| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 810464.314 | 797530.2783 | 12934.0357 | 93624.229 | 6302473.663 | -6208849.4341 |
| Total P&L (%) | 810.4643 | 797.5303 | 12.934 | 93.6242 | 6302.4737 | -6208.8494 |
| Avg Daily Profit (%) | 0.4499 | 0.4427 | 0.0072 | 0.0367 | 0.2311 | 0 |
| Buy And Hold Return (%) | 104.7434 | 104.7434 | 104.7434 | 104.7434 | 104.7434 | 104.7434 |
| Max Trade Drawdown | -313901 | -173256 | -162455 | -8239997 | -2594004 | -8331484 |
| Profit Factor | 1.8011 | 2.3845 | 1.0297 | 1.0048 | 1.7553 | 0.4528 |
| Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
| Winning Trades | 74 | 31 | 43 | 74 | 31 | 43 |
| Losing Trades | 75 | 44 | 31 | 75 | 44 | 31 |
| Profitability (%) | 49.6644 | 41.3333 | 58.1081 | 49.6644 | 41.3333 | 58.1081 |
| Ratio Avg Win / Avg Loss | 1.8255 | 3.3844 | 0.7423 | 1.0183 | 2.4915 | 0.3264 |
| Largest Winning Trade | 343106 | 343106 | 32992 | 4251040 | 4251040 | 446682 |
| Largest Losing Trade | -87289 | -61630 | -87289 | -7261904 | -2040810 | -7261904 |
| Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
| Avg Bars in Winners | 23 | 22 | 23 | 23 | 22 | 23 |
| Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
| Bars Traded | 3492 | 1744 | 1748 | 3492 | 1744 | 1748 |
| Profit Streak | 0 | 0 | 88.425 | 0 | 0 | 88.425 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 508728 | -45396 | -600032 | -524427 | -48418 | -642267 |
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3603,
"evaluation_days": 1801.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1608076800000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760134319784,
"expiration_time": 1764767088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.01083,
"nb": 0.74428,
"nc": 0.48909
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 84,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
810464.3139697757,
797530.2783118142,
12934.0356579614,
93624.2289731878,
6302473.663024336,
-6208849.434051149
],
[
810.464314,
797.530278,
12.934036,
93.624229,
6302.473663,
-6208.849434
],
[
0.449883,
0.442703,
0.00718,
0.036684,
0.231145,
0
],
[
104.743426,
104.743426,
104.743426,
104.743426,
104.743426,
104.743426
],
[
-313901,
-173256,
-162455,
-8239997,
-2594004,
-8331484
],
[
1.801114,
2.384458,
1.029692,
1.004755,
1.755343,
0.452806
],
[
149,
75,
74,
149,
75,
74
],
[
74,
31,
43,
74,
31,
43
],
[
75,
44,
31,
75,
44,
31
],
[
49.66443,
41.333333,
58.108108,
49.66443,
41.333333,
58.108108
],
[
1.825453,
3.384392,
0.742336,
1.018333,
2.491455,
0.326442
],
[
343106,
343106,
32992,
4251040,
4251040,
446682
],
[
-87289,
-61630,
-87289,
-7261904,
-2040810,
-7261904
],
[
23,
23,
23,
23,
23,
23
],
[
23,
22,
23,
23,
22,
23
],
[
23,
23,
23,
23,
23,
23
],
[
3492,
1744,
1748,
3492,
1744,
1748
],
[
0,
0,
88.424997,
0,
0,
88.424997
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
508728,
-45396,
-600032,
-524427,
-48418,
-642267
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3603,
"evaluation_days": 1801.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1608076800000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760134319784,
"expiration_time": 1764767088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.01083,
"nb": 0.74428,
"nc": 0.48909
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 84,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|