| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 929256.5658 | 1032658.4421 | -103401.8763 | -100912.5504 | 214664.3263 | -315576.8767 |
| Total P&L (%) | 929.2566 | 1032.6584 | -103.4019 | -100.9126 | 214.6643 | -315.5769 |
| Avg Daily Profit (%) | 0.5167 | 0.5742 | -0.0575 | 0 | 0.0638 | 0 |
| Buy And Hold Return (%) | 518.4147 | 518.4147 | 518.4147 | 518.4147 | 518.4147 | 518.4147 |
| Max Trade Drawdown | -241644 | -115441 | -308126 | -257710 | -1238 | -306272 |
| Profit Factor | 2.0837 | 4.0243 | 0.7996 | 0.6852 | 87.5581 | 0.0077 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 37 | 18 | 19 | 42 | 25 | 17 |
| Losing Trades | 42 | 22 | 20 | 37 | 15 | 22 |
| Profitability (%) | 46.8354 | 45 | 48.7179 | 53.1646 | 62.5 | 43.5897 |
| Ratio Avg Win / Avg Loss | 2.3653 | 4.9186 | 0.8417 | 0.6036 | 52.5349 | 0.01 |
| Largest Winning Trade | 840317 | 840317 | 63090 | 151049 | 151049 | 499 |
| Largest Losing Trade | -100694 | -37979 | -100694 | -178168 | -850 | -178168 |
| Avg Bars in Trades | 44 | 47 | 41 | 44 | 47 | 41 |
| Avg Bars in Winners | 58 | 58 | 57 | 33 | 39 | 25 |
| Avg Bars in Losers | 32 | 37 | 26 | 56 | 60 | 54 |
| Bars Traded | 3506 | 1882 | 1625 | 3506 | 1882 | 1625 |
| Profit Streak | 0 | 0 | 0 | 71.1162 | 71.1162 | 105.1162 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -26074 | 340433 | -581255 | -610677 | -262559 | -582411 |
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3597,
"evaluation_days": 1798.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606392000000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759848443612,
"expiration_time": 1764500112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 77,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 45,
"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": [
[
929256.5658357559,
1032658.4421237565,
-103401.8762880013,
-100912.5504188288,
214664.3263152088,
-315576.8767340378
],
[
929.256566,
1032.658442,
-103.401876,
-100.91255,
214.664326,
-315.576877
],
[
0.516684,
0.574178,
-0.057493,
0,
0.063759,
0
],
[
518.414654,
518.414654,
518.414654,
518.414654,
518.414654,
518.414654
],
[
-241644,
-115441,
-308126,
-257710,
-1238,
-306272
],
[
2.083741,
4.024329,
0.79961,
0.685155,
87.558111,
0.007728
],
[
79,
40,
39,
79,
40,
39
],
[
37,
18,
19,
42,
25,
17
],
[
42,
22,
20,
37,
15,
22
],
[
46.835443,
45,
48.717949,
53.164557,
62.5,
43.589744
],
[
2.365328,
4.918625,
0.841694,
0.603589,
52.534867,
0.010001
],
[
840317,
840317,
63090,
151049,
151049,
499
],
[
-100694,
-37979,
-100694,
-178168,
-850,
-178168
],
[
44,
47,
41,
44,
47,
41
],
[
58,
58,
57,
33,
39,
25
],
[
32,
37,
26,
56,
60,
54
],
[
3506,
1882,
1625,
3506,
1882,
1625
],
[
0,
0,
0,
71.116245,
71.116245,
105.116245
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-26074,
340433,
-581255,
-610677,
-262559,
-582411
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3597,
"evaluation_days": 1798.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1606392000000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759848443612,
"expiration_time": 1764500112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 77,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 45,
"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) |
|---|