| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 754849.322 | 793448.4305 | -38599.1085 | 150685.6175 | 2759860.161 | -2609174.5435 |
| Total P&L (%) | 754.8493 | 793.4484 | -38.5991 | 150.6856 | 2759.8602 | -2609.1745 |
| Avg Daily Profit (%) | 0.4206 | 0.4422 | -0.0215 | 0.0512 | 0.187 | 0 |
| Buy And Hold Return (%) | 392.0835 | 392.0835 | 392.0835 | 392.0835 | 392.0835 | 392.0835 |
| Max Trade Drawdown | -227440 | -217157 | -76863 | -14051010 | -14689334 | -5013120 |
| Profit Factor | 2.2821 | 2.8251 | 0.7494 | 1.0065 | 1.1613 | 0.5622 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Profitability (%) | 52.1739 | 50 | 54.2857 | 52.1739 | 50 | 54.2857 |
| Ratio Avg Win / Avg Loss | 2.092 | 2.8251 | 0.6311 | 0.9227 | 1.1613 | 0.4734 |
| Largest Winning Trade | 327968 | 327968 | 17516 | 4662748 | 4662748 | 868326 |
| Largest Losing Trade | -68485 | -68485 | -33998 | -7538076 | -7538076 | -2156002 |
| Avg Bars in Trades | 49 | 96 | 3 | 49 | 96 | 3 |
| Avg Bars in Winners | 37 | 74 | 3 | 37 | 74 | 3 |
| Avg Bars in Losers | 62 | 117 | 4 | 62 | 117 | 4 |
| Bars Traded | 3410 | 3272 | 139 | 3410 | 3272 | 139 |
| Profit Streak | 157.872 | 157.872 | 192.872 | 157.872 | 157.872 | 192.872 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -97425 | 349794 | -578595 | -609598 | -34277 | -578595 |
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3589,
"evaluation_days": 1794.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605657600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759524944766,
"expiration_time": 1764144144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 16,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 28,
"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": [
[
754849.322014545,
793448.4305497396,
-38599.1085351948,
150685.6175486136,
2759860.161032632,
-2609174.543484016
],
[
754.849322,
793.448431,
-38.599109,
150.685618,
2759.860161,
-2609.174543
],
[
0.420646,
0.442156,
-0.02151,
0.051227,
0.187043,
0
],
[
392.083502,
392.083502,
392.083502,
392.083502,
392.083502,
392.083502
],
[
-227440,
-217157,
-76863,
-14051010,
-14689334,
-5013120
],
[
2.282136,
2.825141,
0.749374,
1.00653,
1.16125,
0.562196
],
[
69,
34,
35,
69,
34,
35
],
[
36,
17,
19,
36,
17,
19
],
[
33,
17,
16,
33,
17,
16
],
[
52.173913,
50,
54.285714,
52.173913,
50,
54.285714
],
[
2.091958,
2.825141,
0.631052,
0.922653,
1.16125,
0.473428
],
[
327968,
327968,
17516,
4662748,
4662748,
868326
],
[
-68485,
-68485,
-33998,
-7538076,
-7538076,
-2156002
],
[
49,
96,
3,
49,
96,
3
],
[
37,
74,
3,
37,
74,
3
],
[
62,
117,
4,
62,
117,
4
],
[
3410,
3272,
139,
3410,
3272,
139
],
[
157.872046,
157.872046,
192.872046,
157.872046,
157.872046,
192.872046
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-97425,
349794,
-578595,
-609598,
-34277,
-578595
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3589,
"evaluation_days": 1794.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1605657600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759524944766,
"expiration_time": 1764144144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 16,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 28,
"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) |
|---|