| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1910560.5295 | 1911289.0405 | -728.5111 | 405164.7718 | -541605.7881 | 946770.5599 |
| Total P&L (%) | 1910.5605 | 1911.289 | -0.7285 | 405.1648 | -541.6058 | 946.7706 |
| Avg Daily Profit (%) | 1.0634 | 1.0638 | -0.0004 | 0.0902 | 0 | 0.1308 |
| Buy And Hold Return (%) | 311.9519 | 311.9519 | 311.9519 | 311.9519 | 311.9519 | 311.9519 |
| Max Trade Drawdown | -221235 | -176037 | -125283 | -5650967 | -5582100 | -2556370 |
| Profit Factor | 2.782 | 4.3258 | 0.9985 | 1.0168 | 0.9596 | 1.0878 |
| Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
| Winning Trades | 106 | 47 | 59 | 106 | 47 | 59 |
| Losing Trades | 149 | 80 | 69 | 149 | 80 | 69 |
| Profitability (%) | 41.5686 | 37.0079 | 46.0938 | 41.5686 | 37.0079 | 46.0938 |
| Ratio Avg Win / Avg Loss | 3.9106 | 7.3631 | 1.1678 | 1.4292 | 1.6333 | 1.2722 |
| Largest Winning Trade | 1714878 | 1714878 | 32404 | 3428317 | 3428317 | 904136 |
| Largest Losing Trade | -43867 | -43867 | -27703 | -1005151 | -958865 | -1005151 |
| Avg Bars in Trades | 20 | 27 | 13 | 20 | 27 | 13 |
| Avg Bars in Winners | 24 | 35 | 16 | 24 | 35 | 16 |
| Avg Bars in Losers | 16 | 22 | 11 | 16 | 22 | 11 |
| Bars Traded | 5169 | 3447 | 1722 | 5169 | 3447 | 1722 |
| Profit Streak | 0 | 33.2501 | 0 | 0 | 33.2501 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 592321 | 596538 | -580567 | -349132 | -581543 | -146476 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5390,
"evaluation_days": 1796.67,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1609804800000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759701611788,
"expiration_time": 1764336960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 5,
"offset": 0,
"std": 2.46948
}
}
} {
"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": [
[
1910560.5294537074,
1911289.0405363922,
-728.5110826835,
405164.7718229353,
-541605.7880799025,
946770.5599028372
],
[
1910.560529,
1911.289041,
-0.728511,
405.164772,
-541.605788,
946.77056
],
[
1.06339,
1.063795,
-0.000405,
0.090192,
0,
0.130788
],
[
311.951876,
311.951876,
311.951876,
311.951876,
311.951876,
311.951876
],
[
-221235,
-176037,
-125283,
-5650967,
-5582100,
-2556370
],
[
2.782021,
4.325804,
0.998535,
1.016753,
0.959588,
1.087811
],
[
255,
127,
128,
255,
127,
128
],
[
106,
47,
59,
106,
47,
59
],
[
149,
80,
69,
149,
80,
69
],
[
41.568627,
37.007874,
46.09375,
41.568627,
37.007874,
46.09375
],
[
3.910576,
7.36307,
1.167779,
1.42921,
1.633342,
1.272186
],
[
1714878,
1714878,
32404,
3428317,
3428317,
904136
],
[
-43867,
-43867,
-27703,
-1005151,
-958865,
-1005151
],
[
20,
27,
13,
20,
27,
13
],
[
24,
35,
16,
24,
35,
16
],
[
16,
22,
11,
16,
22,
11
],
[
5169,
3447,
1722,
5169,
3447,
1722
],
[
0,
33.250136,
0,
0,
33.250136,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
592321,
596538,
-580567,
-349132,
-581543,
-146476
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5390,
"evaluation_days": 1796.67,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1609804800000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759701611788,
"expiration_time": 1764336960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 5,
"offset": 0,
"std": 2.46948
}
}
}
| # | 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) |
|---|