| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1400503.825 | 1428600.9495 | -28097.1244 | 411802.7054 | 231491.1943 | 180311.5111 |
| Total P&L (%) | 1400.5038 | 1428.6009 | -28.0971 | 411.8027 | 231.4912 | 180.3115 |
| Avg Daily Profit (%) | 0.6209 | 0.6334 | -0.0125 | 0.0724 | 0.0531 | 0.0457 |
| Buy And Hold Return (%) | 434.3249 | 434.3249 | 434.3249 | 434.3249 | 434.3249 | 434.3249 |
| Max Trade Drawdown | -86792 | -100724 | -83796 | -443051 | -419929 | -201953 |
| Profit Factor | 3.7149 | 6.3175 | 0.8863 | 1.2237 | 1.2183 | 1.2309 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
| Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
| Profitability (%) | 36.6197 | 30.5556 | 42.8571 | 36.6197 | 30.5556 | 42.8571 |
| Ratio Avg Win / Avg Loss | 6.4296 | 14.358 | 1.1818 | 2.1179 | 2.7689 | 1.6412 |
| Largest Winning Trade | 1207530 | 1207530 | 52929 | 523054 | 523054 | 187244 |
| Largest Losing Trade | -47787 | -34139 | -47787 | -128119 | -128119 | -112165 |
| Avg Bars in Trades | 57 | 67 | 47 | 57 | 67 | 47 |
| Avg Bars in Winners | 112 | 150 | 85 | 112 | 150 | 85 |
| Avg Bars in Losers | 26 | 31 | 19 | 26 | 31 | 19 |
| Bars Traded | 4113 | 2445 | 1668 | 4113 | 2445 | 1668 |
| Profit Streak | 0 | 0 | 8.1156 | 0 | 0 | 8.1156 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -80904 | 354684 | -580768 | -357780 | -294588 | -298523 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4511,
"evaluation_days": 2255.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1570579200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758811589992,
"expiration_time": 1764561456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 156,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 17,
"offset": 0,
"scalar": 4
}
}
}
{
"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": [
[
1400503.8250210867,
1428600.9494500826,
-28097.1244289959,
411802.7053721162,
231491.1942624676,
180311.5111096486
],
[
1400.503825,
1428.600949,
-28.097124,
411.802705,
231.491194,
180.311511
],
[
0.620928,
0.633385,
-0.012457,
0.072417,
0.053148,
0.045709
],
[
434.324943,
434.324943,
434.324943,
434.324943,
434.324943,
434.324943
],
[
-86792,
-100724,
-83796,
-443051,
-419929,
-201953
],
[
3.714872,
6.31753,
0.886341,
1.223652,
1.218324,
1.230886
],
[
71,
36,
35,
71,
36,
35
],
[
26,
11,
15,
26,
11,
15
],
[
45,
25,
20,
45,
25,
20
],
[
36.619718,
30.555556,
42.857143,
36.619718,
30.555556,
42.857143
],
[
6.429586,
14.358023,
1.181788,
2.11786,
2.768919,
1.641182
],
[
1207530,
1207530,
52929,
523054,
523054,
187244
],
[
-47787,
-34139,
-47787,
-128119,
-128119,
-112165
],
[
57,
67,
47,
57,
67,
47
],
[
112,
150,
85,
112,
150,
85
],
[
26,
31,
19,
26,
31,
19
],
[
4113,
2445,
1668,
4113,
2445,
1668
],
[
0,
0,
8.115625,
0,
0,
8.115625
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-80904,
354684,
-580768,
-357780,
-294588,
-298523
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4511,
"evaluation_days": 2255.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1570579200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758811589992,
"expiration_time": 1764561456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 156,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 17,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|