| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2251495.4636 | 2031690.2648 | 219805.1988 | 117702952.1634 | 48432255.5854 | 69270696.5779 |
| Total P&L (%) | 2251.4955 | 2031.6903 | 219.8052 | 117702.9522 | 48432.2556 | 69270.6966 |
| Avg Daily Profit (%) | 0.9962 | 0.899 | 0.0973 | 0.3134 | 0.274 | 0.2899 |
| Buy And Hold Return (%) | 361.5903 | 361.5903 | 361.5903 | 361.5903 | 361.5903 | 361.5903 |
| Max Trade Drawdown | -85759 | -65305 | -49130 | -141833003 | -116598884 | -75487220 |
| Profit Factor | 5.6844 | 8.0445 | 2.1435 | 1.284 | 1.1916 | 1.4287 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Profitability (%) | 55.0725 | 51.4286 | 58.8235 | 55.0725 | 51.4286 | 58.8235 |
| Ratio Avg Win / Avg Loss | 4.6373 | 7.5976 | 1.5004 | 1.0475 | 1.1254 | 1.0001 |
| Largest Winning Trade | 1405169 | 1405169 | 58630 | 118683445 | 118683445 | 53958187 |
| Largest Losing Trade | -40422 | -39660 | -40422 | -88508243 | -88508243 | -54035976 |
| Avg Bars in Trades | 58 | 48 | 68 | 58 | 48 | 68 |
| Avg Bars in Winners | 64 | 51 | 75 | 64 | 51 | 75 |
| Avg Bars in Losers | 50 | 46 | 57 | 50 | 46 | 57 |
| Bars Traded | 4020 | 1705 | 2315 | 4020 | 1705 | 2315 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -84224 | 757254 | -223701 | -96349 | -958 | 388907 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4520,
"evaluation_days": 2260,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567987200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759140965055,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 68,
"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": [
[
2251495.4636353473,
2031690.2647981877,
219805.1988371591,
117702952.16336375,
48432255.585438184,
69270696.57792561
],
[
2251.495464,
2031.690265,
219.805199,
117702.952163,
48432.255585,
69270.696578
],
[
0.996237,
0.898978,
0.097259,
0.313393,
0.274039,
0.289891
],
[
361.590296,
361.590296,
361.590296,
361.590296,
361.590296,
361.590296
],
[
-85759,
-65305,
-49130,
-141833003,
-116598884,
-75487220
],
[
5.684448,
8.044526,
2.143479,
1.28403,
1.191566,
1.428707
],
[
69,
35,
34,
69,
35,
34
],
[
38,
18,
20,
38,
18,
20
],
[
31,
17,
14,
31,
17,
14
],
[
55.072464,
51.428571,
58.823529,
55.072464,
51.428571,
58.823529
],
[
4.637313,
7.597608,
1.500435,
1.047498,
1.125368,
1.000095
],
[
1405169,
1405169,
58630,
118683445,
118683445,
53958187
],
[
-40422,
-39660,
-40422,
-88508243,
-88508243,
-54035976
],
[
58,
48,
68,
58,
48,
68
],
[
64,
51,
75,
64,
51,
75
],
[
50,
46,
57,
50,
46,
57
],
[
4020,
1705,
2315,
4020,
1705,
2315
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-84224,
757254,
-223701,
-96349,
-958,
388907
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4520,
"evaluation_days": 2260,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567987200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759140965055,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 68,
"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) |
|---|