| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2155164.8368 | 2071263.3936 | 83901.4432 | 2460472.886 | 3954833.9507 | -1494361.0647 |
| Total P&L (%) | 2155.1648 | 2071.2634 | 83.9014 | 2460.4729 | 3954.834 | -1494.3611 |
| Avg Daily Profit (%) | 0.951 | 0.914 | 0.037 | 0.1432 | 0.1635 | 0 |
| Buy And Hold Return (%) | 198.4979 | 198.4979 | 198.4979 | 198.4979 | 198.4979 | 198.4979 |
| Max Trade Drawdown | -153199 | -138024 | -129023 | -6971644 | -4358981 | -4401542 |
| Profit Factor | 3.9806 | 6.471 | 1.2436 | 1.1223 | 1.3849 | 0.8481 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
| Profitability (%) | 32.0755 | 28.3019 | 35.8491 | 32.0755 | 28.3019 | 35.8491 |
| Ratio Avg Win / Avg Loss | 8.4295 | 16.3931 | 2.2253 | 2.3767 | 3.5083 | 1.5176 |
| Largest Winning Trade | 1462869 | 1462869 | 52654 | 6235959 | 6235959 | 2802711 |
| Largest Losing Trade | -32301 | -32301 | -26632 | -1820754 | -1820754 | -1527025 |
| Avg Bars in Trades | 125 | 110 | 140 | 125 | 110 | 140 |
| Avg Bars in Winners | 267 | 275 | 260 | 267 | 275 | 260 |
| Avg Bars in Losers | 58 | 45 | 73 | 58 | 45 | 73 |
| Bars Traded | 13332 | 5879 | 7453 | 13332 | 5879 | 7453 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 491605 | -173802 | -493928 | -92988 | -186155 | -763558 |
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13597,
"evaluation_days": 2266.17,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566273600000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759701688577,
"expiration_time": 1765568304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 22,
"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": [
[
2155164.836765263,
2071263.3935560994,
83901.4432091659,
2460472.885989003,
3954833.9506585593,
-1494361.0646695588
],
[
2155.164837,
2071.263394,
83.901443,
2460.472886,
3954.833951,
-1494.361065
],
[
0.951016,
0.913993,
0.037023,
0.143197,
0.163515,
0
],
[
198.497854,
198.497854,
198.497854,
198.497854,
198.497854,
198.497854
],
[
-153199,
-138024,
-129023,
-6971644,
-4358981,
-4401542
],
[
3.980578,
6.470967,
1.243561,
1.122342,
1.384875,
0.848068
],
[
106,
53,
53,
106,
53,
53
],
[
34,
15,
19,
34,
15,
19
],
[
72,
38,
34,
72,
38,
34
],
[
32.075472,
28.301887,
35.849057,
32.075472,
28.301887,
35.849057
],
[
8.429458,
16.393117,
2.22532,
2.376725,
3.508349,
1.517596
],
[
1462869,
1462869,
52654,
6235959,
6235959,
2802711
],
[
-32301,
-32301,
-26632,
-1820754,
-1820754,
-1527025
],
[
125,
110,
140,
125,
110,
140
],
[
267,
275,
260,
267,
275,
260
],
[
58,
45,
73,
58,
45,
73
],
[
13332,
5879,
7453,
13332,
5879,
7453
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
491605,
-173802,
-493928,
-92988,
-186155,
-763558
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13597,
"evaluation_days": 2266.17,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566273600000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759701688577,
"expiration_time": 1765568304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 22,
"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) |
|---|