| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2785527.1885 | 2622297.1206 | 163230.068 | 15044639.2664 | 6984210.1513 | 8060429.1151 |
| Total P&L (%) | 2785.5272 | 2622.2971 | 163.2301 | 15044.6393 | 6984.2102 | 8060.4291 |
| Avg Daily Profit (%) | 1.2286 | 1.1566 | 0.072 | 0.2217 | 0.1881 | 0.1943 |
| Buy And Hold Return (%) | 353.0159 | 353.0159 | 353.0159 | 353.0159 | 353.0159 | 353.0159 |
| Max Trade Drawdown | -157907 | -108122 | -86615 | -35191646 | -17891119 | -21484916 |
| Profit Factor | 6.1848 | 10.3808 | 1.6334 | 1.1517 | 1.1368 | 1.1676 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
| Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
| Profitability (%) | 50 | 43.1373 | 56.8627 | 50 | 43.1373 | 56.8627 |
| Ratio Avg Win / Avg Loss | 6.1848 | 13.6838 | 1.2391 | 1.1517 | 1.4985 | 0.8857 |
| Largest Winning Trade | 2118961 | 2118961 | 56301 | 24040814 | 24040814 | 13165672 |
| Largest Losing Trade | -38094 | -38094 | -33878 | -11072147 | -8842240 | -11072147 |
| Avg Bars in Trades | 86 | 101 | 71 | 86 | 101 | 71 |
| Avg Bars in Winners | 124 | 172 | 87 | 124 | 172 | 87 |
| Avg Bars in Losers | 49 | 47 | 51 | 49 | 47 | 51 |
| Bars Traded | 8842 | 5173 | 3669 | 8842 | 5173 | 3669 |
| 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 | 804160 | -160720 | -439774 | -45154 | -244859 | -209059 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9069,
"evaluation_days": 2267.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567490400000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759763152143,
"expiration_time": 1765628712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 168,
"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": [
[
2785527.1885336395,
2622297.120555974,
163230.0679776661,
15044639.266445944,
6984210.151314819,
8060429.115131117
],
[
2785.527189,
2622.297121,
163.230068,
15044.639266,
6984.210151,
8060.429115
],
[
1.228593,
1.156598,
0.071995,
0.221669,
0.188089,
0.194339
],
[
353.015873,
353.015873,
353.015873,
353.015873,
353.015873,
353.015873
],
[
-157907,
-108122,
-86615,
-35191646,
-17891119,
-21484916
],
[
6.18479,
10.380793,
1.633385,
1.151708,
1.136778,
1.167555
],
[
102,
51,
51,
102,
51,
51
],
[
51,
22,
29,
51,
22,
29
],
[
51,
29,
22,
51,
29,
22
],
[
50,
43.137255,
56.862745,
50,
43.137255,
56.862745
],
[
6.18479,
13.683773,
1.239119,
1.151708,
1.49848,
0.885731
],
[
2118961,
2118961,
56301,
24040814,
24040814,
13165672
],
[
-38094,
-38094,
-33878,
-11072147,
-8842240,
-11072147
],
[
86,
101,
71,
86,
101,
71
],
[
124,
172,
87,
124,
172,
87
],
[
49,
47,
51,
49,
47,
51
],
[
8842,
5173,
3669,
8842,
5173,
3669
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
804160,
-160720,
-439774,
-45154,
-244859,
-209059
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9069,
"evaluation_days": 2267.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567490400000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759763152143,
"expiration_time": 1765628712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 168,
"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) |
|---|