| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1262216.9369 | 1350109.2497 | -87892.3128 | -19868.0815 | 1568327.0365 | -1588195.118 |
| Total P&L (%) | 1262.2169 | 1350.1093 | -87.8923 | -19.8681 | 1568.327 | -1588.1951 |
| Avg Daily Profit (%) | 0.5584 | 0.5973 | -0.0389 | -0.0098 | 0.1246 | 0 |
| Buy And Hold Return (%) | 375.5003 | 375.5003 | 375.5003 | 375.5003 | 375.5003 | 375.5003 |
| Max Trade Drawdown | -160692 | -123502 | -124422 | -2997904 | -1509538 | -1641222 |
| Profit Factor | 2.6673 | 4.6687 | 0.7741 | 0.9963 | 1.7257 | 0.511 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
| Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
| Profitability (%) | 37.931 | 29.5455 | 46.5116 | 37.931 | 29.5455 | 46.5116 |
| Ratio Avg Win / Avg Loss | 4.3647 | 11.1331 | 0.8902 | 1.6304 | 4.1152 | 0.5876 |
| Largest Winning Trade | 1079086 | 1079086 | 48406 | 2816397 | 2816397 | 754691 |
| Largest Losing Trade | -73454 | -32994 | -73454 | -1570012 | -544791 | -1570012 |
| Avg Bars in Trades | 98 | 95 | 101 | 98 | 95 | 101 |
| Avg Bars in Winners | 161 | 204 | 132 | 161 | 204 | 132 |
| Avg Bars in Losers | 60 | 49 | 74 | 60 | 49 | 74 |
| Bars Traded | 8562 | 4183 | 4379 | 8562 | 4183 | 4379 |
| Profit Streak | 0 | 0 | 156.663 | 0 | 0 | 156.663 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321763 | 240504 | -581119 | -582461 | -34798 | -581119 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9042,
"evaluation_days": 2260.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1568030400000,
"last_datapoint_time": 1759168800000,
"evaluation_time": 1759182884880,
"expiration_time": 1765028016000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 193,
"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": [
[
1262216.9368522107,
1350109.249670562,
-87892.3128183516,
-19868.0814735164,
1568327.0365300546,
-1588195.1180035714
],
[
1262.216937,
1350.10925,
-87.892313,
-19.868081,
1568.327037,
-1588.195118
],
[
0.55838,
0.597261,
-0.038882,
-0.009798,
0.124581,
0
],
[
375.500345,
375.500345,
375.500345,
375.500345,
375.500345,
375.500345
],
[
-160692,
-123502,
-124422,
-2997904,
-1509538,
-1641222
],
[
2.667321,
4.668702,
0.774071,
0.996327,
1.725726,
0.510979
],
[
87,
44,
43,
87,
44,
43
],
[
33,
13,
20,
33,
13,
20
],
[
54,
31,
23,
54,
31,
23
],
[
37.931034,
29.545455,
46.511628,
37.931034,
29.545455,
46.511628
],
[
4.364707,
11.133058,
0.890181,
1.630353,
4.115194,
0.587626
],
[
1079086,
1079086,
48406,
2816397,
2816397,
754691
],
[
-73454,
-32994,
-73454,
-1570012,
-544791,
-1570012
],
[
98,
95,
101,
98,
95,
101
],
[
161,
204,
132,
161,
204,
132
],
[
60,
49,
74,
60,
49,
74
],
[
8562,
4183,
4379,
8562,
4183,
4379
],
[
0,
0,
156.663019,
0,
0,
156.663019
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321763,
240504,
-581119,
-582461,
-34798,
-581119
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9042,
"evaluation_days": 2260.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1568030400000,
"last_datapoint_time": 1759168800000,
"evaluation_time": 1759182884880,
"expiration_time": 1765028016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 193,
"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) |
|---|