| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1893394.2649 | -144413.32 | -1748980.9448 | 152609.3536 | -1237325.8506 | 1389935.2042 |
| Total P&L (%) | -1893.3943 | -144.4133 | -1748.9809 | 152.6094 | -1237.3259 | 1389.9352 |
| Avg Daily Profit (%) | -1.0548 | -0.0805 | -0.9744 | 0.0516 | 0 | 0.1506 |
| Buy And Hold Return (%) | 296.6491 | 296.6491 | 296.6491 | 296.6491 | 296.6491 | 296.6491 |
| Max Trade Drawdown | -1063139 | -204304 | -880288 | -6596743 | -2366820 | -4543609 |
| Profit Factor | 0.1613 | 0.5157 | 0.1073 | 1.0182 | 0.5158 | 1.2389 |
| Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Winning Trades | 41 | 19 | 22 | 43 | 20 | 23 |
| Losing Trades | 16 | 9 | 7 | 14 | 8 | 6 |
| Profitability (%) | 71.9298 | 67.8571 | 75.8621 | 75.4386 | 71.4286 | 79.3103 |
| Ratio Avg Win / Avg Loss | 0.0629 | 0.2443 | 0.0342 | 0.3315 | 0.2063 | 0.3232 |
| Largest Winning Trade | 20171 | 17567 | 20171 | 6494814 | 997767 | 6494814 |
| Largest Losing Trade | -978890 | -66789 | -978890 | -4543609 | -1046144 | -4543609 |
| Avg Bars in Trades | 89 | 110 | 70 | 89 | 110 | 70 |
| Avg Bars in Winners | 26 | 29 | 23 | 34 | 34 | 33 |
| Avg Bars in Losers | 253 | 280 | 217 | 261 | 298 | 213 |
| Bars Traded | 5129 | 3080 | 2049 | 5129 | 3080 | 2049 |
| Profit Streak | 146.9651 | 146.9651 | 285.6317 | 146.9651 | 146.9651 | 285.6317 |
| Trades During Streak | 15 | 7 | 10 | 15 | 7 | 10 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -755745 | -598043 | -575980 | -666389 | -597580 | 334472 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5385,
"evaluation_days": 1795,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1610755200000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759561781686,
"expiration_time": 1764188640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 6,
"offset": 0,
"std": 1.32869
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 219,
"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": [
[
-1893394.264865864,
-144413.3200282269,
-1748980.9448376368,
152609.3535922074,
-1237325.8506415822,
1389935.2042337894
],
[
-1893.394265,
-144.41332,
-1748.980945,
152.609354,
-1237.325851,
1389.935204
],
[
-1.054816,
-0.080453,
-0.974363,
0.051639,
0,
0.150605
],
[
296.649119,
296.649119,
296.649119,
296.649119,
296.649119,
296.649119
],
[
-1063139,
-204304,
-880288,
-6596743,
-2366820,
-4543609
],
[
0.161272,
0.515657,
0.107342,
1.018226,
0.515813,
1.23891
],
[
57,
28,
29,
57,
28,
29
],
[
41,
19,
22,
43,
20,
23
],
[
16,
9,
7,
14,
8,
6
],
[
71.929825,
67.857143,
75.862069,
75.438596,
71.428571,
79.310345
],
[
0.062935,
0.244258,
0.034154,
0.331515,
0.206325,
0.323194
],
[
20171,
17567,
20171,
6494814,
997767,
6494814
],
[
-978890,
-66789,
-978890,
-4543609,
-1046144,
-4543609
],
[
89,
110,
70,
89,
110,
70
],
[
26,
29,
23,
34,
34,
33
],
[
253,
280,
217,
261,
298,
213
],
[
5129,
3080,
2049,
5129,
3080,
2049
],
[
146.965066,
146.965066,
285.631732,
146.965066,
146.965066,
285.631732
],
[
15,
7,
10,
15,
7,
10
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-755745,
-598043,
-575980,
-666389,
-597580,
334472
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5385,
"evaluation_days": 1795,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1610755200000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759561781686,
"expiration_time": 1764188640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 6,
"offset": 0,
"std": 1.32869
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 219,
"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) |
|---|