| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 388219.6798 | 561063.765 | -172844.0852 | -135218.6088 | -55622.1949 | -79596.4139 |
| Total P&L (%) | 388.2197 | 561.0638 | -172.8441 | -135.2186 | -55.6222 | -79.5964 |
| Avg Daily Profit (%) | 0.1721 | 0.2488 | -0.0766 | 0 | -0.036 | -0.0704 |
| Buy And Hold Return (%) | 194.9474 | 194.9474 | 194.9474 | 194.9474 | 194.9474 | 194.9474 |
| Max Trade Drawdown | -397436 | -94261 | -425135 | -140446 | -60503 | -101341 |
| Profit Factor | 1.2477 | 1.8197 | 0.8042 | 0.5967 | 0.6598 | 0.5368 |
| Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
| Winning Trades | 127 | 63 | 64 | 112 | 60 | 52 |
| Losing Trades | 122 | 62 | 60 | 137 | 65 | 72 |
| Profitability (%) | 51.004 | 50.4 | 51.6129 | 44.9799 | 48 | 41.9355 |
| Ratio Avg Win / Avg Loss | 1.1986 | 1.7908 | 0.7539 | 0.7299 | 0.7147 | 0.7433 |
| Largest Winning Trade | 255918 | 255918 | 44801 | 26430 | 26430 | 20600 |
| Largest Losing Trade | -137044 | -46190 | -137044 | -27038 | -27038 | -22148 |
| Avg Bars in Trades | 17 | 15 | 20 | 17 | 15 | 20 |
| Avg Bars in Winners | 18 | 14 | 21 | 17 | 14 | 20 |
| Avg Bars in Losers | 17 | 15 | 18 | 17 | 15 | 19 |
| Bars Traded | 4386 | 1901 | 2485 | 4386 | 1901 | 2485 |
| Profit Streak | 0 | 0 | 74.2738 | 4.7738 | 78.2738 | 0 |
| Trades During Streak | 0 | 0 | 3 | 1 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 68821 | 316598 | -579142 | -580645 | -580083 | -583861 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4511,
"evaluation_days": 2255.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565395200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758911655915,
"expiration_time": 1764561456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 36,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 18,
"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": [
[
388219.6797967305,
561063.7649843802,
-172844.0851876492,
-135218.608814947,
-55622.1948769659,
-79596.4139379811
],
[
388.21968,
561.063765,
-172.844085,
-135.218609,
-55.622195,
-79.596414
],
[
0.172121,
0.248754,
-0.076632,
0,
-0.036013,
-0.070446
],
[
194.947368,
194.947368,
194.947368,
194.947368,
194.947368,
194.947368
],
[
-397436,
-94261,
-425135,
-140446,
-60503,
-101341
],
[
1.247719,
1.819657,
0.80418,
0.596746,
0.65976,
0.536798
],
[
249,
125,
124,
249,
125,
124
],
[
127,
63,
64,
112,
60,
52
],
[
122,
62,
60,
137,
65,
72
],
[
51.004016,
50.4,
51.612903,
44.97992,
48,
41.935484
],
[
1.198596,
1.790774,
0.753918,
0.729948,
0.71474,
0.743258
],
[
255918,
255918,
44801,
26430,
26430,
20600
],
[
-137044,
-46190,
-137044,
-27038,
-27038,
-22148
],
[
17,
15,
20,
17,
15,
20
],
[
18,
14,
21,
17,
14,
20
],
[
17,
15,
18,
17,
15,
19
],
[
4386,
1901,
2485,
4386,
1901,
2485
],
[
0,
0,
74.273795,
4.773795,
78.273795,
0
],
[
0,
0,
3,
1,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
68821,
316598,
-579142,
-580645,
-580083,
-583861
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4511,
"evaluation_days": 2255.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565395200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758911655915,
"expiration_time": 1764561456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 36,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 18,
"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) |
|---|