| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1542878.8624 | 1501821.3417 | 41057.5207 | 1750236.9139 | 767351.2532 | 982885.6607 |
| Total P&L (%) | 1542.8789 | 1501.8213 | 41.0575 | 1750.2369 | 767.3513 | 982.8857 |
| Avg Daily Profit (%) | 0.6836 | 0.6654 | 0.0182 | 0.1294 | 0.0958 | 0.1056 |
| Buy And Hold Return (%) | 320.9184 | 320.9184 | 320.9184 | 320.9184 | 320.9184 | 320.9184 |
| Max Trade Drawdown | -172549 | -52312 | -170507 | -899552 | -727413 | -563650 |
| Profit Factor | 3.8353 | 7.8534 | 1.1263 | 1.4703 | 1.4429 | 1.4942 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
| Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
| Profitability (%) | 51.5464 | 46.9388 | 56.25 | 51.5464 | 46.9388 | 56.25 |
| Ratio Avg Win / Avg Loss | 3.6052 | 8.8777 | 0.876 | 1.3821 | 1.6311 | 1.1621 |
| Largest Winning Trade | 1137098 | 1137098 | 61999 | 595382 | 578992 | 595382 |
| Largest Losing Trade | -41535 | -33330 | -41535 | -518878 | -292167 | -518878 |
| Avg Bars in Trades | 66 | 54 | 77 | 66 | 54 | 77 |
| Avg Bars in Winners | 90 | 85 | 93 | 90 | 85 | 93 |
| Avg Bars in Losers | 40 | 27 | 56 | 40 | 27 | 56 |
| Bars Traded | 6420 | 2693 | 3727 | 6420 | 2693 | 3727 |
| Profit Streak | 0 | 0 | 156.6418 | 0 | 0 | 156.6418 |
| Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 650394 | 641939 | -415260 | -19348 | -68016 | -51058 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6771,
"evaluation_days": 2257,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568160000000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758871447168,
"expiration_time": 1764694944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 150,
"offset": 0
}
},
"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": [
[
1542878.8623565696,
1501821.3416725667,
41057.5206840024,
1750236.9139140237,
767351.2532151135,
982885.6606989105
],
[
1542.878862,
1501.821342,
41.057521,
1750.236914,
767.351253,
982.885661
],
[
0.683597,
0.665406,
0.018191,
0.129366,
0.09576,
0.105604
],
[
320.918367,
320.918367,
320.918367,
320.918367,
320.918367,
320.918367
],
[
-172549,
-52312,
-170507,
-899552,
-727413,
-563650
],
[
3.835318,
7.853371,
1.12632,
1.47031,
1.442915,
1.494172
],
[
97,
49,
48,
97,
49,
48
],
[
50,
23,
27,
50,
23,
27
],
[
47,
26,
21,
47,
26,
21
],
[
51.546392,
46.938776,
56.25,
51.546392,
46.938776,
56.25
],
[
3.605199,
8.877724,
0.876027,
1.382091,
1.631121,
1.162134
],
[
1137098,
1137098,
61999,
595382,
578992,
595382
],
[
-41535,
-33330,
-41535,
-518878,
-292167,
-518878
],
[
66,
54,
77,
66,
54,
77
],
[
90,
85,
93,
90,
85,
93
],
[
40,
27,
56,
40,
27,
56
],
[
6420,
2693,
3727,
6420,
2693,
3727
],
[
0,
0,
156.64175,
0,
0,
156.64175
],
[
0,
0,
5,
0,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
650394,
641939,
-415260,
-19348,
-68016,
-51058
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6771,
"evaluation_days": 2257,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568160000000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758871447168,
"expiration_time": 1764694944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 150,
"offset": 0
}
},
"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) |
|---|