| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1145641.631 | 60516.8551 | -1206158.4861 | 4614715.0568 | -17979519.8332 | 22594234.89 |
| Total P&L (%) | -1145.6416 | 60.5169 | -1206.1585 | 4614.7151 | -17979.5198 | 22594.2349 |
| Avg Daily Profit (%) | -0.507 | 0.0268 | -0.5338 | 0.1707 | 0 | 0.2404 |
| Buy And Hold Return (%) | 391.4639 | 391.4639 | 391.4639 | 391.4639 | 391.4639 | 391.4639 |
| Max Trade Drawdown | -1214182 | -107448 | -1311816 | -31412657 | -26272016 | -16446807 |
| Profit Factor | 0.3263 | 1.2666 | 0.1815 | 1.0709 | 0.5899 | 2.0616 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 48 | 20 | 28 | 42 | 16 | 26 |
| Losing Trades | 29 | 18 | 11 | 35 | 22 | 13 |
| Profitability (%) | 62.3377 | 52.6316 | 71.7949 | 54.5455 | 42.1053 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.1972 | 1.14 | 0.0713 | 0.8924 | 0.8112 | 1.0308 |
| Largest Winning Trade | 46603 | 46603 | 28064 | 13945245 | 6960359 | 13945245 |
| Largest Losing Trade | -1056259 | -44910 | -1056259 | -13968209 | -13129197 | -13968209 |
| Avg Bars in Trades | 103 | 122 | 84 | 103 | 122 | 84 |
| Avg Bars in Winners | 49 | 47 | 50 | 57 | 51 | 61 |
| Avg Bars in Losers | 192 | 206 | 170 | 157 | 174 | 130 |
| Bars Traded | 7951 | 4666 | 3285 | 7951 | 4666 | 3285 |
| Profit Streak | 67.3766 | 0 | 270.1266 | 67.3766 | 0 | 270.1266 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -624619 | -322639 | -576581 | -181597 | -583835 | 530000 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9038,
"evaluation_days": 2259.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1569240000000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759093339467,
"expiration_time": 1764939024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 249,
"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": [
[
-1145641.631000368,
60516.8550821668,
-1206158.4860825345,
4614715.05675049,
-17979519.833241124,
22594234.889991622
],
[
-1145.641631,
60.516855,
-1206.158486,
4614.715057,
-17979.519833,
22594.23489
],
[
-0.507033,
0.026783,
-0.533817,
0.170682,
0,
0.240372
],
[
391.463858,
391.463858,
391.463858,
391.463858,
391.463858,
391.463858
],
[
-1214182,
-107448,
-1311816,
-31412657,
-26272016,
-16446807
],
[
0.326325,
1.266614,
0.18149,
1.070854,
0.589945,
2.061613
],
[
77,
38,
39,
77,
38,
39
],
[
48,
20,
28,
42,
16,
26
],
[
29,
18,
11,
35,
22,
13
],
[
62.337662,
52.631579,
71.794872,
54.545455,
42.105263,
66.666667
],
[
0.197155,
1.139953,
0.071299,
0.892379,
0.811175,
1.030806
],
[
46603,
46603,
28064,
13945245,
6960359,
13945245
],
[
-1056259,
-44910,
-1056259,
-13968209,
-13129197,
-13968209
],
[
103,
122,
84,
103,
122,
84
],
[
49,
47,
50,
57,
51,
61
],
[
192,
206,
170,
157,
174,
130
],
[
7951,
4666,
3285,
7951,
4666,
3285
],
[
67.376614,
0,
270.126614,
67.376614,
0,
270.126614
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-624619,
-322639,
-576581,
-181597,
-583835,
530000
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9038,
"evaluation_days": 2259.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1569240000000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759093339467,
"expiration_time": 1764939024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 249,
"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) |
|---|