| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1771469.6241 | -53659.4032 | -1717810.2209 | 70983.1719 | -5800568.7642 | 5871551.9362 |
| Total P&L (%) | -1771.4696 | -53.6594 | -1717.8102 | 70.9832 | -5800.5688 | 5871.5519 |
| Avg Daily Profit (%) | -0.8506 | -0.0258 | -0.8249 | 0.0258 | 0 | 0.1966 |
| Buy And Hold Return (%) | 962.1683 | 962.1683 | 962.1683 | 962.1683 | 962.1683 | 962.1683 |
| Max Trade Drawdown | -1826946 | -169977 | -1747043 | -10058465 | -7822146 | -2236318 |
| Profit Factor | 0.2404 | 0.8401 | 0.1396 | 1.0048 | 0.3917 | 2.0909 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 54 | 25 | 29 | 50 | 23 | 27 |
| Losing Trades | 29 | 16 | 13 | 33 | 18 | 15 |
| Profitability (%) | 65.0602 | 60.9756 | 69.0476 | 60.241 | 56.0976 | 64.2857 |
| Ratio Avg Win / Avg Loss | 0.1291 | 0.5376 | 0.0626 | 0.6631 | 0.3066 | 1.1616 |
| Largest Winning Trade | 34819 | 34819 | 20312 | 6814917 | 2178564 | 6814917 |
| Largest Losing Trade | -1220833 | -57635 | -1220833 | -3822310 | -3822310 | -1097063 |
| Avg Bars in Trades | 297 | 324 | 270 | 297 | 324 | 270 |
| Avg Bars in Winners | 119 | 116 | 121 | 138 | 128 | 146 |
| Avg Bars in Losers | 629 | 650 | 603 | 538 | 575 | 493 |
| Bars Traded | 24676 | 13315 | 11360 | 24676 | 13315 | 11360 |
| Profit Streak | 13.4946 | 13.4946 | 281.4946 | 13.4946 | 13.4946 | 281.4946 |
| Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578325 | -578717 | -576829 | -539368 | -579349 | 489810 |
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580464800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758930732154,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 242,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
-1771469.6241045517,
-53659.403188885,
-1717810.2209156663,
70983.1719415202,
-5800568.764224066,
5871551.936165591
],
[
-1771.469624,
-53.659403,
-1717.810221,
70.983172,
-5800.568764,
5871.551936
],
[
-0.850646,
-0.025767,
-0.824879,
0.025761,
0,
0.196572
],
[
962.168309,
962.168309,
962.168309,
962.168309,
962.168309,
962.168309
],
[
-1826946,
-169977,
-1747043,
-10058465,
-7822146,
-2236318
],
[
0.240399,
0.840065,
0.139631,
1.004758,
0.391715,
2.090881
],
[
83,
41,
42,
83,
41,
42
],
[
54,
25,
29,
50,
23,
27
],
[
29,
16,
13,
33,
18,
15
],
[
65.060241,
60.97561,
69.047619,
60.240964,
56.097561,
64.285714
],
[
0.129103,
0.537642,
0.062593,
0.66314,
0.30656,
1.161601
],
[
34819,
34819,
20312,
6814917,
2178564,
6814917
],
[
-1220833,
-57635,
-1220833,
-3822310,
-3822310,
-1097063
],
[
297,
324,
270,
297,
324,
270
],
[
119,
116,
121,
138,
128,
146
],
[
629,
650,
603,
538,
575,
493
],
[
24676,
13315,
11360,
24676,
13315,
11360
],
[
13.494585,
13.494585,
281.494585,
13.494585,
13.494585,
281.494585
],
[
3,
1,
7,
3,
1,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578325,
-578717,
-576829,
-539368,
-579349,
489810
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580464800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758930732154,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 242,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|