| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1399402.5259 | 1375692.5433 | 23709.9826 | -3331892.8449 | -303807.7196 | -3028085.1252 |
| Total P&L (%) | 1399.4025 | 1375.6925 | 23.71 | -3331.8928 | -303.8077 | -3028.0851 |
| Avg Daily Profit (%) | 0.6204 | 0.6099 | 0.0105 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 512.0577 | 512.0577 | 512.0577 | 512.0577 | 512.0577 | 512.0577 |
| Max Trade Drawdown | -257682 | -96332 | -256443 | -3762921 | -1926575 | -3093616 |
| Profit Factor | 3.3031 | 6.7589 | 1.0643 | 0.6519 | 0.9397 | 0.3318 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 42 | 19 | 23 | 36 | 21 | 15 |
| Losing Trades | 29 | 16 | 13 | 35 | 14 | 21 |
| Profitability (%) | 59.1549 | 54.2857 | 63.8889 | 50.7042 | 60 | 41.6667 |
| Ratio Avg Win / Avg Loss | 2.2807 | 5.6917 | 0.6016 | 0.6338 | 0.6265 | 0.4646 |
| Largest Winning Trade | 1099495 | 1099495 | 52128 | 868476 | 868476 | 400281 |
| Largest Losing Trade | -159157 | -31432 | -159157 | -1213659 | -1213659 | -565434 |
| Avg Bars in Trades | 59 | 69 | 49 | 59 | 69 | 49 |
| Avg Bars in Winners | 70 | 82 | 59 | 45 | 57 | 30 |
| Avg Bars in Losers | 43 | 54 | 30 | 73 | 88 | 63 |
| Bars Traded | 4216 | 2441 | 1775 | 4216 | 2441 | 1775 |
| Profit Streak | 125.1156 | 125.1156 | 317.6156 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -73864 | 640515 | -492868 | -671964 | -579491 | -584020 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4511,
"evaluation_days": 2255.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1569931200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758811588457,
"expiration_time": 1764561456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 230,
"offset": 0,
"std": 2.16829
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 141,
"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": [
[
1399402.5258539761,
1375692.5432918614,
23709.9825621148,
-3331892.8448766125,
-303807.7196420581,
-3028085.1252345536
],
[
1399.402526,
1375.692543,
23.709983,
-3331.892845,
-303.80772,
-3028.085125
],
[
0.62044,
0.609928,
0.010512,
0,
0,
0
],
[
512.057667,
512.057667,
512.057667,
512.057667,
512.057667,
512.057667
],
[
-257682,
-96332,
-256443,
-3762921,
-1926575,
-3093616
],
[
3.303068,
6.758883,
1.064299,
0.651948,
0.939732,
0.331841
],
[
71,
35,
36,
71,
35,
36
],
[
42,
19,
23,
36,
21,
15
],
[
29,
16,
13,
35,
14,
21
],
[
59.15493,
54.285714,
63.888889,
50.704225,
60,
41.666667
],
[
2.28069,
5.691691,
0.601561,
0.633838,
0.626488,
0.464577
],
[
1099495,
1099495,
52128,
868476,
868476,
400281
],
[
-159157,
-31432,
-159157,
-1213659,
-1213659,
-565434
],
[
59,
69,
49,
59,
69,
49
],
[
70,
82,
59,
45,
57,
30
],
[
43,
54,
30,
73,
88,
63
],
[
4216,
2441,
1775,
4216,
2441,
1775
],
[
125.115607,
125.115607,
317.615607,
0,
0,
0
],
[
3,
1,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-73864,
640515,
-492868,
-671964,
-579491,
-584020
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4511,
"evaluation_days": 2255.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1569931200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758811588457,
"expiration_time": 1764561456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 230,
"offset": 0,
"std": 2.16829
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 141,
"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) |
|---|