| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 445632.6447 | 545867.8612 | -100235.2165 | -514134.578 | -968922.0886 | 454787.5106 |
| Total P&L (%) | 445.6326 | 545.8679 | -100.2352 | -514.1346 | -968.9221 | 454.7875 |
| Avg Daily Profit (%) | 0.1965 | 0.2407 | -0.0442 | 0 | 0 | 0.0756 |
| Buy And Hold Return (%) | 340.1869 | 340.1869 | 340.1869 | 340.1869 | 340.1869 | 340.1869 |
| Max Trade Drawdown | -231748 | -38470 | -362947 | -2890850 | -1492328 | -1847256 |
| Profit Factor | 1.5292 | 3.7171 | 0.8437 | 0.9114 | 0.5859 | 1.1313 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 53 | 27 | 26 | 34 | 19 | 15 |
| Losing Trades | 34 | 17 | 17 | 53 | 25 | 28 |
| Profitability (%) | 60.9195 | 61.3636 | 60.4651 | 39.0805 | 43.1818 | 34.8837 |
| Ratio Avg Win / Avg Loss | 0.981 | 2.3404 | 0.5516 | 1.4208 | 0.7709 | 2.1117 |
| Largest Winning Trade | 126049 | 126049 | 48695 | 1886930 | 428219 | 1886930 |
| Largest Losing Trade | -192464 | -34129 | -192464 | -782678 | -782678 | -674897 |
| Avg Bars in Trades | 49 | 26 | 72 | 49 | 26 | 72 |
| Avg Bars in Winners | 50 | 23 | 78 | 38 | 26 | 52 |
| Avg Bars in Losers | 47 | 30 | 63 | 56 | 25 | 83 |
| Bars Traded | 4275 | 1157 | 3118 | 4275 | 1157 | 3118 |
| Profit Streak | 131.5905 | 131.5905 | 311.0905 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 6 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -58626 | 305412 | -577961 | -583125 | -583093 | -233863 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4536,
"evaluation_days": 2268,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567166400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759803018570,
"expiration_time": 1765673856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 79,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
445632.6446771787,
545867.8611962524,
-100235.2165190737,
-514134.5780015311,
-968922.0885855238,
454787.5105839926
],
[
445.632645,
545.867861,
-100.235217,
-514.134578,
-968.922089,
454.787511
],
[
0.196487,
0.240682,
-0.044195,
0,
0,
0.075576
],
[
340.186916,
340.186916,
340.186916,
340.186916,
340.186916,
340.186916
],
[
-231748,
-38470,
-362947,
-2890850,
-1492328,
-1847256
],
[
1.529152,
3.717055,
0.84369,
0.911427,
0.585921,
1.131264
],
[
87,
44,
43,
87,
44,
43
],
[
53,
27,
26,
34,
19,
15
],
[
34,
17,
17,
53,
25,
28
],
[
60.91954,
61.363636,
60.465116,
39.08046,
43.181818,
34.883721
],
[
0.980966,
2.340368,
0.551643,
1.420754,
0.770948,
2.111692
],
[
126049,
126049,
48695,
1886930,
428219,
1886930
],
[
-192464,
-34129,
-192464,
-782678,
-782678,
-674897
],
[
49,
26,
72,
49,
26,
72
],
[
50,
23,
78,
38,
26,
52
],
[
47,
30,
63,
56,
25,
83
],
[
4275,
1157,
3118,
4275,
1157,
3118
],
[
131.590493,
131.590493,
311.090493,
0,
0,
0
],
[
4,
2,
6,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-58626,
305412,
-577961,
-583125,
-583093,
-233863
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4536,
"evaluation_days": 2268,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567166400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759803018570,
"expiration_time": 1765673856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 79,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|