| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1550209.7982 | 69583.9015 | -1619793.6996 | 847943.227 | -34779290.1532 | 35627233.3802 |
| Total P&L (%) | -1550.2098 | 69.5839 | -1619.7937 | 847.9432 | -34779.2902 | 35627.2334 |
| Avg Daily Profit (%) | -0.6875 | 0.0309 | -0.7184 | 0.0998 | 0 | 0.261 |
| Buy And Hold Return (%) | 300.2857 | 300.2857 | 300.2857 | 300.2857 | 300.2857 | 300.2857 |
| Max Trade Drawdown | -1706941 | -102667 | -1752273 | -76738580 | -55838012 | -34608446 |
| Profit Factor | 0.3847 | 1.181 | 0.2413 | 1.0051 | 0.6462 | 1.5123 |
| Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
| Winning Trades | 205 | 102 | 103 | 189 | 92 | 97 |
| Losing Trades | 40 | 20 | 20 | 56 | 30 | 26 |
| Profitability (%) | 83.6735 | 83.6066 | 83.7398 | 77.1429 | 75.4098 | 78.8618 |
| Ratio Avg Win / Avg Loss | 0.0751 | 0.2316 | 0.0469 | 0.2978 | 0.2107 | 0.4054 |
| Largest Winning Trade | 29747 | 29747 | 24210 | 21742960 | 4433029 | 21742960 |
| Largest Losing Trade | -1210695 | -59839 | -1210695 | -46199545 | -46199545 | -25455838 |
| Avg Bars in Trades | 52 | 49 | 55 | 52 | 49 | 55 |
| Avg Bars in Winners | 17 | 17 | 17 | 22 | 18 | 26 |
| Avg Bars in Losers | 232 | 216 | 249 | 153 | 144 | 162 |
| Bars Traded | 12891 | 6080 | 6811 | 12891 | 6080 | 6811 |
| Profit Streak | 56.0814 | 78.5814 | 56.0814 | 56.0814 | 78.5814 | 56.0814 |
| Trades During Streak | 18 | 9 | 9 | 18 | 9 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573439 | -334650 | -574831 | -272620 | -575814 | 493543 |
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13529,
"evaluation_days": 2254.83,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567008000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758866234653,
"expiration_time": 1764559728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 199,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
-1550209.798161425,
69583.9014797451,
-1619793.699641172,
847943.2269943248,
-34779290.15317942,
35627233.38017373
],
[
-1550.209798,
69.583901,
-1619.7937,
847.943227,
-34779.290153,
35627.23338
],
[
-0.687506,
0.03086,
-0.718366,
0.099797,
0,
0.261047
],
[
300.285714,
300.285714,
300.285714,
300.285714,
300.285714,
300.285714
],
[
-1706941,
-102667,
-1752273,
-76738580,
-55838012,
-34608446
],
[
0.384698,
1.180974,
0.24129,
1.005052,
0.64622,
1.512285
],
[
245,
122,
123,
245,
122,
123
],
[
205,
102,
103,
189,
92,
97
],
[
40,
20,
20,
56,
30,
26
],
[
83.673469,
83.606557,
83.739837,
77.142857,
75.409836,
78.861789
],
[
0.075063,
0.231564,
0.046853,
0.297793,
0.210724,
0.405355
],
[
29747,
29747,
24210,
21742960,
4433029,
21742960
],
[
-1210695,
-59839,
-1210695,
-46199545,
-46199545,
-25455838
],
[
52,
49,
55,
52,
49,
55
],
[
17,
17,
17,
22,
18,
26
],
[
232,
216,
249,
153,
144,
162
],
[
12891,
6080,
6811,
12891,
6080,
6811
],
[
56.08142,
78.58142,
56.08142,
56.08142,
78.58142,
56.08142
],
[
18,
9,
9,
18,
9,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573439,
-334650,
-574831,
-272620,
-575814,
493543
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13529,
"evaluation_days": 2254.83,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567008000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758866234653,
"expiration_time": 1764559728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 199,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|