| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1549733.7552 | -48094.7772 | -1501638.978 | -34891.6761 | -2645215.9499 | 2610324.2738 |
| Total P&L (%) | -1549.7338 | -48.0948 | -1501.639 | -34.8917 | -2645.216 | 2610.3243 |
| Avg Daily Profit (%) | -0.6859 | -0.0213 | -0.6646 | -0.019 | 0 | 0.1462 |
| Buy And Hold Return (%) | 348.7395 | 348.7395 | 348.7395 | 348.7395 | 348.7395 | 348.7395 |
| Max Trade Drawdown | -1547541 | -154256 | -1492336 | -4172423 | -3895787 | -1048341 |
| Profit Factor | 0.2321 | 0.864 | 0.0978 | 0.9951 | 0.5137 | 2.5085 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 56 | 29 | 27 | 50 | 26 | 24 |
| Losing Trades | 23 | 10 | 13 | 29 | 13 | 16 |
| Profitability (%) | 70.8861 | 74.359 | 67.5 | 63.2911 | 66.6667 | 60 |
| Ratio Avg Win / Avg Loss | 0.0953 | 0.2979 | 0.0471 | 0.5772 | 0.2568 | 1.6723 |
| Largest Winning Trade | 37701 | 37701 | 16519 | 2742008 | 1067507 | 2742008 |
| Largest Losing Trade | -1075016 | -56697 | -1075016 | -1774959 | -1774959 | -840229 |
| Avg Bars in Trades | 75 | 116 | 36 | 75 | 116 | 36 |
| Avg Bars in Winners | 20 | 29 | 9 | 25 | 31 | 19 |
| Avg Bars in Losers | 211 | 367 | 91 | 161 | 286 | 60 |
| Bars Traded | 5984 | 4540 | 1444 | 5984 | 4540 | 1444 |
| Profit Streak | 70.3035 | 70.3035 | 284.6368 | 70.3035 | 70.3035 | 284.6368 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -607692 | -577041 | -577512 | -608676 | -578038 | 343952 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6778,
"evaluation_days": 2259.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568390400000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759072620592,
"expiration_time": 1764902592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 89,
"offset": 69
}
}
} {
"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": [
[
-1549733.755170738,
-48094.7772148026,
-1501638.9779559353,
-34891.6760995437,
-2645215.949858057,
2610324.273758514
],
[
-1549.733755,
-48.094777,
-1501.638978,
-34.891676,
-2645.21595,
2610.324274
],
[
-0.685926,
-0.021287,
-0.664639,
-0.018991,
0,
0.146152
],
[
348.739496,
348.739496,
348.739496,
348.739496,
348.739496,
348.739496
],
[
-1547541,
-154256,
-1492336,
-4172423,
-3895787,
-1048341
],
[
0.232082,
0.864009,
0.097809,
0.995133,
0.513682,
2.508451
],
[
79,
39,
40,
79,
39,
40
],
[
56,
29,
27,
50,
26,
24
],
[
23,
10,
13,
29,
13,
16
],
[
70.886076,
74.358974,
67.5,
63.291139,
66.666667,
60
],
[
0.095319,
0.297934,
0.047093,
0.577177,
0.256841,
1.672301
],
[
37701,
37701,
16519,
2742008,
1067507,
2742008
],
[
-1075016,
-56697,
-1075016,
-1774959,
-1774959,
-840229
],
[
75,
116,
36,
75,
116,
36
],
[
20,
29,
9,
25,
31,
19
],
[
211,
367,
91,
161,
286,
60
],
[
5984,
4540,
1444,
5984,
4540,
1444
],
[
70.303479,
70.303479,
284.636812,
70.303479,
70.303479,
284.636812
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-607692,
-577041,
-577512,
-608676,
-578038,
343952
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6778,
"evaluation_days": 2259.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568390400000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759072620592,
"expiration_time": 1764902592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 89,
"offset": 69
}
}
}
| # | 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) |
|---|