| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1928542.8702 | -2119.1808 | -1926423.6894 | -1798474.1087 | -35460812.334 | 33662338.2253 |
| Total P&L (%) | -1928.5429 | -2.1192 | -1926.4237 | -1798.4741 | -35460.8123 | 33662.3382 |
| Avg Daily Profit (%) | -0.855 | -0.0009 | -0.8541 | 0 | 0 | 0.2585 |
| Buy And Hold Return (%) | 200 | 200 | 200 | 200 | 200 | 200 |
| Max Trade Drawdown | -2164210 | -106558 | -2142925 | -98218569 | -65905815 | -57684113 |
| Profit Factor | 0.2995 | 0.9913 | 0.2319 | 0.9912 | 0.6031 | 1.2899 |
| Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
| Winning Trades | 123 | 54 | 69 | 81 | 38 | 43 |
| Losing Trades | 45 | 30 | 15 | 87 | 46 | 41 |
| Profitability (%) | 73.2143 | 64.2857 | 82.1429 | 48.2143 | 45.2381 | 51.1905 |
| Ratio Avg Win / Avg Loss | 0.1096 | 0.5507 | 0.0504 | 1.0647 | 0.7301 | 1.2299 |
| Largest Winning Trade | 24299 | 24299 | 23102 | 20551279 | 8070989 | 20551279 |
| Largest Losing Trade | -1450913 | -35835 | -1450913 | -56515774 | -33704108 | -56515774 |
| Avg Bars in Trades | 26 | 6 | 46 | 26 | 6 | 46 |
| Avg Bars in Winners | 15 | 3 | 25 | 27 | 6 | 45 |
| Avg Bars in Losers | 56 | 12 | 143 | 25 | 6 | 48 |
| Bars Traded | 4447 | 539 | 3908 | 4447 | 539 | 3908 |
| Profit Streak | 31.5381 | 197.5381 | 31.5381 | 0 | 0 | 0 |
| Trades During Streak | 2 | 7 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575612 | -577235 | -576191 | -578647 | -582681 | 301837 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4511,
"evaluation_days": 2255.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566216000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758848091775,
"expiration_time": 1764561456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.77739,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 55,
"offset": 0,
"std": 1.72189
}
}
}
{
"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": [
[
-1928542.870195826,
-2119.1807598926,
-1926423.689435934,
-1798474.1086513917,
-35460812.33395429,
33662338.22530287
],
[
-1928.54287,
-2.119181,
-1926.423689,
-1798.474109,
-35460.812334,
33662.338225
],
[
-0.85504,
-0.00094,
-0.854101,
0,
0,
0.258455
],
[
200,
200,
200,
200,
200,
200
],
[
-2164210,
-106558,
-2142925,
-98218569,
-65905815,
-57684113
],
[
0.299473,
0.991348,
0.231904,
0.991247,
0.603094,
1.289883
],
[
168,
84,
84,
168,
84,
84
],
[
123,
54,
69,
81,
38,
43
],
[
45,
30,
15,
87,
46,
41
],
[
73.214286,
64.285714,
82.142857,
48.214286,
45.238095,
51.190476
],
[
0.109563,
0.550749,
0.050414,
1.064673,
0.730061,
1.229889
],
[
24299,
24299,
23102,
20551279,
8070989,
20551279
],
[
-1450913,
-35835,
-1450913,
-56515774,
-33704108,
-56515774
],
[
26,
6,
46,
26,
6,
46
],
[
15,
3,
25,
27,
6,
45
],
[
56,
12,
143,
25,
6,
48
],
[
4447,
539,
3908,
4447,
539,
3908
],
[
31.538099,
197.538099,
31.538099,
0,
0,
0
],
[
2,
7,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575612,
-577235,
-576191,
-578647,
-582681,
301837
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4511,
"evaluation_days": 2255.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566216000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758848091775,
"expiration_time": 1764561456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.77739,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 55,
"offset": 0,
"std": 1.72189
}
}
}
| # | 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) |
|---|