| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1795612.1712 | -19923.111 | -1775689.0602 | 17223.8535 | -21269091.8751 | 21286315.7286 |
| Total P&L (%) | -1795.6122 | -19.9231 | -1775.6891 | 17.2239 | -21269.0919 | 21286.3157 |
| Avg Daily Profit (%) | -0.7948 | -0.0088 | -0.786 | 0.007 | 0 | 0.2378 |
| Buy And Hold Return (%) | 255.7895 | 255.7895 | 255.7895 | 255.7895 | 255.7895 | 255.7895 |
| Max Trade Drawdown | -1886030 | -134433 | -1883572 | -37468566 | -32359610 | -10539181 |
| Profit Factor | 0.3383 | 0.9537 | 0.2222 | 1.0002 | 0.589 | 1.6359 |
| Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
| Winning Trades | 294 | 139 | 155 | 272 | 126 | 146 |
| Losing Trades | 81 | 48 | 33 | 103 | 61 | 42 |
| Profitability (%) | 78.4 | 74.3316 | 82.4468 | 72.5333 | 67.3797 | 77.6596 |
| Ratio Avg Win / Avg Loss | 0.0932 | 0.3293 | 0.0473 | 0.3788 | 0.2852 | 0.4706 |
| Largest Winning Trade | 21405 | 15279 | 21405 | 17541122 | 2114184 | 17541122 |
| Largest Losing Trade | -1266425 | -60119 | -1266425 | -19314561 | -19314561 | -8982431 |
| Avg Bars in Trades | 34 | 33 | 36 | 34 | 33 | 36 |
| Avg Bars in Winners | 12 | 11 | 13 | 15 | 12 | 17 |
| Avg Bars in Losers | 115 | 96 | 144 | 86 | 76 | 100 |
| Bars Traded | 13035 | 6231 | 6803 | 13035 | 6231 | 6803 |
| Profit Streak | 11.7569 | 28.4235 | 11.7569 | 11.7569 | 28.4235 | 11.7569 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574048 | -575735 | -575317 | -565207 | -576636 | 479601 |
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13555,
"evaluation_days": 2259.17,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566676800000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759097392180,
"expiration_time": 1764945360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 194,
"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": [
[
-1795612.1712129195,
-19923.1110388062,
-1775689.0601741131,
17223.8535215596,
-21269091.8750573,
21286315.728578836
],
[
-1795.612171,
-19.923111,
-1775.68906,
17.223854,
-21269.091875,
21286.315729
],
[
-0.794811,
-0.008819,
-0.785992,
0.007034,
0,
0.237774
],
[
255.789474,
255.789474,
255.789474,
255.789474,
255.789474,
255.789474
],
[
-1886030,
-134433,
-1883572,
-37468566,
-32359610,
-10539181
],
[
0.338299,
0.95373,
0.222229,
1.000202,
0.589019,
1.635895
],
[
375,
187,
188,
375,
187,
188
],
[
294,
139,
155,
272,
126,
146
],
[
81,
48,
33,
103,
61,
42
],
[
78.4,
74.331551,
82.446809,
72.533333,
67.379679,
77.659574
],
[
0.093205,
0.329345,
0.047313,
0.378753,
0.28516,
0.4706
],
[
21405,
15279,
21405,
17541122,
2114184,
17541122
],
[
-1266425,
-60119,
-1266425,
-19314561,
-19314561,
-8982431
],
[
34,
33,
36,
34,
33,
36
],
[
12,
11,
13,
15,
12,
17
],
[
115,
96,
144,
86,
76,
100
],
[
13035,
6231,
6803,
13035,
6231,
6803
],
[
11.756854,
28.42352,
11.756854,
11.756854,
28.423521,
11.756854
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574048,
-575735,
-575317,
-565207,
-576636,
479601
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13555,
"evaluation_days": 2259.17,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566676800000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759097392180,
"expiration_time": 1764945360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 194,
"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) |
|---|