| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1809566.4589 | 1821394.8701 | -11828.4112 | 270648.893 | 610616.2563 | -339967.3633 |
| Total P&L (%) | 1809.5665 | 1821.3949 | -11.8284 | 270.6489 | 610.6163 | -339.9674 |
| Avg Daily Profit (%) | 0.7974 | 0.8026 | -0.0052 | 0.0577 | 0.0865 | 0 |
| Buy And Hold Return (%) | 187.7083 | 187.7083 | 187.7083 | 187.7083 | 187.7083 | 187.7083 |
| Max Trade Drawdown | -156485 | -111927 | -128962 | -1530029 | -816929 | -917362 |
| Profit Factor | 2.7526 | 4.3911 | 0.9761 | 1.0476 | 1.2119 | 0.879 |
| Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
| Winning Trades | 116 | 53 | 63 | 116 | 53 | 63 |
| Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
| Profitability (%) | 53.7037 | 49.0741 | 58.3333 | 53.7037 | 49.0741 | 58.3333 |
| Ratio Avg Win / Avg Loss | 2.3729 | 4.5568 | 0.6972 | 0.9031 | 1.2577 | 0.6279 |
| Largest Winning Trade | 1462114 | 1462114 | 48652 | 1160012 | 1160012 | 287333 |
| Largest Losing Trade | -39430 | -39430 | -36805 | -491655 | -210626 | -491655 |
| Avg Bars in Trades | 40 | 47 | 34 | 40 | 47 | 34 |
| Avg Bars in Winners | 52 | 65 | 40 | 52 | 65 | 40 |
| Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
| Bars Traded | 8830 | 5107 | 3723 | 8830 | 5107 | 3723 |
| 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 | 720260 | 716036 | -579964 | -312392 | -81087 | -579964 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9077,
"evaluation_days": 2269.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565913600000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759942237912,
"expiration_time": 1765806696000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 95,
"offset": 0,
"scalar": 1
}
},
"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": [
[
1809566.4589129577,
1821394.870065048,
-11828.411152092,
270648.8930336902,
610616.2563030028,
-339967.3632693119
],
[
1809.566459,
1821.39487,
-11.828411,
270.648893,
610.616256,
-339.967363
],
[
0.797429,
0.802642,
-0.005212,
0.057749,
0.086452,
0
],
[
187.708333,
187.708333,
187.708333,
187.708333,
187.708333,
187.708333
],
[
-156485,
-111927,
-128962,
-1530029,
-816929,
-917362
],
[
2.752577,
4.391091,
0.976124,
1.047554,
1.211932,
0.879023
],
[
216,
108,
108,
216,
108,
108
],
[
116,
53,
63,
116,
53,
63
],
[
100,
55,
45,
100,
55,
45
],
[
53.703704,
49.074074,
58.333333,
53.703704,
49.074074,
58.333333
],
[
2.372912,
4.556793,
0.697231,
0.903064,
1.257665,
0.627874
],
[
1462114,
1462114,
48652,
1160012,
1160012,
287333
],
[
-39430,
-39430,
-36805,
-491655,
-210626,
-491655
],
[
40,
47,
34,
40,
47,
34
],
[
52,
65,
40,
52,
65,
40
],
[
27,
29,
25,
27,
29,
25
],
[
8830,
5107,
3723,
8830,
5107,
3723
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
720260,
716036,
-579964,
-312392,
-81087,
-579964
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9077,
"evaluation_days": 2269.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565913600000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759942237912,
"expiration_time": 1765806696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 95,
"offset": 0,
"scalar": 1
}
},
"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) |
|---|