| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2182630.1961 | 2073837.8244 | 108792.3718 | 4138260.4606 | 2990105.2894 | 1148155.1712 |
| Total P&L (%) | 2182.6302 | 2073.8378 | 108.7924 | 4138.2605 | 2990.1053 | 1148.1552 |
| Avg Daily Profit (%) | 0.9611 | 0.9132 | 0.0479 | 0.1651 | 0.1512 | 0.1112 |
| Buy And Hold Return (%) | 341.7197 | 341.7197 | 341.7197 | 341.7197 | 341.7197 | 341.7197 |
| Max Trade Drawdown | -140981 | -74424 | -110788 | -4104264 | -1436468 | -3643538 |
| Profit Factor | 4.5446 | 8.6064 | 1.3171 | 1.3235 | 1.6855 | 1.1362 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Profitability (%) | 54.5455 | 56.8182 | 52.2727 | 54.5455 | 56.8182 | 52.2727 |
| Ratio Avg Win / Avg Loss | 3.7871 | 6.5408 | 1.2025 | 1.1029 | 1.281 | 1.0374 |
| Largest Winning Trade | 1157582 | 1157582 | 61656 | 1927819 | 1571771 | 1927819 |
| Largest Losing Trade | -57469 | -54592 | -57469 | -3643538 | -1066045 | -3643538 |
| Avg Bars in Trades | 101 | 91 | 110 | 101 | 91 | 110 |
| Avg Bars in Winners | 115 | 99 | 132 | 115 | 99 | 132 |
| Avg Bars in Losers | 84 | 80 | 86 | 84 | 80 | 86 |
| Bars Traded | 8905 | 4031 | 4874 | 8905 | 4031 | 4874 |
| Profit Streak | 56.4996 | 56.4996 | 78.9996 | 56.4996 | 56.4996 | 78.9996 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 797882 | 816314 | -293611 | 351800 | 403427 | -116693 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9084,
"evaluation_days": 2271,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567231200000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760097564377,
"expiration_time": 1765962432000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 50,
"offset": 52
}
}
} {
"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": [
[
2182630.1961404053,
2073837.8243714408,
108792.3717689659,
4138260.460566961,
2990105.2893650215,
1148155.1712019402
],
[
2182.630196,
2073.837824,
108.792372,
4138.260461,
2990.105289,
1148.155171
],
[
0.961088,
0.913183,
0.047905,
0.165118,
0.151184,
0.111213
],
[
341.719745,
341.719745,
341.719745,
341.719745,
341.719745,
341.719745
],
[
-140981,
-74424,
-110788,
-4104264,
-1436468,
-3643538
],
[
4.544576,
8.606353,
1.317067,
1.323502,
1.685469,
1.1362
],
[
88,
44,
44,
88,
44,
44
],
[
48,
25,
23,
48,
25,
23
],
[
40,
19,
21,
40,
19,
21
],
[
54.545455,
56.818182,
52.272727,
54.545455,
56.818182,
52.272727
],
[
3.787147,
6.540828,
1.20254,
1.102918,
1.280956,
1.0374
],
[
1157582,
1157582,
61656,
1927819,
1571771,
1927819
],
[
-57469,
-54592,
-57469,
-3643538,
-1066045,
-3643538
],
[
101,
91,
110,
101,
91,
110
],
[
115,
99,
132,
115,
99,
132
],
[
84,
80,
86,
84,
80,
86
],
[
8905,
4031,
4874,
8905,
4031,
4874
],
[
56.499588,
56.499588,
78.999588,
56.499588,
56.499588,
78.999588
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
797882,
816314,
-293611,
351800,
403427,
-116693
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9084,
"evaluation_days": 2271,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567231200000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760097564377,
"expiration_time": 1765962432000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 50,
"offset": 52
}
}
}
| # | 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) |
|---|