| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1810097.054 | 1743777.9269 | 66319.1272 | 2435805.6456 | 2198386.6588 | 237418.9868 |
| Total P&L (%) | 1810.0971 | 1743.7779 | 66.3191 | 2435.8056 | 2198.3867 | 237.419 |
| Avg Daily Profit (%) | 0.7993 | 0.77 | 0.0293 | 0.1429 | 0.1385 | 0.0537 |
| Buy And Hold Return (%) | 327.6786 | 327.6786 | 327.6786 | 327.6786 | 327.6786 | 327.6786 |
| Max Trade Drawdown | -102739 | -78569 | -48726 | -6798193 | -5329796 | -2975281 |
| Profit Factor | 4.1501 | 6.1729 | 1.2792 | 1.0938 | 1.1453 | 1.0219 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Profitability (%) | 48.4211 | 47.9167 | 48.9362 | 48.4211 | 47.9167 | 48.9362 |
| Ratio Avg Win / Avg Loss | 4.4208 | 6.7097 | 1.3348 | 1.1652 | 1.2448 | 1.0664 |
| Largest Winning Trade | 1312114 | 1312114 | 57920 | 4774848 | 4774848 | 1974395 |
| Largest Losing Trade | -38878 | -37049 | -38878 | -2274846 | -2105699 | -2274846 |
| Avg Bars in Trades | 68 | 99 | 37 | 68 | 99 | 37 |
| Avg Bars in Winners | 98 | 142 | 55 | 98 | 142 | 55 |
| Avg Bars in Losers | 41 | 59 | 21 | 41 | 59 | 21 |
| Bars Traded | 6552 | 4773 | 1780 | 6552 | 4773 | 1780 |
| Profit Streak | 0 | 0 | 168.9105 | 0 | 0 | 168.9105 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 683520 | 705505 | -318560 | -119596 | -69358 | -482354 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6794,
"evaluation_days": 2264.67,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1567641600000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759528268849,
"expiration_time": 1765377216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 132,
"offset": 0,
"std": 3.78832
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 30,
"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": [
[
1810097.0540462437,
1743777.9268830642,
66319.1271631798,
2435805.6455810512,
2198386.658818442,
237418.9867626071
],
[
1810.097054,
1743.777927,
66.319127,
2435.805646,
2198.386659,
237.418987
],
[
0.799276,
0.769992,
0.029284,
0.142864,
0.138517,
0.053716
],
[
327.678571,
327.678571,
327.678571,
327.678571,
327.678571,
327.678571
],
[
-102739,
-78569,
-48726,
-6798193,
-5329796,
-2975281
],
[
4.1501,
6.172936,
1.279216,
1.093814,
1.145259,
1.021922
],
[
95,
48,
47,
95,
48,
47
],
[
46,
23,
23,
46,
23,
23
],
[
49,
25,
24,
49,
25,
24
],
[
48.421053,
47.916667,
48.93617,
48.421053,
47.916667,
48.93617
],
[
4.420759,
6.709713,
1.334834,
1.16515,
1.244846,
1.066354
],
[
1312114,
1312114,
57920,
4774848,
4774848,
1974395
],
[
-38878,
-37049,
-38878,
-2274846,
-2105699,
-2274846
],
[
68,
99,
37,
68,
99,
37
],
[
98,
142,
55,
98,
142,
55
],
[
41,
59,
21,
41,
59,
21
],
[
6552,
4773,
1780,
6552,
4773,
1780
],
[
0,
0,
168.910519,
0,
0,
168.910519
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
683520,
705505,
-318560,
-119596,
-69358,
-482354
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6794,
"evaluation_days": 2264.67,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1567641600000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759528268849,
"expiration_time": 1765377216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 132,
"offset": 0,
"std": 3.78832
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 30,
"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) |
|---|