| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 5050563.818 | 5246148.543 | -195584.7251 | -112254.7825 | -357013.6517 | 244758.8692 |
| Total P&L (%) | 5050.5638 | 5246.1485 | -195.5847 | -112.2548 | -357.0137 | 244.7589 |
| Avg Daily Profit (%) | 2.2316 | 2.318 | -0.0864 | 0 | 0 | 0.0547 |
| Buy And Hold Return (%) | 355.8488 | 355.8488 | 355.8488 | 355.8488 | 355.8488 | 355.8488 |
| Max Trade Drawdown | -318820 | -185027 | -243402 | -826438 | -729487 | -106735 |
| Profit Factor | 7.9523 | 15.2893 | 0.4557 | 0.8837 | 0.545 | 2.3529 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 39 | 17 | 22 | 39 | 18 | 21 |
| Losing Trades | 42 | 23 | 19 | 42 | 22 | 20 |
| Profitability (%) | 48.1481 | 42.5 | 53.6585 | 48.1481 | 45 | 51.2195 |
| Ratio Avg Win / Avg Loss | 8.564 | 20.6856 | 0.3936 | 0.9517 | 0.6661 | 2.2408 |
| Largest Winning Trade | 5437972 | 5437972 | 28841 | 195893 | 195893 | 125352 |
| Largest Losing Trade | -123129 | -58516 | -123129 | -713973 | -713973 | -104653 |
| Avg Bars in Trades | 104 | 174 | 35 | 104 | 174 | 35 |
| Avg Bars in Winners | 97 | 193 | 23 | 115 | 195 | 47 |
| Avg Bars in Losers | 110 | 160 | 49 | 93 | 157 | 24 |
| Bars Traded | 8448 | 6979 | 1469 | 8448 | 6979 | 1469 |
| Profit Streak | 0 | 0 | 0 | 139.9012 | 145.9012 | 139.9012 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 213810 | 724443 | -580268 | -596814 | -582121 | -280403 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9053,
"evaluation_days": 2263.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567944000000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759419461551,
"expiration_time": 1765272744000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 38,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 189,
"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": [
[
5050563.817988197,
5246148.543040496,
-195584.7250523012,
-112254.7825397261,
-357013.6517262083,
244758.8691864824
],
[
5050.563818,
5246.148543,
-195.584725,
-112.254783,
-357.013652,
244.758869
],
[
2.231554,
2.317971,
-0.086418,
0,
0,
0.054701
],
[
355.848811,
355.848811,
355.848811,
355.848811,
355.848811,
355.848811
],
[
-318820,
-185027,
-243402,
-826438,
-729487,
-106735
],
[
7.952256,
15.28932,
0.45569,
0.883741,
0.544997,
2.352859
],
[
81,
40,
41,
81,
40,
41
],
[
39,
17,
22,
39,
18,
21
],
[
42,
23,
19,
42,
22,
20
],
[
48.148148,
42.5,
53.658537,
48.148148,
45,
51.219512
],
[
8.563968,
20.685551,
0.393551,
0.951721,
0.666107,
2.240818
],
[
5437972,
5437972,
28841,
195893,
195893,
125352
],
[
-123129,
-58516,
-123129,
-713973,
-713973,
-104653
],
[
104,
174,
35,
104,
174,
35
],
[
97,
193,
23,
115,
195,
47
],
[
110,
160,
49,
93,
157,
24
],
[
8448,
6979,
1469,
8448,
6979,
1469
],
[
0,
0,
0,
139.901175,
145.901175,
139.901175
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
213810,
724443,
-580268,
-596814,
-582121,
-280403
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9053,
"evaluation_days": 2263.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567944000000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759419461551,
"expiration_time": 1765272744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 38,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 189,
"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) |
|---|