| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1518085.3689 | 1526068.7088 | -7983.34 | 321628.4595 | 739395.4213 | -417766.9618 |
| Total P&L (%) | 1518.0854 | 1526.0687 | -7.9833 | 321.6285 | 739.3954 | -417.767 |
| Avg Daily Profit (%) | 0.7287 | 0.7325 | -0.0038 | 0.0691 | 0.1022 | 0 |
| Buy And Hold Return (%) | 190.764 | 190.764 | 190.764 | 190.764 | 190.764 | 190.764 |
| Max Trade Drawdown | -219361 | -105538 | -230185 | -626432 | -243593 | -701027 |
| Profit Factor | 2.4136 | 4.2125 | 0.9867 | 1.1222 | 1.6876 | 0.7316 |
| Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
| Winning Trades | 56 | 21 | 35 | 56 | 21 | 35 |
| Losing Trades | 95 | 54 | 41 | 95 | 54 | 41 |
| Profitability (%) | 37.0861 | 28 | 46.0526 | 37.0861 | 28 | 46.0526 |
| Ratio Avg Win / Avg Loss | 4.0946 | 10.8321 | 1.1558 | 1.9037 | 4.3395 | 0.8571 |
| Largest Winning Trade | 1319726 | 1319726 | 49144 | 657867 | 657867 | 123178 |
| Largest Losing Trade | -39630 | -23006 | -39630 | -188119 | -121739 | -188119 |
| Avg Bars in Trades | 163 | 135 | 190 | 163 | 135 | 190 |
| Avg Bars in Winners | 304 | 290 | 313 | 304 | 290 | 313 |
| Avg Bars in Losers | 79 | 75 | 86 | 79 | 75 | 86 |
| Bars Traded | 24655 | 10158 | 14497 | 24655 | 10158 | 14497 |
| Profit Streak | 1.8878 | 0 | 153.1378 | 1.8878 | 0 | 153.1378 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 386971 | -53744 | -628722 | -201068 | -128844 | -630388 |
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580090400000,
"first_datapoint_time": 1581775200000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760159907174,
"expiration_time": 1766635200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 121,
"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": [
[
1518085.3688715687,
1526068.7088351871,
-7983.339963619,
321628.4594935833,
739395.4213218186,
-417766.9618282352
],
[
1518.085369,
1526.068709,
-7.98334,
321.628459,
739.395421,
-417.766962
],
[
0.728682,
0.732514,
-0.003832,
0.069094,
0.102173,
0
],
[
190.763968,
190.763968,
190.763968,
190.763968,
190.763968,
190.763968
],
[
-219361,
-105538,
-230185,
-626432,
-243593,
-701027
],
[
2.41364,
4.212479,
0.986669,
1.122197,
1.68759,
0.731635
],
[
151,
75,
76,
151,
75,
76
],
[
56,
21,
35,
56,
21,
35
],
[
95,
54,
41,
95,
54,
41
],
[
37.086093,
28,
46.052632,
37.086093,
28,
46.052632
],
[
4.094568,
10.832088,
1.155812,
1.903726,
4.339516,
0.857059
],
[
1319726,
1319726,
49144,
657867,
657867,
123178
],
[
-39630,
-23006,
-39630,
-188119,
-121739,
-188119
],
[
163,
135,
190,
163,
135,
190
],
[
304,
290,
313,
304,
290,
313
],
[
79,
75,
86,
79,
75,
86
],
[
24655,
10158,
14497,
24655,
10158,
14497
],
[
1.887814,
0,
153.137814,
1.887814,
0,
153.137814
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
386971,
-53744,
-628722,
-201068,
-128844,
-630388
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580090400000,
"first_datapoint_time": 1581775200000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760159907174,
"expiration_time": 1766635200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 121,
"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) |
|---|