| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1721777.5825 | 1552891.1187 | 168886.4638 | 25386136.1568 | 11986592.5187 | 13399543.6381 |
| Total P&L (%) | 1721.7776 | 1552.8911 | 168.8865 | 25386.1362 | 11986.5925 | 13399.5436 |
| Avg Daily Profit (%) | 0.758 | 0.6837 | 0.0744 | 0.2442 | 0.2113 | 0.2162 |
| Buy And Hold Return (%) | 310.0652 | 310.0652 | 310.0652 | 310.0652 | 310.0652 | 310.0652 |
| Max Trade Drawdown | -125752 | -40425 | -105612 | -10461375 | -9152944 | -6132042 |
| Profit Factor | 5.5153 | 10.6194 | 1.768 | 1.7026 | 1.6365 | 1.7744 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
| Profitability (%) | 41.7722 | 40 | 43.5897 | 41.7722 | 40 | 43.5897 |
| Ratio Avg Win / Avg Loss | 7.6879 | 15.9291 | 2.2881 | 2.3733 | 2.4548 | 2.2963 |
| Largest Winning Trade | 886557 | 886557 | 61219 | 11149923 | 11149923 | 6949047 |
| Largest Losing Trade | -63852 | -17880 | -63852 | -4184440 | -3874230 | -4184440 |
| Avg Bars in Trades | 80 | 76 | 84 | 80 | 76 | 84 |
| Avg Bars in Winners | 158 | 150 | 166 | 158 | 150 | 166 |
| Avg Bars in Losers | 24 | 27 | 21 | 24 | 27 | 21 |
| Bars Traded | 6355 | 3064 | 3291 | 6355 | 3064 | 3291 |
| Profit Streak | 0 | 0 | 289.7621 | 0 | 0 | 289.7621 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -14461 | 558418 | -257214 | -22835 | 265409 | 375012 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6814,
"evaluation_days": 2271.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568822400000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760120242480,
"expiration_time": 1765970496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 97,
"offset": 76
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 13,
"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": [
[
1721777.5825105847,
1552891.1187486106,
168886.4637619739,
25386136.156768363,
11986592.518716563,
13399543.638051797
],
[
1721.777583,
1552.891119,
168.886464,
25386.136157,
11986.592519,
13399.543638
],
[
0.758048,
0.683692,
0.074356,
0.244239,
0.211319,
0.216197
],
[
310.065238,
310.065238,
310.065238,
310.065238,
310.065238,
310.065238
],
[
-125752,
-40425,
-105612,
-10461375,
-9152944,
-6132042
],
[
5.515265,
10.61938,
1.768049,
1.702553,
1.636505,
1.774439
],
[
79,
40,
39,
79,
40,
39
],
[
33,
16,
17,
33,
16,
17
],
[
46,
24,
22,
46,
24,
22
],
[
41.772152,
40,
43.589744,
41.772152,
40,
43.589744
],
[
7.687945,
15.92907,
2.288064,
2.373255,
2.454758,
2.296333
],
[
886557,
886557,
61219,
11149923,
11149923,
6949047
],
[
-63852,
-17880,
-63852,
-4184440,
-3874230,
-4184440
],
[
80,
76,
84,
80,
76,
84
],
[
158,
150,
166,
158,
150,
166
],
[
24,
27,
21,
24,
27,
21
],
[
6355,
3064,
3291,
6355,
3064,
3291
],
[
0,
0,
289.762066,
0,
0,
289.762066
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-14461,
558418,
-257214,
-22835,
265409,
375012
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6814,
"evaluation_days": 2271.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568822400000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760120242480,
"expiration_time": 1765970496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 97,
"offset": 76
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 13,
"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) |
|---|