| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1716586.9608 | 1507410.3098 | 209176.651 | 43374838.7348 | -4277459.4911 | 47652298.2259 |
| Total P&L (%) | 1716.587 | 1507.4103 | 209.1767 | 43374.8387 | -4277.4595 | 47652.2982 |
| Avg Daily Profit (%) | 0.7569 | 0.6646 | 0.0922 | 0.2682 | 0 | 0.2724 |
| Buy And Hold Return (%) | 348.5951 | 348.5951 | 348.5951 | 348.5951 | 348.5951 | 348.5951 |
| Max Trade Drawdown | -196685 | -119857 | -119870 | -99711181 | -86075239 | -36909790 |
| Profit Factor | 4.3285 | 5.8796 | 2.0115 | 1.238 | 0.966 | 1.8473 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
| Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
| Profitability (%) | 60.2564 | 51.2821 | 69.2308 | 60.2564 | 51.2821 | 69.2308 |
| Ratio Avg Win / Avg Loss | 2.855 | 5.5857 | 0.894 | 0.8166 | 0.9177 | 0.821 |
| Largest Winning Trade | 1011857 | 1011857 | 56926 | 35689836 | 35689836 | 26994420 |
| Largest Losing Trade | -55335 | -32209 | -55335 | -27121603 | -27121603 | -15513352 |
| Avg Bars in Trades | 82 | 94 | 71 | 82 | 94 | 71 |
| Avg Bars in Winners | 102 | 128 | 82 | 102 | 128 | 82 |
| Avg Bars in Losers | 53 | 58 | 45 | 53 | 58 | 45 |
| Bars Traded | 6447 | 3668 | 2779 | 6447 | 3668 | 2779 |
| Profit Streak | 192.3783 | 192.3783 | 329.045 | 192.3783 | 192.3783 | 329.045 |
| Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -16980 | 723148 | -230646 | -29020 | -579205 | 478918 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6804,
"evaluation_days": 2268,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568764800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759827886944,
"expiration_time": 1765673856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 136,
"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": [
[
1716586.960823687,
1507410.3098071974,
209176.6510164899,
43374838.73475241,
-4277459.491132958,
47652298.22588536
],
[
1716.586961,
1507.41031,
209.176651,
43374.838735,
-4277.459491,
47652.298226
],
[
0.756873,
0.664643,
0.09223,
0.268206,
0,
0.272355
],
[
348.595147,
348.595147,
348.595147,
348.595147,
348.595147,
348.595147
],
[
-196685,
-119857,
-119870,
-99711181,
-86075239,
-36909790
],
[
4.328507,
5.879632,
2.011474,
1.23804,
0.966046,
1.847332
],
[
78,
39,
39,
78,
39,
39
],
[
47,
20,
27,
47,
20,
27
],
[
31,
19,
12,
31,
19,
12
],
[
60.25641,
51.282051,
69.230769,
60.25641,
51.282051,
69.230769
],
[
2.854973,
5.58565,
0.893988,
0.81658,
0.917744,
0.821037
],
[
1011857,
1011857,
56926,
35689836,
35689836,
26994420
],
[
-55335,
-32209,
-55335,
-27121603,
-27121603,
-15513352
],
[
82,
94,
71,
82,
94,
71
],
[
102,
128,
82,
102,
128,
82
],
[
53,
58,
45,
53,
58,
45
],
[
6447,
3668,
2779,
6447,
3668,
2779
],
[
192.378321,
192.378321,
329.044988,
192.378321,
192.378321,
329.044988
],
[
8,
4,
6,
8,
4,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-16980,
723148,
-230646,
-29020,
-579205,
478918
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6804,
"evaluation_days": 2268,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568764800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759827886944,
"expiration_time": 1765673856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 136,
"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) |
|---|