| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1893414.5004 | -93013.7002 | -1800400.8002 | -107859.4344 | -3214004.9485 | 3106145.5142 |
| Total P&L (%) | -1893.4145 | -93.0137 | -1800.4008 | -107.8594 | -3214.0049 | 3106.1455 |
| Avg Daily Profit (%) | -0.8342 | -0.041 | -0.7932 | 0 | 0 | 0.1529 |
| Buy And Hold Return (%) | 537.517 | 537.517 | 537.517 | 537.517 | 537.517 | 537.517 |
| Max Trade Drawdown | -2003138 | -195151 | -1888464 | -5728405 | -4102878 | -2124885 |
| Profit Factor | 0.2383 | 0.7418 | 0.153 | 0.9883 | 0.3745 | 1.7591 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 62 | 29 | 33 | 47 | 21 | 26 |
| Losing Trades | 34 | 19 | 15 | 49 | 27 | 22 |
| Profitability (%) | 64.5833 | 60.4167 | 68.75 | 48.9583 | 43.75 | 54.1667 |
| Ratio Avg Win / Avg Loss | 0.1307 | 0.486 | 0.0696 | 1.0304 | 0.4816 | 1.4884 |
| Largest Winning Trade | 27125 | 27125 | 24713 | 4383103 | 932666 | 4383103 |
| Largest Losing Trade | -1392250 | -55836 | -1392250 | -3024998 | -3024998 | -2089950 |
| Avg Bars in Trades | 67 | 59 | 75 | 67 | 59 | 75 |
| Avg Bars in Winners | 32 | 23 | 39 | 72 | 68 | 75 |
| Avg Bars in Losers | 132 | 114 | 155 | 63 | 52 | 76 |
| Bars Traded | 6497 | 2860 | 3637 | 6497 | 2860 | 3637 |
| Profit Streak | 67.5768 | 97.5768 | 67.5768 | 0 | 0 | 0 |
| Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576767 | -577941 | -576877 | -579260 | -583119 | 348262 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6809,
"evaluation_days": 2269.67,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1569542400000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759960232032,
"expiration_time": 1765822176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 198,
"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": [
[
-1893414.5003768255,
-93013.7001938605,
-1800400.800182965,
-107859.4343516178,
-3214004.9485295247,
3106145.5141779063
],
[
-1893.4145,
-93.0137,
-1800.4008,
-107.859434,
-3214.004949,
3106.145514
],
[
-0.834225,
-0.040981,
-0.793243,
0,
0,
0.152899
],
[
537.516991,
537.516991,
537.516991,
537.516991,
537.516991,
537.516991
],
[
-2003138,
-195151,
-1888464,
-5728405,
-4102878,
-2124885
],
[
0.238345,
0.741796,
0.153027,
0.988315,
0.374539,
1.759066
],
[
96,
48,
48,
96,
48,
48
],
[
62,
29,
33,
47,
21,
26
],
[
34,
19,
15,
49,
27,
22
],
[
64.583333,
60.416667,
68.75,
48.958333,
43.75,
54.166667
],
[
0.130705,
0.486004,
0.069558,
1.030371,
0.481551,
1.488441
],
[
27125,
27125,
24713,
4383103,
932666,
4383103
],
[
-1392250,
-55836,
-1392250,
-3024998,
-3024998,
-2089950
],
[
67,
59,
75,
67,
59,
75
],
[
32,
23,
39,
72,
68,
75
],
[
132,
114,
155,
63,
52,
76
],
[
6497,
2860,
3637,
6497,
2860,
3637
],
[
67.57676,
97.57676,
67.57676,
0,
0,
0
],
[
7,
4,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576767,
-577941,
-576877,
-579260,
-583119,
348262
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6809,
"evaluation_days": 2269.67,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1569542400000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759960232032,
"expiration_time": 1765822176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 198,
"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) |
|---|