| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1567691.5577 | -718.3879 | -1566973.1698 | 829098.9603 | -10001837.1135 | 10830936.0738 |
| Total P&L (%) | -1567.6916 | -0.7184 | -1566.9732 | 829.099 | -10001.8371 | 10830.9361 |
| Avg Daily Profit (%) | -0.7525 | -0.0003 | -0.7521 | 0.1071 | 0 | 0.2256 |
| Buy And Hold Return (%) | 939.6341 | 939.6341 | 939.6341 | 939.6341 | 939.6341 | 939.6341 |
| Max Trade Drawdown | -1664645 | -127432 | -1275206 | -15074164 | -12139465 | -3253250 |
| Profit Factor | 0.2787 | 0.9977 | 0.1564 | 1.033 | 0.3967 | 2.2684 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 62 | 28 | 34 | 56 | 25 | 31 |
| Losing Trades | 28 | 17 | 11 | 34 | 20 | 14 |
| Profitability (%) | 68.8889 | 62.2222 | 75.5556 | 62.2222 | 55.5556 | 68.8889 |
| Ratio Avg Win / Avg Loss | 0.1259 | 0.6058 | 0.0506 | 0.6272 | 0.3173 | 1.0244 |
| Largest Winning Trade | 37304 | 37304 | 22132 | 13303321 | 2489726 | 13303321 |
| Largest Losing Trade | -1184217 | -60947 | -1184217 | -6193403 | -6193403 | -2276423 |
| Avg Bars in Trades | 269 | 304 | 233 | 269 | 304 | 233 |
| Avg Bars in Winners | 89 | 88 | 89 | 107 | 101 | 112 |
| Avg Bars in Losers | 667 | 660 | 678 | 535 | 558 | 501 |
| Bars Traded | 24221 | 13699 | 10522 | 24221 | 13699 | 10522 |
| Profit Streak | 80.0851 | 80.0851 | 283.9185 | 80.0851 | 80.0851 | 283.9185 |
| Trades During Streak | 9 | 4 | 8 | 9 | 4 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576189 | -577713 | -575942 | -397591 | -578577 | 555665 |
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579089600000,
"first_datapoint_time": 1580500800000,
"last_datapoint_time": 1759154400000,
"evaluation_time": 1759161756378,
"expiration_time": 1765634400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 197,
"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": [
[
-1567691.5577259702,
-718.3879097991,
-1566973.169816172,
829098.9603137119,
-10001837.113508739,
10830936.073822454
],
[
-1567.691558,
-0.718388,
-1566.97317,
829.09896,
-10001.837114,
10830.936074
],
[
-0.752493,
-0.000345,
-0.752148,
0.107052,
0,
0.225575
],
[
939.634146,
939.634146,
939.634146,
939.634146,
939.634146,
939.634146
],
[
-1664645,
-127432,
-1275206,
-15074164,
-12139465,
-3253250
],
[
0.278731,
0.997727,
0.156376,
1.033009,
0.396679,
2.268372
],
[
90,
45,
45,
90,
45,
45
],
[
62,
28,
34,
56,
25,
31
],
[
28,
17,
11,
34,
20,
14
],
[
68.888889,
62.222222,
75.555556,
62.222222,
55.555556,
68.888889
],
[
0.125879,
0.605763,
0.050592,
0.627184,
0.317343,
1.024426
],
[
37304,
37304,
22132,
13303321,
2489726,
13303321
],
[
-1184217,
-60947,
-1184217,
-6193403,
-6193403,
-2276423
],
[
269,
304,
233,
269,
304,
233
],
[
89,
88,
89,
107,
101,
112
],
[
667,
660,
678,
535,
558,
501
],
[
24221,
13699,
10522,
24221,
13699,
10522
],
[
80.085143,
80.085143,
283.918476,
80.085143,
80.085143,
283.918477
],
[
9,
4,
8,
9,
4,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576189,
-577713,
-575942,
-397591,
-578577,
555665
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579089600000,
"first_datapoint_time": 1580500800000,
"last_datapoint_time": 1759154400000,
"evaluation_time": 1759161756378,
"expiration_time": 1765634400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 197,
"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) |
|---|