| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1768059.3928 | 1703151.7215 | 64907.6713 | 167003.2871 | -297856.9785 | 464860.2657 |
| Total P&L (%) | 1768.0594 | 1703.1517 | 64.9077 | 167.0033 | -297.857 | 464.8603 |
| Avg Daily Profit (%) | 0.9857 | 0.9495 | 0.0362 | 0.0548 | 0 | 0.0966 |
| Buy And Hold Return (%) | 299.0627 | 299.0627 | 299.0627 | 299.0627 | 299.0627 | 299.0627 |
| Max Trade Drawdown | -91986 | -148032 | -51446 | -685545 | -974606 | -185349 |
| Profit Factor | 4.9335 | 7.5398 | 1.3433 | 1.0827 | 0.7727 | 1.656 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
| Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Profitability (%) | 41.8919 | 35.1351 | 48.6486 | 41.8919 | 35.1351 | 48.6486 |
| Ratio Avg Win / Avg Loss | 6.8433 | 13.9196 | 1.418 | 1.5018 | 1.4265 | 1.748 |
| Largest Winning Trade | 1864626 | 1864626 | 64671 | 688908 | 688908 | 316516 |
| Largest Losing Trade | -51446 | -35912 | -51446 | -274259 | -274259 | -185349 |
| Avg Bars in Trades | 64 | 65 | 63 | 64 | 65 | 63 |
| Avg Bars in Winners | 103 | 120 | 91 | 103 | 120 | 91 |
| Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
| Bars Traded | 4761 | 2417 | 2344 | 4761 | 2417 | 2344 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -51582 | 546433 | -310506 | -485917 | -584886 | -71282 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5381,
"evaluation_days": 1793.67,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1609574400000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759440873706,
"expiration_time": 1764069984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 178,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1768059.392826151,
1703151.7215133924,
64907.6713127585,
167003.2871073748,
-297856.978548711,
464860.265656086
],
[
1768.059393,
1703.151722,
64.907671,
167.003287,
-297.856979,
464.860266
],
[
0.985722,
0.949535,
0.036187,
0.054768,
0,
0.096575
],
[
299.062663,
299.062663,
299.062663,
299.062663,
299.062663,
299.062663
],
[
-91986,
-148032,
-51446,
-685545,
-974606,
-185349
],
[
4.933549,
7.539763,
1.343333,
1.082718,
0.772688,
1.656027
],
[
74,
37,
37,
74,
37,
37
],
[
31,
13,
18,
31,
13,
18
],
[
43,
24,
19,
43,
24,
19
],
[
41.891892,
35.135135,
48.648649,
41.891892,
35.135135,
48.648649
],
[
6.843311,
13.919563,
1.417962,
1.501835,
1.426501,
1.748029
],
[
1864626,
1864626,
64671,
688908,
688908,
316516
],
[
-51446,
-35912,
-51446,
-274259,
-274259,
-185349
],
[
64,
65,
63,
64,
65,
63
],
[
103,
120,
91,
103,
120,
91
],
[
36,
35,
37,
36,
35,
37
],
[
4761,
2417,
2344,
4761,
2417,
2344
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-51582,
546433,
-310506,
-485917,
-584886,
-71282
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5381,
"evaluation_days": 1793.67,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1609574400000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759440873706,
"expiration_time": 1764069984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 178,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|