| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1733865.9017 | -31021.4364 | -1702844.4652 | 752198.4107 | -8268425.4807 | 9020623.8914 |
| Total P&L (%) | -1733.8659 | -31.0214 | -1702.8445 | 752.1984 | -8268.4255 | 9020.6239 |
| Avg Daily Profit (%) | -0.7688 | -0.0138 | -0.7551 | 0.0951 | 0 | 0.2003 |
| Buy And Hold Return (%) | 369.1896 | 369.1896 | 369.1896 | 369.1896 | 369.1896 | 369.1896 |
| Max Trade Drawdown | -1805428 | -119867 | -1759595 | -9668663 | -8385049 | -1911077 |
| Profit Factor | 0.2332 | 0.8987 | 0.1289 | 1.0428 | 0.3079 | 2.6007 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 71 | 35 | 36 | 61 | 28 | 33 |
| Losing Trades | 24 | 12 | 12 | 34 | 19 | 15 |
| Profitability (%) | 74.7368 | 74.4681 | 75 | 64.2105 | 59.5745 | 68.75 |
| Ratio Avg Win / Avg Loss | 0.0788 | 0.3081 | 0.043 | 0.5812 | 0.2089 | 1.1821 |
| Largest Winning Trade | 31328 | 31328 | 16450 | 10970236 | 933448 | 10970236 |
| Largest Losing Trade | -1287337 | -56924 | -1287337 | -3891086 | -3891086 | -1028185 |
| Avg Bars in Trades | 86 | 95 | 77 | 86 | 95 | 77 |
| Avg Bars in Winners | 32 | 35 | 28 | 40 | 32 | 47 |
| Avg Bars in Losers | 246 | 271 | 221 | 168 | 188 | 142 |
| Bars Traded | 8197 | 4495 | 3702 | 8197 | 4495 | 3702 |
| Profit Streak | 75.7659 | 75.7659 | 279.5159 | 75.7659 | 75.7659 | 279.5159 |
| Trades During Streak | 7 | 3 | 9 | 7 | 3 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575474 | -576153 | -575968 | -243488 | -578083 | 571978 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9021,
"evaluation_days": 2255.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1569088800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758824574639,
"expiration_time": 1764560808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.06845
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 242,
"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": [
[
-1733865.9016512937,
-31021.4364403947,
-1702844.4652109,
752198.4107147031,
-8268425.480650391,
9020623.891365094
],
[
-1733.865902,
-31.021436,
-1702.844465,
752.198411,
-8268.425481,
9020.623891
],
[
-0.768813,
-0.013755,
-0.755058,
0.095052,
0,
0.200317
],
[
369.189551,
369.189551,
369.189551,
369.189551,
369.189551,
369.189551
],
[
-1805428,
-119867,
-1759595,
-9668663,
-8385049,
-1911077
],
[
0.233151,
0.898715,
0.128867,
1.042781,
0.307913,
2.600655
],
[
95,
47,
48,
95,
47,
48
],
[
71,
35,
36,
61,
28,
33
],
[
24,
12,
12,
34,
19,
15
],
[
74.736842,
74.468085,
75,
64.210526,
59.574468,
68.75
],
[
0.078812,
0.308131,
0.042956,
0.581222,
0.208941,
1.182116
],
[
31328,
31328,
16450,
10970236,
933448,
10970236
],
[
-1287337,
-56924,
-1287337,
-3891086,
-3891086,
-1028185
],
[
86,
95,
77,
86,
95,
77
],
[
32,
35,
28,
40,
32,
47
],
[
246,
271,
221,
168,
188,
142
],
[
8197,
4495,
3702,
8197,
4495,
3702
],
[
75.76591,
75.76591,
279.51591,
75.76591,
75.76591,
279.51591
],
[
7,
3,
9,
7,
3,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575474,
-576153,
-575968,
-243488,
-578083,
571978
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9021,
"evaluation_days": 2255.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1569088800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758824574639,
"expiration_time": 1764560808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.06845
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 242,
"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) |
|---|