| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2069306.7864 | 2101844.9327 | -32538.1463 | 168235.0245 | 1259930.5174 | -1091695.4929 |
| Total P&L (%) | 2069.3068 | 2101.8449 | -32.5381 | 168.235 | 1259.9305 | -1091.6955 |
| Avg Daily Profit (%) | 0.9933 | 1.0089 | -0.0156 | 0.0474 | 0.1254 | 0 |
| Buy And Hold Return (%) | 731.2139 | 731.2139 | 731.2139 | 731.2139 | 731.2139 | 731.2139 |
| Max Trade Drawdown | -194108 | -122997 | -153063 | -5878551 | -1340648 | -4794926 |
| Profit Factor | 2.7619 | 5.2625 | 0.9522 | 1.0135 | 1.2797 | 0.8625 |
| Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
| Winning Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Losing Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Profitability (%) | 46.25 | 46.6667 | 45.8333 | 46.25 | 46.6667 | 45.8333 |
| Ratio Avg Win / Avg Loss | 3.2097 | 6.0143 | 1.1254 | 1.1779 | 1.4625 | 1.0193 |
| Largest Winning Trade | 1935445 | 1935445 | 51461 | 1728230 | 1728230 | 1272768 |
| Largest Losing Trade | -62648 | -39344 | -62648 | -3667885 | -591551 | -3667885 |
| Avg Bars in Trades | 101 | 101 | 101 | 101 | 101 | 101 |
| Avg Bars in Winners | 126 | 123 | 128 | 126 | 123 | 128 |
| Avg Bars in Losers | 80 | 82 | 78 | 80 | 82 | 78 |
| Bars Traded | 24395 | 12213 | 12182 | 24395 | 12213 | 12182 |
| Profit Streak | 0 | 0 | 18.708 | 0 | 0 | 18.708 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 545022 | 596893 | -579901 | -501276 | -35549 | -579901 |
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579456800000,
"first_datapoint_time": 1581429600000,
"last_datapoint_time": 1759521600000,
"evaluation_time": 1759525174202,
"expiration_time": 1766001600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 32,
"offset": 243
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 237,
"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": [
[
2069306.7863985137,
2101844.932719622,
-32538.1463211103,
168235.0245492079,
1259930.5174350343,
-1091695.4928858266
],
[
2069.306786,
2101.844933,
-32.538146,
168.235025,
1259.930517,
-1091.695493
],
[
0.993269,
1.008887,
-0.015618,
0.047373,
0.12536,
0
],
[
731.213873,
731.213873,
731.213873,
731.213873,
731.213873,
731.213873
],
[
-194108,
-122997,
-153063,
-5878551,
-1340648,
-4794926
],
[
2.761872,
5.262543,
0.952248,
1.013521,
1.2797,
0.862479
],
[
240,
120,
120,
240,
120,
120
],
[
111,
56,
55,
111,
56,
55
],
[
129,
64,
65,
129,
64,
65
],
[
46.25,
46.666667,
45.833333,
46.25,
46.666667,
45.833333
],
[
3.209743,
6.014335,
1.125384,
1.177875,
1.462514,
1.019293
],
[
1935445,
1935445,
51461,
1728230,
1728230,
1272768
],
[
-62648,
-39344,
-62648,
-3667885,
-591551,
-3667885
],
[
101,
101,
101,
101,
101,
101
],
[
126,
123,
128,
126,
123,
128
],
[
80,
82,
78,
80,
82,
78
],
[
24395,
12213,
12182,
24395,
12213,
12182
],
[
0,
0,
18.708035,
0,
0,
18.708035
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
545022,
596893,
-579901,
-501276,
-35549,
-579901
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579456800000,
"first_datapoint_time": 1581429600000,
"last_datapoint_time": 1759521600000,
"evaluation_time": 1759525174202,
"expiration_time": 1766001600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 32,
"offset": 243
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 237,
"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) |
|---|