| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1840642.6468 | 1873775.0915 | -33132.4448 | 115719.9206 | 2718709.1265 | -2602989.2059 |
| Total P&L (%) | 1840.6426 | 1873.7751 | -33.1324 | 115.7199 | 2718.7091 | -2602.9892 |
| Avg Daily Profit (%) | 0.8125 | 0.8271 | -0.0146 | 0.0339 | 0.1475 | 0 |
| Buy And Hold Return (%) | 304.0816 | 304.0816 | 304.0816 | 304.0816 | 304.0816 | 304.0816 |
| Max Trade Drawdown | -279427 | -194713 | -90133 | -7546155 | -4823291 | -2778418 |
| Profit Factor | 4.2792 | 5.891 | 0.8141 | 1.0129 | 1.4851 | 0.2194 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
| Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
| Profitability (%) | 42.6471 | 32.3529 | 52.9412 | 42.6471 | 32.3529 | 52.9412 |
| Ratio Avg Win / Avg Loss | 5.7548 | 12.3175 | 0.7236 | 1.3622 | 3.1051 | 0.195 |
| Largest Winning Trade | 1677521 | 1677521 | 35990 | 7325207 | 7325207 | 181282 |
| Largest Losing Trade | -44690 | -44690 | -32744 | -1889445 | -1889445 | -1537556 |
| Avg Bars in Trades | 130 | 230 | 31 | 130 | 230 | 31 |
| Avg Bars in Winners | 170 | 399 | 31 | 170 | 399 | 31 |
| Avg Bars in Losers | 101 | 149 | 31 | 101 | 149 | 31 |
| Bars Traded | 8896 | 7833 | 1063 | 8896 | 7833 | 1063 |
| 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 | -96825 | 511172 | -580413 | -636254 | -294 | -580413 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9062,
"evaluation_days": 2265.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567058400000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759626341306,
"expiration_time": 1765472976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 148,
"offset": 0,
"std": 1.13311
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 80,
"offset": 0,
"poles": 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": [
[
1840642.6467763674,
1873775.0915423008,
-33132.4447659343,
115719.9206061058,
2718709.12652586,
-2602989.205919754
],
[
1840.642647,
1873.775092,
-33.132445,
115.719921,
2718.709127,
-2602.989206
],
[
0.812466,
0.827091,
-0.014625,
0.033941,
0.147487,
0
],
[
304.081633,
304.081633,
304.081633,
304.081633,
304.081633,
304.081633
],
[
-279427,
-194713,
-90133,
-7546155,
-4823291,
-2778418
],
[
4.27923,
5.891001,
0.814068,
1.012945,
1.485054,
0.219397
],
[
68,
34,
34,
68,
34,
34
],
[
29,
11,
18,
29,
11,
18
],
[
39,
23,
16,
39,
23,
16
],
[
42.647059,
32.352941,
52.941176,
42.647059,
32.352941,
52.941176
],
[
5.754827,
12.317548,
0.723616,
1.362236,
3.105113,
0.195019
],
[
1677521,
1677521,
35990,
7325207,
7325207,
181282
],
[
-44690,
-44690,
-32744,
-1889445,
-1889445,
-1537556
],
[
130,
230,
31,
130,
230,
31
],
[
170,
399,
31,
170,
399,
31
],
[
101,
149,
31,
101,
149,
31
],
[
8896,
7833,
1063,
8896,
7833,
1063
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-96825,
511172,
-580413,
-636254,
-294,
-580413
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9062,
"evaluation_days": 2265.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567058400000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759626341306,
"expiration_time": 1765472976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 148,
"offset": 0,
"std": 1.13311
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 80,
"offset": 0,
"poles": 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) |
|---|