| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1970993.0426 | 1872647.3109 | 98345.7317 | 3015319.0563 | 2292821.4506 | 722497.6058 |
| Total P&L (%) | 1970.993 | 1872.6473 | 98.3457 | 3015.3191 | 2292.8215 | 722.4976 |
| Avg Daily Profit (%) | 0.8712 | 0.8278 | 0.0435 | 0.1521 | 0.1404 | 0.0932 |
| Buy And Hold Return (%) | 231.5294 | 231.5294 | 231.5294 | 231.5294 | 231.5294 | 231.5294 |
| Max Trade Drawdown | -109373 | -80775 | -75244 | -5715112 | -4493962 | -2822010 |
| Profit Factor | 3.9929 | 6.9444 | 1.2863 | 1.1216 | 1.1848 | 1.0583 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
| Losing Trades | 74 | 43 | 31 | 74 | 43 | 31 |
| Profitability (%) | 43.9394 | 34.8485 | 53.0303 | 43.9394 | 34.8485 | 53.0303 |
| Ratio Avg Win / Avg Loss | 5.0944 | 12.9831 | 1.1393 | 1.431 | 2.215 | 0.9374 |
| Largest Winning Trade | 1490183 | 1490183 | 49923 | 5096659 | 5096659 | 1944650 |
| Largest Losing Trade | -39006 | -25885 | -39006 | -2201291 | -1717698 | -2201291 |
| Avg Bars in Trades | 100 | 85 | 116 | 100 | 85 | 116 |
| Avg Bars in Winners | 159 | 158 | 159 | 159 | 158 | 159 |
| Avg Bars in Losers | 55 | 46 | 67 | 55 | 46 | 67 |
| Bars Traded | 13330 | 5639 | 7691 | 13330 | 5639 | 7691 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 657977 | -108632 | -424410 | -81167 | -151671 | -352988 |
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13574,
"evaluation_days": 2262.33,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566345600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759378207241,
"expiration_time": 1765227168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 107,
"offset": 64
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1970993.0425671192,
1872647.3108692924,
98345.731697826,
3015319.056339398,
2292821.4505660245,
722497.6057733708
],
[
1970.993043,
1872.647311,
98.345732,
3015.319056,
2292.821451,
722.497606
],
[
0.871223,
0.827752,
0.043471,
0.152123,
0.140443,
0.093185
],
[
231.529412,
231.529412,
231.529412,
231.529412,
231.529412,
231.529412
],
[
-109373,
-80775,
-75244,
-5715112,
-4493962,
-2822010
],
[
3.992936,
6.944427,
1.286286,
1.12158,
1.184752,
1.058309
],
[
132,
66,
66,
132,
66,
66
],
[
58,
23,
35,
58,
23,
35
],
[
74,
43,
31,
74,
43,
31
],
[
43.939394,
34.848485,
53.030303,
43.939394,
34.848485,
53.030303
],
[
5.094435,
12.98306,
1.139282,
1.430982,
2.214971,
0.93736
],
[
1490183,
1490183,
49923,
5096659,
5096659,
1944650
],
[
-39006,
-25885,
-39006,
-2201291,
-1717698,
-2201291
],
[
100,
85,
116,
100,
85,
116
],
[
159,
158,
159,
159,
158,
159
],
[
55,
46,
67,
55,
46,
67
],
[
13330,
5639,
7691,
13330,
5639,
7691
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
657977,
-108632,
-424410,
-81167,
-151671,
-352988
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13574,
"evaluation_days": 2262.33,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566345600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759378207241,
"expiration_time": 1765227168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 107,
"offset": 64
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|