| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1468959.0707 | -49387.0344 | -1419572.0364 | 133290.3343 | -2618482.9405 | 2751773.2748 |
| Total P&L (%) | -1468.9591 | -49.387 | -1419.572 | 133.2903 | -2618.4829 | 2751.7733 |
| Avg Daily Profit (%) | -0.6486 | -0.0218 | -0.6268 | 0.0374 | 0 | 0.1481 |
| Buy And Hold Return (%) | 369 | 369 | 369 | 369 | 369 | 369 |
| Max Trade Drawdown | -1580850 | -99983 | -1503387 | -3783963 | -2665813 | -2223596 |
| Profit Factor | 0.2807 | 0.8523 | 0.1687 | 1.0129 | 0.5233 | 1.5728 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 30 | 14 | 16 | 30 | 13 | 17 |
| Losing Trades | 29 | 15 | 14 | 29 | 16 | 13 |
| Profitability (%) | 50.8475 | 48.2759 | 53.3333 | 50.8475 | 44.8276 | 56.6667 |
| Ratio Avg Win / Avg Loss | 0.2713 | 0.9132 | 0.1476 | 0.9792 | 0.6441 | 1.2027 |
| Largest Winning Trade | 54101 | 54101 | 35764 | 4419073 | 1056611 | 4419073 |
| Largest Losing Trade | -920636 | -49812 | -920636 | -1851596 | -1851596 | -1540109 |
| Avg Bars in Trades | 148 | 155 | 142 | 148 | 155 | 142 |
| Avg Bars in Winners | 69 | 77 | 61 | 89 | 85 | 92 |
| Avg Bars in Losers | 230 | 227 | 234 | 210 | 211 | 207 |
| Bars Traded | 8767 | 4500 | 4267 | 8767 | 4500 | 4267 |
| Profit Streak | 16.0726 | 0 | 287.5726 | 16.0726 | 0 | 287.5726 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -759590 | -581503 | -579023 | -695470 | -582844 | 322220 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9059,
"evaluation_days": 2264.75,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1568052000000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759563876855,
"expiration_time": 1765406232000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 113,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 194,
"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": [
[
-1468959.070731414,
-49387.034379372,
-1419572.036352042,
133290.3343135674,
-2618482.940492136,
2751773.274805704
],
[
-1468.959071,
-49.387034,
-1419.572036,
133.290334,
-2618.48294,
2751.773275
],
[
-0.648619,
-0.021807,
-0.626812,
0.037411,
0,
0.148052
],
[
369,
369,
369,
369,
369,
369
],
[
-1580850,
-99983,
-1503387,
-3783963,
-2665813,
-2223596
],
[
0.280666,
0.852335,
0.168702,
1.012944,
0.523314,
1.572775
],
[
59,
29,
30,
59,
29,
30
],
[
30,
14,
16,
30,
13,
17
],
[
29,
15,
14,
29,
16,
13
],
[
50.847458,
48.275862,
53.333333,
50.847458,
44.827586,
56.666667
],
[
0.271311,
0.913216,
0.147615,
0.979179,
0.644079,
1.20271
],
[
54101,
54101,
35764,
4419073,
1056611,
4419073
],
[
-920636,
-49812,
-920636,
-1851596,
-1851596,
-1540109
],
[
148,
155,
142,
148,
155,
142
],
[
69,
77,
61,
89,
85,
92
],
[
230,
227,
234,
210,
211,
207
],
[
8767,
4500,
4267,
8767,
4500,
4267
],
[
16.072649,
0,
287.572649,
16.072649,
0,
287.572649
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-759590,
-581503,
-579023,
-695470,
-582844,
322220
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9059,
"evaluation_days": 2264.75,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1568052000000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759563876855,
"expiration_time": 1765406232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 113,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 194,
"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) |
|---|