| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1579585.3671 | 1453105.0968 | 126480.2703 | 10947775.4123 | 4405613.6288 | 6542161.7835 |
| Total P&L (%) | 1579.5854 | 1453.1051 | 126.4803 | 10947.7754 | 4405.6136 | 6542.1618 |
| Avg Daily Profit (%) | 0.6992 | 0.6432 | 0.056 | 0.2085 | 0.1687 | 0.1859 |
| Buy And Hold Return (%) | 340.2264 | 340.2264 | 340.2264 | 340.2264 | 340.2264 | 340.2264 |
| Max Trade Drawdown | -72128 | -40952 | -91132 | -5132234 | -2883718 | -4946044 |
| Profit Factor | 4.4234 | 8.1196 | 1.4915 | 1.6454 | 1.5849 | 1.6937 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
| Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
| Profitability (%) | 52.809 | 46.6667 | 59.0909 | 52.809 | 46.6667 | 59.0909 |
| Ratio Avg Win / Avg Loss | 3.9528 | 9.2796 | 1.0326 | 1.4703 | 1.8113 | 1.1725 |
| Largest Winning Trade | 1040987 | 1040987 | 55258 | 3996098 | 2314858 | 3996098 |
| Largest Losing Trade | -46261 | -21795 | -46261 | -2285526 | -1406995 | -2285526 |
| Avg Bars in Trades | 96 | 101 | 91 | 96 | 101 | 91 |
| Avg Bars in Winners | 129 | 147 | 115 | 129 | 147 | 115 |
| Avg Bars in Losers | 59 | 61 | 56 | 59 | 61 | 56 |
| Bars Traded | 8577 | 4559 | 4018 | 8577 | 4559 | 4018 |
| Profit Streak | 0 | 0 | 73.7693 | 0 | 0 | 73.7693 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 670574 | 617121 | -280890 | 385794 | 341125 | 425159 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9037,
"evaluation_days": 2259.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1569067200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759062464649,
"expiration_time": 1764916776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 130,
"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": [
[
1579585.3670591223,
1453105.0967738482,
126480.2702852749,
10947775.412312465,
4405613.628822542,
6542161.783489924
],
[
1579.585367,
1453.105097,
126.48027,
10947.775412,
4405.613629,
6542.161783
],
[
0.699164,
0.64318,
0.055983,
0.208464,
0.16869,
0.185899
],
[
340.22644,
340.22644,
340.22644,
340.22644,
340.22644,
340.22644
],
[
-72128,
-40952,
-91132,
-5132234,
-2883718,
-4946044
],
[
4.423405,
8.119636,
1.491549,
1.645361,
1.584876,
1.693669
],
[
89,
45,
44,
89,
45,
44
],
[
47,
21,
26,
47,
21,
26
],
[
42,
24,
18,
42,
24,
18
],
[
52.808989,
46.666667,
59.090909,
52.808989,
46.666667,
59.090909
],
[
3.95283,
9.279584,
1.032611,
1.470322,
1.811287,
1.17254
],
[
1040987,
1040987,
55258,
3996098,
2314858,
3996098
],
[
-46261,
-21795,
-46261,
-2285526,
-1406995,
-2285526
],
[
96,
101,
91,
96,
101,
91
],
[
129,
147,
115,
129,
147,
115
],
[
59,
61,
56,
59,
61,
56
],
[
8577,
4559,
4018,
8577,
4559,
4018
],
[
0,
0,
73.769267,
0,
0,
73.769267
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
670574,
617121,
-280890,
385794,
341125,
425159
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9037,
"evaluation_days": 2259.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1569067200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759062464649,
"expiration_time": 1764916776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 130,
"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) |
|---|