| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1685389.0409 | 1713258.9233 | -27869.8824 | 388388.5539 | 1099375.6554 | -710987.1015 |
| Total P&L (%) | 1685.389 | 1713.2589 | -27.8699 | 388.3886 | 1099.3757 | -710.9871 |
| Avg Daily Profit (%) | 0.809 | 0.8224 | -0.0134 | 0.0762 | 0.1193 | 0 |
| Buy And Hold Return (%) | 331.6609 | 331.6609 | 331.6609 | 331.6609 | 331.6609 | 331.6609 |
| Max Trade Drawdown | -144238 | -97649 | -103234 | -1898614 | -1156601 | -1767097 |
| Profit Factor | 3.3324 | 6.3547 | 0.9308 | 1.0495 | 1.2985 | 0.8293 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
| Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Profitability (%) | 47.8261 | 45.6522 | 50 | 47.8261 | 45.6522 | 50 |
| Ratio Avg Win / Avg Loss | 3.6354 | 7.5652 | 0.9308 | 1.1449 | 1.5459 | 0.8293 |
| Largest Winning Trade | 1255925 | 1255925 | 60686 | 1759785 | 1759785 | 867660 |
| Largest Losing Trade | -56280 | -56280 | -55280 | -1260621 | -496700 | -1260621 |
| Avg Bars in Trades | 265 | 246 | 283 | 265 | 246 | 283 |
| Avg Bars in Winners | 347 | 321 | 371 | 347 | 321 | 371 |
| Avg Bars in Losers | 189 | 183 | 195 | 189 | 183 | 195 |
| Bars Traded | 24387 | 11350 | 13037 | 24387 | 11350 | 13037 |
| Profit Streak | 42.752 | 42.752 | 81.9186 | 42.752 | 42.752 | 81.9186 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 671532 | 699314 | -579742 | -369525 | -36004 | -579742 |
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580076000000,
"first_datapoint_time": 1582466400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760148170204,
"expiration_time": 1766620800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 96,
"offset": 235
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 231,
"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": [
[
1685389.040925099,
1713258.9233387557,
-27869.8824136564,
388388.5538523634,
1099375.655389317,
-710987.101536953
],
[
1685.389041,
1713.258923,
-27.869882,
388.388554,
1099.375655,
-710.987102
],
[
0.808988,
0.822366,
-0.013378,
0.076154,
0.119322,
0
],
[
331.6609,
331.6609,
331.6609,
331.6609,
331.6609,
331.6609
],
[
-144238,
-97649,
-103234,
-1898614,
-1156601,
-1767097
],
[
3.332445,
6.354742,
0.930781,
1.049497,
1.298519,
0.829252
],
[
92,
46,
46,
92,
46,
46
],
[
44,
21,
23,
44,
21,
23
],
[
48,
25,
23,
48,
25,
23
],
[
47.826087,
45.652174,
50,
47.826087,
45.652174,
50
],
[
3.635395,
7.565168,
0.930781,
1.144906,
1.545856,
0.829252
],
[
1255925,
1255925,
60686,
1759785,
1759785,
867660
],
[
-56280,
-56280,
-55280,
-1260621,
-496700,
-1260621
],
[
265,
246,
283,
265,
246,
283
],
[
347,
321,
371,
347,
321,
371
],
[
189,
183,
195,
189,
183,
195
],
[
24387,
11350,
13037,
24387,
11350,
13037
],
[
42.75197,
42.75197,
81.918637,
42.75197,
42.75197,
81.918637
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
671532,
699314,
-579742,
-369525,
-36004,
-579742
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580076000000,
"first_datapoint_time": 1582466400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760148170204,
"expiration_time": 1766620800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 96,
"offset": 235
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 231,
"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) |
|---|