| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2123646.9203 | 1913339.3808 | 210307.5395 | 51985725.1626 | 12408398.9301 | 39577326.2325 |
| Total P&L (%) | 2123.6469 | 1913.3394 | 210.3075 | 51985.7252 | 12408.3989 | 39577.3262 |
| Avg Daily Profit (%) | 0.9393 | 0.8462 | 0.093 | 0.2771 | 0.2138 | 0.265 |
| Buy And Hold Return (%) | 263.0854 | 263.0854 | 263.0854 | 263.0854 | 263.0854 | 263.0854 |
| Max Trade Drawdown | -68455 | -76602 | -61516 | -25740218 | -20211117 | -18358080 |
| Profit Factor | 4.7124 | 7.3849 | 1.7721 | 1.5097 | 1.2492 | 1.7581 |
| Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
| Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
| Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
| Profitability (%) | 47.8528 | 45.122 | 50.6173 | 47.8528 | 45.122 | 50.6173 |
| Ratio Avg Win / Avg Loss | 5.1353 | 8.9816 | 1.7289 | 1.6452 | 1.5193 | 1.7153 |
| Largest Winning Trade | 1362160 | 1362160 | 49199 | 17796378 | 11557081 | 17796378 |
| Largest Losing Trade | -32755 | -25163 | -32755 | -12829371 | -7729123 | -12829371 |
| Avg Bars in Trades | 79 | 84 | 74 | 79 | 84 | 74 |
| Avg Bars in Winners | 118 | 132 | 105 | 118 | 132 | 105 |
| Avg Bars in Losers | 43 | 45 | 42 | 43 | 45 | 42 |
| Bars Traded | 12976 | 6935 | 6041 | 12976 | 6935 | 6041 |
| Profit Streak | 4.4577 | 4.6244 | 0 | 4.4577 | 4.6244 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 759496 | 566745 | -243081 | 410366 | 109764 | 1747 |
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13566,
"evaluation_days": 2261,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566648000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759258748766,
"expiration_time": 1765108512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 180,
"offset": 0
}
}
} {
"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": [
[
2123646.920266922,
1913339.3807701345,
210307.5394967892,
51985725.16258421,
12408398.930073604,
39577326.23251063
],
[
2123.64692,
1913.339381,
210.307539,
51985.725163,
12408.39893,
39577.326233
],
[
0.939251,
0.846236,
0.093015,
0.277052,
0.213806,
0.264984
],
[
263.085399,
263.085399,
263.085399,
263.085399,
263.085399,
263.085399
],
[
-68455,
-76602,
-61516,
-25740218,
-20211117,
-18358080
],
[
4.712425,
7.384891,
1.772136,
1.509713,
1.24923,
1.758139
],
[
163,
82,
81,
163,
82,
81
],
[
78,
37,
41,
78,
37,
41
],
[
85,
45,
40,
85,
45,
40
],
[
47.852761,
45.121951,
50.617284,
47.852761,
45.121951,
50.617284
],
[
5.135334,
8.981624,
1.728913,
1.6452,
1.519334,
1.715258
],
[
1362160,
1362160,
49199,
17796378,
11557081,
17796378
],
[
-32755,
-25163,
-32755,
-12829371,
-7729123,
-12829371
],
[
79,
84,
74,
79,
84,
74
],
[
118,
132,
105,
118,
132,
105
],
[
43,
45,
42,
43,
45,
42
],
[
12976,
6935,
6041,
12976,
6935,
6041
],
[
4.45774,
4.624407,
0,
4.45774,
4.624407,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
759496,
566745,
-243081,
410366,
109764,
1747
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13566,
"evaluation_days": 2261,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566648000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759258748766,
"expiration_time": 1765108512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 180,
"offset": 0
}
}
}
| # | 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) |
|---|