| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1413713.2241 | 1373762.4384 | 39950.7857 | 2161746.659 | 3873240.4176 | -1711493.7586 |
| Total P&L (%) | 1413.7132 | 1373.7624 | 39.9508 | 2161.7467 | 3873.2404 | -1711.4938 |
| Avg Daily Profit (%) | 0.6217 | 0.6041 | 0.0176 | 0.1372 | 0.1621 | 0 |
| Buy And Hold Return (%) | 406.7812 | 406.7812 | 406.7812 | 406.7812 | 406.7812 | 406.7812 |
| Max Trade Drawdown | -114116 | -89006 | -135623 | -5320725 | -3428715 | -3962858 |
| Profit Factor | 2.5841 | 4.0879 | 1.0893 | 1.0899 | 1.3163 | 0.8551 |
| Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
| Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
| Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
| Profitability (%) | 36.1842 | 34.2105 | 38.1579 | 36.1842 | 34.2105 | 38.1579 |
| Ratio Avg Win / Avg Loss | 4.5573 | 7.8613 | 1.7654 | 1.9221 | 2.5313 | 1.3858 |
| Largest Winning Trade | 1046940 | 1046940 | 55642 | 2883708 | 2883708 | 1661807 |
| Largest Losing Trade | -40123 | -24692 | -40123 | -1544658 | -1165051 | -1544658 |
| Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
| Avg Bars in Winners | 58 | 61 | 56 | 58 | 61 | 56 |
| Avg Bars in Losers | 10 | 12 | 9 | 10 | 12 | 9 |
| Bars Traded | 4293 | 2216 | 2077 | 4293 | 2216 | 2077 |
| Profit Streak | 0 | 0 | 66.8082 | 0 | 0 | 66.8082 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 344959 | -39478 | -509203 | -135386 | -46312 | -631926 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4548,
"evaluation_days": 2274,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1574078400000,
"last_datapoint_time": 1760313600000,
"evaluation_time": 1760340227890,
"expiration_time": 1766207808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.43402,
"nb": 0.1,
"nc": 0.39238
}
}
} {
"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": [
[
1413713.2241307702,
1373762.4383946413,
39950.7857361275,
2161746.6590211294,
3873240.4176074113,
-1711493.7585862824
],
[
1413.713224,
1373.762438,
39.950786,
2161.746659,
3873.240418,
-1711.493759
],
[
0.621686,
0.604117,
0.017569,
0.137241,
0.162056,
0
],
[
406.781193,
406.781193,
406.781193,
406.781193,
406.781193,
406.781193
],
[
-114116,
-89006,
-135623,
-5320725,
-3428715,
-3962858
],
[
2.584059,
4.087894,
1.08926,
1.089867,
1.316255,
0.855054
],
[
152,
76,
76,
152,
76,
76
],
[
55,
26,
29,
55,
26,
29
],
[
97,
50,
47,
97,
50,
47
],
[
36.184211,
34.210526,
38.157895,
36.184211,
34.210526,
38.157895
],
[
4.557341,
7.861335,
1.765353,
1.922129,
2.531259,
1.385777
],
[
1046940,
1046940,
55642,
2883708,
2883708,
1661807
],
[
-40123,
-24692,
-40123,
-1544658,
-1165051,
-1544658
],
[
28,
29,
27,
28,
29,
27
],
[
58,
61,
56,
58,
61,
56
],
[
10,
12,
9,
10,
12,
9
],
[
4293,
2216,
2077,
4293,
2216,
2077
],
[
0,
0,
66.808193,
0,
0,
66.808193
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344959,
-39478,
-509203,
-135386,
-46312,
-631926
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4548,
"evaluation_days": 2274,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1574078400000,
"last_datapoint_time": 1760313600000,
"evaluation_time": 1760340227890,
"expiration_time": 1766207808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.43402,
"nb": 0.1,
"nc": 0.39238
}
}
}
| # | 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) |
|---|