| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1647521.038 | 1699801.4545 | -52280.4165 | 100357.8863 | 1000038.7173 | -899680.831 |
| Total P&L (%) | 1647.521 | 1699.8015 | -52.2804 | 100.3579 | 1000.0387 | -899.6808 |
| Avg Daily Profit (%) | 0.7305 | 0.7537 | -0.0232 | 0.0308 | 0.1064 | 0 |
| Buy And Hold Return (%) | 215.5405 | 215.5405 | 215.5405 | 215.5405 | 215.5405 | 215.5405 |
| Max Trade Drawdown | -175353 | -148757 | -150074 | -2300291 | -1344268 | -1378393 |
| Profit Factor | 2.7403 | 4.4695 | 0.8855 | 1.0179 | 1.3297 | 0.6521 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Profitability (%) | 38.7387 | 39.2857 | 38.1818 | 38.7387 | 39.2857 | 38.1818 |
| Ratio Avg Win / Avg Loss | 4.3335 | 6.9075 | 1.4337 | 1.6096 | 2.055 | 1.0557 |
| Largest Winning Trade | 1534428 | 1534428 | 47513 | 1989853 | 1989853 | 772142 |
| Largest Losing Trade | -36492 | -34941 | -36492 | -805190 | -805190 | -557532 |
| Avg Bars in Trades | 79 | 84 | 73 | 79 | 84 | 73 |
| Avg Bars in Winners | 137 | 139 | 135 | 137 | 139 | 135 |
| Avg Bars in Losers | 42 | 48 | 35 | 42 | 48 | 35 |
| Bars Traded | 8786 | 4727 | 4059 | 8786 | 4727 | 4059 |
| 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 | 493798 | -164045 | -763762 | -521346 | -235044 | -763762 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9021,
"evaluation_days": 2255.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565805600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758936615205,
"expiration_time": 1764560808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 90,
"offset": 0,
"a": 0.75677
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 21,
"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": [
[
1647521.0380257762,
1699801.454527386,
-52280.4165016099,
100357.886274896,
1000038.7172988052,
-899680.8310239094
],
[
1647.521038,
1699.801455,
-52.280417,
100.357886,
1000.038717,
-899.680831
],
[
0.730527,
0.753709,
-0.023182,
0.030819,
0.106383,
0
],
[
215.540541,
215.540541,
215.540541,
215.540541,
215.540541,
215.540541
],
[
-175353,
-148757,
-150074,
-2300291,
-1344268,
-1378393
],
[
2.740288,
4.469526,
0.885544,
1.01786,
1.329681,
0.652075
],
[
111,
56,
55,
111,
56,
55
],
[
43,
22,
21,
43,
22,
21
],
[
68,
34,
34,
68,
34,
34
],
[
38.738739,
39.285714,
38.181818,
38.738739,
39.285714,
38.181818
],
[
4.333478,
6.90745,
1.433737,
1.609639,
2.054961,
1.055741
],
[
1534428,
1534428,
47513,
1989853,
1989853,
772142
],
[
-36492,
-34941,
-36492,
-805190,
-805190,
-557532
],
[
79,
84,
73,
79,
84,
73
],
[
137,
139,
135,
137,
139,
135
],
[
42,
48,
35,
42,
48,
35
],
[
8786,
4727,
4059,
8786,
4727,
4059
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
493798,
-164045,
-763762,
-521346,
-235044,
-763762
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9021,
"evaluation_days": 2255.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565805600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758936615205,
"expiration_time": 1764560808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 90,
"offset": 0,
"a": 0.75677
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 21,
"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) |
|---|