| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1490279.4711 | 1470080.6561 | 20198.815 | -769572.4389 | 1350067.6621 | -2119640.101 |
| Total P&L (%) | 1490.2795 | 1470.0807 | 20.1988 | -769.5724 | 1350.0677 | -2119.6401 |
| Avg Daily Profit (%) | 0.8302 | 0.819 | 0.0113 | 0 | 0.1491 | 0 |
| Buy And Hold Return (%) | 346.0089 | 346.0089 | 346.0089 | 346.0089 | 346.0089 | 346.0089 |
| Max Trade Drawdown | -140601 | -106926 | -199710 | -2378507 | -341751 | -2250451 |
| Profit Factor | 2.9569 | 5.6385 | 1.0454 | 0.8203 | 2.1647 | 0.3213 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 78 | 34 | 44 | 69 | 38 | 31 |
| Losing Trades | 66 | 38 | 28 | 75 | 34 | 41 |
| Profitability (%) | 54.1667 | 47.2222 | 61.1111 | 47.9167 | 52.7778 | 43.0556 |
| Ratio Avg Win / Avg Loss | 2.502 | 6.3019 | 0.6653 | 0.8916 | 1.9369 | 0.4249 |
| Largest Winning Trade | 751438 | 751438 | 62448 | 954467 | 954467 | 224780 |
| Largest Losing Trade | -126877 | -31997 | -126877 | -1415660 | -161194 | -1415660 |
| Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
| Avg Bars in Winners | 51 | 45 | 55 | 25 | 34 | 15 |
| Avg Bars in Losers | 19 | 21 | 15 | 46 | 31 | 57 |
| Bars Traded | 5235 | 2381 | 2854 | 5235 | 2381 | 2854 |
| Profit Streak | 2.9651 | 5.9651 | 0 | 0 | 0 | 10.6318 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 598684 | -60395 | -593541 | -581207 | -70613 | -662287 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5385,
"evaluation_days": 1795,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1607644800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759561787859,
"expiration_time": 1764188640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 110
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 70,
"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": [
[
1490279.4711178415,
1470080.6561062778,
20198.8150115647,
-769572.4388540075,
1350067.6621222175,
-2119640.1009762264
],
[
1490.279471,
1470.080656,
20.198815,
-769.572439,
1350.067662,
-2119.640101
],
[
0.830239,
0.818986,
0.011253,
0,
0.149091,
0
],
[
346.008928,
346.008928,
346.008928,
346.008928,
346.008928,
346.008928
],
[
-140601,
-106926,
-199710,
-2378507,
-341751,
-2250451
],
[
2.956926,
5.638538,
1.04543,
0.820279,
2.164744,
0.321264
],
[
144,
72,
72,
144,
72,
72
],
[
78,
34,
44,
69,
38,
31
],
[
66,
38,
28,
75,
34,
41
],
[
54.166667,
47.222222,
61.111111,
47.916667,
52.777778,
43.055556
],
[
2.502015,
6.301896,
0.665274,
0.891607,
1.936876,
0.424897
],
[
751438,
751438,
62448,
954467,
954467,
224780
],
[
-126877,
-31997,
-126877,
-1415660,
-161194,
-1415660
],
[
36,
33,
39,
36,
33,
39
],
[
51,
45,
55,
25,
34,
15
],
[
19,
21,
15,
46,
31,
57
],
[
5235,
2381,
2854,
5235,
2381,
2854
],
[
2.965137,
5.965137,
0,
0,
0,
10.631804
],
[
1,
1,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
598684,
-60395,
-593541,
-581207,
-70613,
-662287
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5385,
"evaluation_days": 1795,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1607644800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759561787859,
"expiration_time": 1764188640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 110
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 70,
"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) |
|---|