| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2883258.5468 | -140880.4108 | -2742378.136 | 1416283.5667 | -15869852.0941 | 17286135.6608 |
| Total P&L (%) | -2883.2585 | -140.8804 | -2742.3781 | 1416.2836 | -15869.8521 | 17286.1357 |
| Avg Daily Profit (%) | -1.6054 | -0.0784 | -1.5269 | 0.1515 | 0 | 0.2876 |
| Buy And Hold Return (%) | 289.0452 | 289.0452 | 289.0452 | 289.0452 | 289.0452 | 289.0452 |
| Max Trade Drawdown | -2994819 | -186680 | -1816789 | -14999030 | -16358781 | -1520148 |
| Profit Factor | 0.1213 | 0.5685 | 0.0718 | 1.0602 | 0.1673 | 4.8783 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 46 | 20 | 26 | 48 | 21 | 27 |
| Losing Trades | 18 | 12 | 6 | 16 | 11 | 5 |
| Profitability (%) | 71.875 | 62.5 | 81.25 | 75 | 65.625 | 84.375 |
| Ratio Avg Win / Avg Loss | 0.0475 | 0.3411 | 0.0166 | 0.3534 | 0.0876 | 0.9034 |
| Largest Winning Trade | 23302 | 23302 | 18200 | 16790702 | 635223 | 16790702 |
| Largest Losing Trade | -1816789 | -66652 | -1816789 | -7461424 | -7461424 | -1426394 |
| Avg Bars in Trades | 80 | 100 | 60 | 80 | 100 | 60 |
| Avg Bars in Winners | 25 | 29 | 22 | 37 | 35 | 39 |
| Avg Bars in Losers | 220 | 218 | 222 | 209 | 225 | 173 |
| Bars Traded | 5139 | 3217 | 1922 | 5139 | 3217 | 1922 |
| Profit Streak | 148.4378 | 148.4378 | 290.4378 | 148.4378 | 148.4378 | 290.4378 |
| Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -719906 | -577807 | -575387 | -288463 | -577402 | 698722 |
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5388,
"evaluation_days": 1796,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1609689600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759631427689,
"expiration_time": 1764277632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 182,
"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": [
[
-2883258.5468351627,
-140880.4108085176,
-2742378.1360266455,
1416283.566731735,
-15869852.09406093,
17286135.660792656
],
[
-2883.258547,
-140.880411,
-2742.378136,
1416.283567,
-15869.852094,
17286.135661
],
[
-1.605378,
-0.078441,
-1.526937,
0.151498,
0,
0.287621
],
[
289.045167,
289.045167,
289.045167,
289.045167,
289.045167,
289.045167
],
[
-2994819,
-186680,
-1816789,
-14999030,
-16358781,
-1520148
],
[
0.121268,
0.568502,
0.071848,
1.06023,
0.167262,
4.878275
],
[
64,
32,
32,
64,
32,
32
],
[
46,
20,
26,
48,
21,
27
],
[
18,
12,
6,
16,
11,
5
],
[
71.875,
62.5,
81.25,
75,
65.625,
84.375
],
[
0.047453,
0.341101,
0.01658,
0.35341,
0.087613,
0.903384
],
[
23302,
23302,
18200,
16790702,
635223,
16790702
],
[
-1816789,
-66652,
-1816789,
-7461424,
-7461424,
-1426394
],
[
80,
100,
60,
80,
100,
60
],
[
25,
29,
22,
37,
35,
39
],
[
220,
218,
222,
209,
225,
173
],
[
5139,
3217,
1922,
5139,
3217,
1922
],
[
148.43782,
148.43782,
290.43782,
148.43782,
148.43782,
290.43782
],
[
9,
4,
6,
9,
4,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-719906,
-577807,
-575387,
-288463,
-577402,
698722
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5388,
"evaluation_days": 1796,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1609689600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759631427689,
"expiration_time": 1764277632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 182,
"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) |
|---|