| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1850645.544 | -9374.8031 | -1841270.7409 | -233039.3838 | -3021866.6372 | 2788827.2534 |
| Total P&L (%) | -1850.6455 | -9.3748 | -1841.2707 | -233.0394 | -3021.8666 | 2788.8273 |
| Avg Daily Profit (%) | -0.8207 | -0.0042 | -0.8166 | 0 | 0 | 0.1493 |
| Buy And Hold Return (%) | 175.7874 | 175.7874 | 175.7874 | 175.7874 | 175.7874 | 175.7874 |
| Max Trade Drawdown | -2001806 | -128488 | -1973580 | -6206090 | -4487351 | -2625409 |
| Profit Factor | 0.3941 | 0.9852 | 0.2389 | 0.9853 | 0.67 | 1.4154 |
| Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
| Winning Trades | 172 | 78 | 94 | 150 | 67 | 83 |
| Losing Trades | 127 | 71 | 56 | 149 | 82 | 67 |
| Profitability (%) | 57.5251 | 52.349 | 62.6667 | 50.1672 | 44.9664 | 55.3333 |
| Ratio Avg Win / Avg Loss | 0.291 | 0.8968 | 0.1423 | 0.9787 | 0.8201 | 1.1426 |
| Largest Winning Trade | 39098 | 39098 | 32909 | 4369264 | 1682859 | 4369264 |
| Largest Losing Trade | -1110863 | -50603 | -1110863 | -2763371 | -2763371 | -1871361 |
| Avg Bars in Trades | 43 | 46 | 41 | 43 | 46 | 41 |
| Avg Bars in Winners | 20 | 23 | 19 | 32 | 34 | 30 |
| Avg Bars in Losers | 75 | 71 | 79 | 55 | 55 | 55 |
| Bars Traded | 13136 | 6871 | 6265 | 13136 | 6871 | 6265 |
| Profit Streak | 10.4987 | 33.332 | 10.4987 | 0 | 0 | 0 |
| Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577140 | -579638 | -578253 | -579192 | -582895 | 300867 |
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13529,
"evaluation_days": 2254.83,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565856000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758787083446,
"expiration_time": 1764559728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 136,
"na": 0.2,
"nb": 0.1,
"nc": 0.21188
}
}
}
{
"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": [
[
-1850645.5440134266,
-9374.8031184097,
-1841270.7408950166,
-233039.383766651,
-3021866.6371506816,
2788827.2533840323
],
[
-1850.645544,
-9.374803,
-1841.270741,
-233.039384,
-3021.866637,
2788.827253
],
[
-0.820747,
-0.004158,
-0.81659,
0,
0,
0.149277
],
[
175.787402,
175.787402,
175.787402,
175.787402,
175.787402,
175.787402
],
[
-2001806,
-128488,
-1973580,
-6206090,
-4487351,
-2625409
],
[
0.394052,
0.985236,
0.238875,
0.985317,
0.670045,
1.415408
],
[
299,
149,
150,
299,
149,
150
],
[
172,
78,
94,
150,
67,
83
],
[
127,
71,
56,
149,
82,
67
],
[
57.525084,
52.348993,
62.666667,
50.167224,
44.966443,
55.333333
],
[
0.290957,
0.896818,
0.142308,
0.978749,
0.820055,
1.142558
],
[
39098,
39098,
32909,
4369264,
1682859,
4369264
],
[
-1110863,
-50603,
-1110863,
-2763371,
-2763371,
-1871361
],
[
43,
46,
41,
43,
46,
41
],
[
20,
23,
19,
32,
34,
30
],
[
75,
71,
79,
55,
55,
55
],
[
13136,
6871,
6265,
13136,
6871,
6265
],
[
10.498651,
33.331984,
10.498651,
0,
0,
0
],
[
2,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577140,
-579638,
-578253,
-579192,
-582895,
300867
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13529,
"evaluation_days": 2254.83,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565856000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758787083446,
"expiration_time": 1764559728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 136,
"na": 0.2,
"nb": 0.1,
"nc": 0.21188
}
}
}
| # | 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) |
|---|