| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1766807.8944 | 1854787.4453 | -87979.5509 | 20111.5064 | 1469220.3637 | -1449108.8573 |
| Total P&L (%) | 1766.8079 | 1854.7874 | -87.9796 | 20.1115 | 1469.2204 | -1449.1089 |
| Avg Daily Profit (%) | 0.7789 | 0.8177 | -0.0388 | 0.0081 | 0.1214 | 0 |
| Buy And Hold Return (%) | 374.2991 | 374.2991 | 374.2991 | 374.2991 | 374.2991 | 374.2991 |
| Max Trade Drawdown | -392874 | -219035 | -185683 | -8136892 | -5036720 | -4097350 |
| Profit Factor | 3.3866 | 5.2589 | 0.7113 | 1.0018 | 1.2149 | 0.6604 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
| Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
| Profitability (%) | 40.2174 | 32.6087 | 47.8261 | 40.2174 | 32.6087 | 47.8261 |
| Ratio Avg Win / Avg Loss | 5.0342 | 10.8684 | 0.776 | 1.4892 | 2.5108 | 0.7205 |
| Largest Winning Trade | 1703837 | 1703837 | 29249 | 6177699 | 6177699 | 1046677 |
| Largest Losing Trade | -61771 | -42397 | -61771 | -2661789 | -2661789 | -1584314 |
| Avg Bars in Trades | 64 | 100 | 28 | 64 | 100 | 28 |
| Avg Bars in Winners | 85 | 157 | 35 | 85 | 157 | 35 |
| Avg Bars in Losers | 50 | 72 | 22 | 50 | 72 | 22 |
| Bars Traded | 5947 | 4619 | 1328 | 5947 | 4619 | 1328 |
| Profit Streak | 10.5966 | 11.9299 | 0 | 10.5966 | 11.9299 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 538945 | 494208 | -581272 | -569256 | -38137 | -581272 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6805,
"evaluation_days": 2268.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568188800000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759846746894,
"expiration_time": 1765703520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 135,
"offset": 0,
"std": 2.63979
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 151,
"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": [
[
1766807.894374471,
1854787.4452812765,
-87979.550906806,
20111.5063582305,
1469220.363696274,
-1449108.8573380436
],
[
1766.807894,
1854.787445,
-87.979551,
20.111506,
1469.220364,
-1449.108857
],
[
0.778902,
0.817689,
-0.038786,
0.008079,
0.121448,
0
],
[
374.299065,
374.299065,
374.299065,
374.299065,
374.299065,
374.299065
],
[
-392874,
-219035,
-185683,
-8136892,
-5036720,
-4097350
],
[
3.386649,
5.258887,
0.711333,
1.001811,
1.214901,
0.660449
],
[
92,
46,
46,
92,
46,
46
],
[
37,
15,
22,
37,
15,
22
],
[
55,
31,
24,
55,
31,
24
],
[
40.217391,
32.608696,
47.826087,
40.217391,
32.608696,
47.826087
],
[
5.034208,
10.868366,
0.775999,
1.489179,
2.510796,
0.72049
],
[
1703837,
1703837,
29249,
6177699,
6177699,
1046677
],
[
-61771,
-42397,
-61771,
-2661789,
-2661789,
-1584314
],
[
64,
100,
28,
64,
100,
28
],
[
85,
157,
35,
85,
157,
35
],
[
50,
72,
22,
50,
72,
22
],
[
5947,
4619,
1328,
5947,
4619,
1328
],
[
10.596607,
11.929941,
0,
10.596608,
11.929941,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
538945,
494208,
-581272,
-569256,
-38137,
-581272
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6805,
"evaluation_days": 2268.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568188800000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759846746894,
"expiration_time": 1765703520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 135,
"offset": 0,
"std": 2.63979
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 151,
"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) |
|---|