| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1410946.1019 | 76070.6003 | -1487016.7023 | 571709.7492 | -18368021.2462 | 18939730.9954 |
| Total P&L (%) | -1410.9461 | 76.0706 | -1487.0167 | 571.7097 | -18368.0212 | 18939.731 |
| Avg Daily Profit (%) | -0.6256 | 0.0337 | -0.6594 | 0.0845 | 0 | 0.233 |
| Buy And Hold Return (%) | 408.8994 | 408.8994 | 408.8994 | 408.8994 | 408.8994 | 408.8994 |
| Max Trade Drawdown | -1490657 | -100301 | -1565505 | -27977937 | -18790380 | -10424124 |
| Profit Factor | 0.3946 | 1.1933 | 0.2324 | 1.0095 | 0.5092 | 1.8226 |
| Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
| Winning Trades | 134 | 67 | 67 | 114 | 56 | 58 |
| Losing Trades | 53 | 26 | 27 | 73 | 37 | 36 |
| Profitability (%) | 71.6578 | 72.043 | 71.2766 | 60.9626 | 60.2151 | 61.7021 |
| Ratio Avg Win / Avg Loss | 0.1561 | 0.4631 | 0.0937 | 0.6464 | 0.3365 | 1.1313 |
| Largest Winning Trade | 34565 | 34565 | 25193 | 23431156 | 4587581 | 23431156 |
| Largest Losing Trade | -1003388 | -58145 | -1003388 | -11466952 | -11466952 | -7661899 |
| Avg Bars in Trades | 43 | 52 | 34 | 43 | 52 | 34 |
| Avg Bars in Winners | 17 | 19 | 15 | 21 | 18 | 23 |
| Avg Bars in Losers | 108 | 136 | 80 | 78 | 103 | 51 |
| Bars Traded | 8128 | 4878 | 3250 | 8128 | 4878 | 3250 |
| Profit Streak | 28.1126 | 0 | 120.1126 | 28.1126 | 0 | 120.1126 |
| Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576450 | -320315 | -576483 | -330490 | -579759 | 483931 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9021,
"evaluation_days": 2255.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1569240000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758832931066,
"expiration_time": 1764560808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.59293,
"nc": 0.1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 249,
"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": [
[
-1410946.1019119609,
76070.6003425473,
-1487016.7022545075,
571709.7492323241,
-18368021.246187244,
18939730.995419566
],
[
-1410.946102,
76.0706,
-1487.016702,
571.709749,
-18368.021246,
18939.730995
],
[
-0.625627,
0.03373,
-0.659358,
0.08449,
0,
0.233022
],
[
408.899382,
408.899382,
408.899382,
408.899382,
408.899382,
408.899382
],
[
-1490657,
-100301,
-1565505,
-27977937,
-18790380,
-10424124
],
[
0.394625,
1.193327,
0.232395,
1.009457,
0.509235,
1.822633
],
[
187,
93,
94,
187,
93,
94
],
[
134,
67,
67,
114,
56,
58
],
[
53,
26,
27,
73,
37,
36
],
[
71.657754,
72.043011,
71.276596,
60.962567,
60.215054,
61.702128
],
[
0.156083,
0.463082,
0.093652,
0.646407,
0.336459,
1.131289
],
[
34565,
34565,
25193,
23431156,
4587581,
23431156
],
[
-1003388,
-58145,
-1003388,
-11466952,
-11466952,
-7661899
],
[
43,
52,
34,
43,
52,
34
],
[
17,
19,
15,
21,
18,
23
],
[
108,
136,
80,
78,
103,
51
],
[
8128,
4878,
3250,
8128,
4878,
3250
],
[
28.112628,
0,
120.112628,
28.112628,
0,
120.112628
],
[
1,
0,
9,
1,
0,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576450,
-320315,
-576483,
-330490,
-579759,
483931
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9021,
"evaluation_days": 2255.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1569240000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758832931066,
"expiration_time": 1764560808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.59293,
"nc": 0.1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 249,
"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) |
|---|