
77,
77,
154,
77,
77
],
[
62,
26,
36,
62,
26,
36
],
[
92,
51,
41,
92,
51,
41
],
[
40.25974,
33.766234,
46.753247,
40.25974,
33.766234,
46.753247
],
[
4.885909,
8.713044,
1.139101,
1.490554,
2.233777,
0.74522
],
[
1167993,
1167993,
40748,
23331424,
23331424,
5854390
],
[
-40400,
-40400,
-23008,
-13529625,
-13529625,
-5592107
],
[
45,
75,
15,
45,
75,
15
],
[
56,
111,
16,
56,
111,
16
],
[
37,
56,
13,
37,
56,
13
],
[
6940,
5783,
1157,
6940,
5783,
1157
],
[
7.429257,
7.429257,
54.179257,
7.429257,
7.429257,
54.179257
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
611556,
-27675,
-621245,
-470744,
-105984,
-623158
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7188,
"evaluation_days": 1797,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607299200000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759745887842,
"expiration_time": 1764388224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 226,
"offset": 0,
"std": 1.07932
}
}
}
| # | 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) |
|---|