| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1543568.9106 | -888.3187 | -1542680.592 | 293944.3819 | -21030123.6817 | 21324068.0636 |
| Total P&L (%) | -1543.5689 | -0.8883 | -1542.6806 | 293.9444 | -21030.1237 | 21324.0681 |
| Avg Daily Profit (%) | -0.6821 | -0.0004 | -0.6817 | 0.0606 | 0 | 0.2374 |
| Buy And Hold Return (%) | 345.3621 | 345.3621 | 345.3621 | 345.3621 | 345.3621 | 345.3621 |
| Max Trade Drawdown | -1731071 | -162932 | -1651931 | -27642811 | -22729447 | -5248746 |
| Profit Factor | 0.2417 | 0.9967 | 0.1246 | 1.007 | 0.3063 | 2.8278 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 33 | 15 | 18 | 29 | 13 | 16 |
| Losing Trades | 28 | 15 | 13 | 32 | 17 | 15 |
| Profitability (%) | 54.0984 | 50 | 58.0645 | 47.541 | 43.3333 | 51.6129 |
| Ratio Avg Win / Avg Loss | 0.2051 | 0.9967 | 0.09 | 1.1112 | 0.4005 | 2.651 |
| Largest Winning Trade | 66593 | 66593 | 46762 | 25191104 | 5117348 | 25191104 |
| Largest Losing Trade | -1134192 | -53644 | -1134192 | -11915938 | -11915938 | -3104405 |
| Avg Bars in Trades | 99 | 110 | 88 | 99 | 110 | 88 |
| Avg Bars in Winners | 39 | 30 | 46 | 50 | 37 | 61 |
| Avg Bars in Losers | 170 | 189 | 147 | 143 | 165 | 118 |
| Bars Traded | 6055 | 3305 | 2750 | 6055 | 3305 | 2750 |
| Profit Streak | 76.735 | 76.735 | 280.735 | 76.735 | 76.735 | 280.735 |
| Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -744875 | -580267 | -578379 | -656190 | -582860 | 551422 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6789,
"evaluation_days": 2263,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568793600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759369104401,
"expiration_time": 1765228896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 172,
"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": [
[
-1543568.910631416,
-888.3186624348,
-1542680.5919689813,
293944.3819476694,
-21030123.681652386,
21324068.063600052
],
[
-1543.568911,
-0.888319,
-1542.680592,
293.944382,
-21030.123682,
21324.068064
],
[
-0.68209,
-0.000393,
-0.681697,
0.060603,
0,
0.237449
],
[
345.362135,
345.362135,
345.362135,
345.362135,
345.362135,
345.362135
],
[
-1731071,
-162932,
-1651931,
-27642811,
-22729447,
-5248746
],
[
0.241688,
0.996748,
0.124642,
1.007002,
0.306253,
2.827751
],
[
61,
30,
31,
61,
30,
31
],
[
33,
15,
18,
29,
13,
16
],
[
28,
15,
13,
32,
17,
15
],
[
54.098361,
50,
58.064516,
47.540984,
43.333333,
51.612903
],
[
0.205069,
0.996748,
0.090019,
1.111175,
0.400484,
2.651017
],
[
66593,
66593,
46762,
25191104,
5117348,
25191104
],
[
-1134192,
-53644,
-1134192,
-11915938,
-11915938,
-3104405
],
[
99,
110,
88,
99,
110,
88
],
[
39,
30,
46,
50,
37,
61
],
[
170,
189,
147,
143,
165,
118
],
[
6055,
3305,
2750,
6055,
3305,
2750
],
[
76.735005,
76.735005,
280.735005,
76.735005,
76.735005,
280.735005
],
[
3,
1,
5,
3,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-744875,
-580267,
-578379,
-656190,
-582860,
551422
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6789,
"evaluation_days": 2263,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568793600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759369104401,
"expiration_time": 1765228896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 172,
"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) |
|---|