| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1815486.021 | 1697447.4587 | 118038.5623 | 12058228.184 | 6174315.2287 | 5883912.9553 |
| Total P&L (%) | 1815.486 | 1697.4475 | 118.0386 | 12058.2282 | 6174.3152 | 5883.913 |
| Avg Daily Profit (%) | 0.8052 | 0.7528 | 0.0523 | 0.2131 | 0.1837 | 0.1816 |
| Buy And Hold Return (%) | 276.6129 | 276.6129 | 276.6129 | 276.6129 | 276.6129 | 276.6129 |
| Max Trade Drawdown | -77438 | -56234 | -60932 | -14215983 | -9125681 | -9267799 |
| Profit Factor | 5.2291 | 9.2527 | 1.5279 | 1.314 | 1.3477 | 1.285 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
| Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
| Profitability (%) | 51.9481 | 43.5897 | 60.5263 | 51.9481 | 43.5897 | 60.5263 |
| Ratio Avg Win / Avg Loss | 4.8369 | 11.9741 | 0.9965 | 1.2154 | 1.7441 | 0.838 |
| Largest Winning Trade | 1204784 | 1204784 | 66606 | 8804279 | 8804279 | 6171110 |
| Largest Losing Trade | -35455 | -35438 | -35455 | -6965567 | -3854519 | -6965567 |
| Avg Bars in Trades | 164 | 154 | 175 | 164 | 154 | 175 |
| Avg Bars in Winners | 236 | 259 | 218 | 236 | 259 | 218 |
| Avg Bars in Losers | 87 | 73 | 108 | 87 | 73 | 108 |
| Bars Traded | 12696 | 6032 | 6664 | 12696 | 6032 | 6664 |
| Profit Streak | 119.6872 | 119.6872 | 152.0205 | 119.6872 | 119.6872 | 152.0205 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -24224 | 677075 | -286634 | -36747 | 269197 | 307692 |
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13529,
"evaluation_days": 2254.83,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566734400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758860971779,
"expiration_time": 1764559728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 228,
"offset": 0,
"std": 4.23413
}
}
}
{
"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": [
[
1815486.0209920623,
1697447.4586768628,
118038.5623151993,
12058228.183949966,
6174315.228667994,
5883912.95528198
],
[
1815.486021,
1697.447459,
118.038562,
12058.228184,
6174.315229,
5883.912955
],
[
0.805154,
0.752805,
0.052349,
0.213129,
0.183732,
0.181627
],
[
276.612903,
276.612903,
276.612903,
276.612903,
276.612903,
276.612903
],
[
-77438,
-56234,
-60932,
-14215983,
-9125681,
-9267799
],
[
5.229114,
9.252702,
1.527903,
1.313985,
1.34772,
1.284973
],
[
77,
39,
38,
77,
39,
38
],
[
40,
17,
23,
40,
17,
23
],
[
37,
22,
15,
37,
22,
15
],
[
51.948052,
43.589744,
60.526316,
51.948052,
43.589744,
60.526316
],
[
4.83693,
11.974085,
0.996458,
1.215436,
1.744108,
0.838026
],
[
1204784,
1204784,
66606,
8804279,
8804279,
6171110
],
[
-35455,
-35438,
-35455,
-6965567,
-3854519,
-6965567
],
[
164,
154,
175,
164,
154,
175
],
[
236,
259,
218,
236,
259,
218
],
[
87,
73,
108,
87,
73,
108
],
[
12696,
6032,
6664,
12696,
6032,
6664
],
[
119.687173,
119.687173,
152.020507,
119.687173,
119.687173,
152.020507
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-24224,
677075,
-286634,
-36747,
269197,
307692
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13529,
"evaluation_days": 2254.83,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566734400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758860971779,
"expiration_time": 1764559728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 228,
"offset": 0,
"std": 4.23413
}
}
}
| # | 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) |
|---|