| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -965879.6904 | 150664.8301 | -1116544.5205 | 3483485.9156 | -30196381.9776 | 33679867.8932 |
| Total P&L (%) | -965.8797 | 150.6648 | -1116.5445 | 3483.4859 | -30196.382 | 33679.8679 |
| Avg Daily Profit (%) | -0.4262 | 0.0665 | -0.4926 | 0.158 | 0 | 0.2572 |
| Buy And Hold Return (%) | 519.0476 | 519.0476 | 519.0476 | 519.0476 | 519.0476 | 519.0476 |
| Max Trade Drawdown | -1104856 | -133107 | -1202373 | -54731882 | -52572961 | -20651215 |
| Profit Factor | 0.4026 | 1.6592 | 0.1956 | 1.037 | 0.5404 | 2.1887 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 44 | 20 | 24 | 36 | 15 | 21 |
| Losing Trades | 19 | 11 | 8 | 27 | 16 | 11 |
| Profitability (%) | 69.8413 | 64.5161 | 75 | 57.1429 | 48.3871 | 65.625 |
| Ratio Avg Win / Avg Loss | 0.1738 | 0.9125 | 0.0652 | 0.7778 | 0.5764 | 1.1465 |
| Largest Winning Trade | 89535 | 89535 | 50806 | 21098745 | 21098745 | 18199406 |
| Largest Losing Trade | -995424 | -48187 | -995424 | -21556375 | -21556375 | -11168884 |
| Avg Bars in Trades | 63 | 73 | 53 | 63 | 73 | 53 |
| Avg Bars in Winners | 22 | 18 | 25 | 28 | 19 | 35 |
| Avg Bars in Losers | 157 | 174 | 134 | 108 | 123 | 86 |
| Bars Traded | 3979 | 2282 | 1697 | 3979 | 2282 | 1697 |
| Profit Streak | 80.0083 | 0 | 290.0083 | 80.0083 | 0 | 290.0083 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -728647 | -267744 | -576601 | -323475 | -581445 | 523493 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4533,
"evaluation_days": 2266.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1569628800000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759709521211,
"expiration_time": 1765540368000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 134,
"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": [
[
-965879.6904383616,
150664.8301079904,
-1116544.520546352,
3483485.915630207,
-30196381.97760672,
33679867.893236935
],
[
-965.87969,
150.66483,
-1116.544521,
3483.485916,
-30196.381978,
33679.867893
],
[
-0.426155,
0.066475,
-0.492629,
0.15803,
0,
0.257222
],
[
519.047619,
519.047619,
519.047619,
519.047619,
519.047619,
519.047619
],
[
-1104856,
-133107,
-1202373,
-54731882,
-52572961,
-20651215
],
[
0.402557,
1.659171,
0.195643,
1.037044,
0.540409,
2.188721
],
[
63,
31,
32,
63,
31,
32
],
[
44,
20,
24,
36,
15,
21
],
[
19,
11,
8,
27,
16,
11
],
[
69.84127,
64.516129,
75,
57.142857,
48.387097,
65.625
],
[
0.173831,
0.912544,
0.065214,
0.777783,
0.576437,
1.146473
],
[
89535,
89535,
50806,
21098745,
21098745,
18199406
],
[
-995424,
-48187,
-995424,
-21556375,
-21556375,
-11168884
],
[
63,
73,
53,
63,
73,
53
],
[
22,
18,
25,
28,
19,
35
],
[
157,
174,
134,
108,
123,
86
],
[
3979,
2282,
1697,
3979,
2282,
1697
],
[
80.008347,
0,
290.008347,
80.008347,
0,
290.008347
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-728647,
-267744,
-576601,
-323475,
-581445,
523493
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4533,
"evaluation_days": 2266.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1569628800000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759709521211,
"expiration_time": 1765540368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 134,
"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) |
|---|