| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1907728.3239 | 1870550.6015 | 37177.7224 | 1734458.4289 | 1098264.8791 | 636193.5499 |
| Total P&L (%) | 1907.7283 | 1870.5506 | 37.1777 | 1734.4584 | 1098.2649 | 636.1936 |
| Avg Daily Profit (%) | 0.8394 | 0.8231 | 0.0164 | 0.1281 | 0.1093 | 0.0879 |
| Buy And Hold Return (%) | 216.709 | 216.709 | 216.709 | 216.709 | 216.709 | 216.709 |
| Max Trade Drawdown | -121702 | -94074 | -109573 | -1602323 | -1104489 | -723212 |
| Profit Factor | 4.4147 | 8.774 | 1.1169 | 1.3644 | 1.5054 | 1.2459 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 49.3333 | 47.3684 | 51.3514 | 49.3333 | 47.3684 | 51.3514 |
| Ratio Avg Win / Avg Loss | 4.534 | 9.7489 | 1.0581 | 1.4012 | 1.6727 | 1.1803 |
| Largest Winning Trade | 1561655 | 1561655 | 59963 | 1290527 | 1290527 | 660917 |
| Largest Losing Trade | -50445 | -31913 | -50445 | -549465 | -549465 | -452051 |
| Avg Bars in Trades | 85 | 89 | 81 | 85 | 89 | 81 |
| Avg Bars in Winners | 111 | 119 | 103 | 111 | 119 | 103 |
| Avg Bars in Losers | 60 | 61 | 59 | 60 | 61 | 59 |
| Bars Traded | 6422 | 3391 | 3030 | 6422 | 3391 | 3030 |
| Profit Streak | 53.5835 | 53.5835 | 83.2502 | 53.5835 | 53.5835 | 83.2502 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -39985 | 765599 | -427983 | -81669 | -45895 | -77894 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6818,
"evaluation_days": 2272.67,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568793600000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760220016920,
"expiration_time": 1766089152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 127,
"offset": 45
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 98,
"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": [
[
1907728.3238990898,
1870550.6014721892,
37177.7224269008,
1734458.428946889,
1098264.8790661981,
636193.5498806904
],
[
1907.728324,
1870.550601,
37.177722,
1734.458429,
1098.264879,
636.19355
],
[
0.839422,
0.823063,
0.016359,
0.128096,
0.109335,
0.087879
],
[
216.709022,
216.709022,
216.709022,
216.709022,
216.709022,
216.709022
],
[
-121702,
-94074,
-109573,
-1602323,
-1104489,
-723212
],
[
4.414704,
8.773979,
1.116888,
1.364355,
1.505399,
1.245891
],
[
75,
38,
37,
75,
38,
37
],
[
37,
18,
19,
37,
18,
19
],
[
38,
20,
18,
38,
20,
18
],
[
49.333333,
47.368421,
51.351351,
49.333333,
47.368421,
51.351351
],
[
4.534021,
9.748865,
1.058104,
1.401229,
1.672666,
1.180318
],
[
1561655,
1561655,
59963,
1290527,
1290527,
660917
],
[
-50445,
-31913,
-50445,
-549465,
-549465,
-452051
],
[
85,
89,
81,
85,
89,
81
],
[
111,
119,
103,
111,
119,
103
],
[
60,
61,
59,
60,
61,
59
],
[
6422,
3391,
3030,
6422,
3391,
3030
],
[
53.583529,
53.583529,
83.250196,
53.583529,
53.583529,
83.250196
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-39985,
765599,
-427983,
-81669,
-45895,
-77894
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6818,
"evaluation_days": 2272.67,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568793600000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760220016920,
"expiration_time": 1766089152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 127,
"offset": 45
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 98,
"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) |
|---|