| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 919750.5018 | 867159.7628 | 52590.739 | 1915045.0842 | 904834.4539 | 1010210.6303 |
| Total P&L (%) | 919.7505 | 867.1598 | 52.5907 | 1915.0451 | 904.8345 | 1010.2106 |
| Avg Daily Profit (%) | 0.4078 | 0.3845 | 0.0233 | 0.1333 | 0.1024 | 0.1068 |
| Buy And Hold Return (%) | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 |
| Max Trade Drawdown | -120505 | -58623 | -62451 | -2916034 | -1851223 | -2127229 |
| Profit Factor | 2.3056 | 3.4005 | 1.1532 | 1.1436 | 1.1385 | 1.1486 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
| Profitability (%) | 51.1111 | 48.8889 | 53.3333 | 51.1111 | 48.8889 | 53.3333 |
| Ratio Avg Win / Avg Loss | 2.2054 | 3.5551 | 1.0091 | 1.0939 | 1.1902 | 1.005 |
| Largest Winning Trade | 347513 | 347513 | 55374 | 1522952 | 1522952 | 1108233 |
| Largest Losing Trade | -50601 | -49090 | -50601 | -1424829 | -809762 | -1424829 |
| Avg Bars in Trades | 95 | 81 | 108 | 95 | 81 | 108 |
| Avg Bars in Winners | 94 | 73 | 113 | 94 | 73 | 113 |
| Avg Bars in Losers | 96 | 88 | 104 | 96 | 88 | 104 |
| Bars Traded | 8559 | 3663 | 4896 | 8559 | 3663 | 4896 |
| Profit Streak | 44.016 | 0 | 64.766 | 44.016 | 0 | 64.766 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 422138 | 439215 | -378407 | -77313 | -127946 | -109236 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9021,
"evaluation_days": 2255.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567231200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758824578204,
"expiration_time": 1764560808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 185,
"offset": 0,
"poles": 2
}
}
}
{
"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": [
[
919750.5017871053,
867159.7627962843,
52590.7389908211,
1915045.0842397937,
904834.4538898128,
1010210.6303499802
],
[
919.750502,
867.159763,
52.590739,
1915.045084,
904.834454,
1010.21063
],
[
0.407826,
0.384507,
0.023319,
0.133255,
0.102365,
0.106792
],
[
346.178344,
346.178344,
346.178344,
346.178344,
346.178344,
346.178344
],
[
-120505,
-58623,
-62451,
-2916034,
-1851223,
-2127229
],
[
2.305635,
3.40052,
1.153232,
1.14361,
1.138458,
1.148562
],
[
90,
45,
45,
90,
45,
45
],
[
46,
22,
24,
46,
22,
24
],
[
44,
23,
21,
44,
23,
21
],
[
51.111111,
48.888889,
53.333333,
51.111111,
48.888889,
53.333333
],
[
2.20539,
3.555089,
1.009078,
1.093888,
1.190206,
1.004992
],
[
347513,
347513,
55374,
1522952,
1522952,
1108233
],
[
-50601,
-49090,
-50601,
-1424829,
-809762,
-1424829
],
[
95,
81,
108,
95,
81,
108
],
[
94,
73,
113,
94,
73,
113
],
[
96,
88,
104,
96,
88,
104
],
[
8559,
3663,
4896,
8559,
3663,
4896
],
[
44.015951,
0,
64.765951,
44.015951,
0,
64.765951
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
422138,
439215,
-378407,
-77313,
-127946,
-109236
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9021,
"evaluation_days": 2255.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567231200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758824578204,
"expiration_time": 1764560808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 185,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|