| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 361305.2635 | 456196.8535 | -94891.59 | -135164.93 | 91778.1647 | -226943.0947 |
| Total P&L (%) | 361.3053 | 456.1969 | -94.8916 | -135.1649 | 91.7782 | -226.9431 |
| Avg Daily Profit (%) | 0.1593 | 0.2012 | -0.0418 | 0 | 0.0287 | 0 |
| Buy And Hold Return (%) | 120.4724 | 120.4724 | 120.4724 | 120.4724 | 120.4724 | 120.4724 |
| Max Trade Drawdown | -205878 | -73124 | -334450 | -297922 | -66490 | -289063 |
| Profit Factor | 1.2327 | 1.817 | 0.9046 | 0.7909 | 1.4998 | 0.5095 |
| Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
| Winning Trades | 170 | 86 | 84 | 143 | 74 | 69 |
| Losing Trades | 139 | 69 | 70 | 166 | 81 | 85 |
| Profitability (%) | 55.0162 | 55.4839 | 54.5455 | 46.2783 | 47.7419 | 44.8052 |
| Ratio Avg Win / Avg Loss | 1.0079 | 1.4578 | 0.7538 | 0.9181 | 1.6417 | 0.6277 |
| Largest Winning Trade | 59923 | 59923 | 47632 | 51608 | 51608 | 39589 |
| Largest Losing Trade | -116445 | -30913 | -116445 | -150242 | -13899 | -150242 |
| Avg Bars in Trades | 42 | 30 | 55 | 42 | 30 | 55 |
| Avg Bars in Winners | 38 | 29 | 48 | 42 | 31 | 54 |
| Avg Bars in Losers | 47 | 30 | 63 | 42 | 28 | 56 |
| Bars Traded | 13181 | 4662 | 8519 | 13181 | 4662 | 8519 |
| Profit Streak | 0 | 0 | 0 | 21.8275 | 68.1608 | 21.8275 |
| Trades During Streak | 0 | 0 | 0 | 3 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 219617 | 306821 | -579937 | -579142 | -317060 | -581997 |
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13605,
"evaluation_days": 2267.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565294400000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759823497311,
"expiration_time": 1765686960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 128,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
361305.2635404508,
456196.8535207121,
-94891.5899802615,
-135164.9299617998,
91778.1647185288,
-226943.0946803287
],
[
361.305264,
456.196854,
-94.89159,
-135.16493,
91.778165,
-226.943095
],
[
0.159341,
0.201189,
-0.041849,
0,
0.028722,
0
],
[
120.472441,
120.472441,
120.472441,
120.472441,
120.472441,
120.472441
],
[
-205878,
-73124,
-334450,
-297922,
-66490,
-289063
],
[
1.232715,
1.816963,
0.904551,
0.790879,
1.499788,
0.50954
],
[
309,
155,
154,
309,
155,
154
],
[
170,
86,
84,
143,
74,
69
],
[
139,
69,
70,
166,
81,
85
],
[
55.016181,
55.483871,
54.545455,
46.278317,
47.741935,
44.805195
],
[
1.007926,
1.457796,
0.753792,
0.918084,
1.64166,
0.627694
],
[
59923,
59923,
47632,
51608,
51608,
39589
],
[
-116445,
-30913,
-116445,
-150242,
-13899,
-150242
],
[
42,
30,
55,
42,
30,
55
],
[
38,
29,
48,
42,
31,
54
],
[
47,
30,
63,
42,
28,
56
],
[
13181,
4662,
8519,
13181,
4662,
8519
],
[
0,
0,
0,
21.827515,
68.160848,
21.827515
],
[
0,
0,
0,
3,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
219617,
306821,
-579937,
-579142,
-317060,
-581997
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13605,
"evaluation_days": 2267.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565294400000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759823497311,
"expiration_time": 1765686960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 128,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|