| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1828788.0377 | 1762341.8614 | 66446.1763 | 504823.2321 | 507528.3255 | -2705.0933 |
| Total P&L (%) | 1828.788 | 1762.3419 | 66.4462 | 504.8232 | 507.5283 | -2.7051 |
| Avg Daily Profit (%) | 0.8109 | 0.7814 | 0.0295 | 0.0798 | 0.08 | -0.0012 |
| Buy And Hold Return (%) | 347.6038 | 347.6038 | 347.6038 | 347.6038 | 347.6038 | 347.6038 |
| Max Trade Drawdown | -131608 | -110616 | -125207 | -3506275 | -2078718 | -2446029 |
| Profit Factor | 3.462 | 5.5107 | 1.1887 | 1.0478 | 1.0836 | 0.9994 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
| Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
| Profitability (%) | 48.5981 | 45.283 | 51.8519 | 48.5981 | 45.283 | 51.8519 |
| Ratio Avg Win / Avg Loss | 3.6617 | 6.6588 | 1.1038 | 1.1083 | 1.3094 | 0.928 |
| Largest Winning Trade | 1450993 | 1450993 | 47311 | 1448674 | 1448674 | 939956 |
| Largest Losing Trade | -93187 | -32216 | -93187 | -1542940 | -1113597 | -1542940 |
| Avg Bars in Trades | 81 | 91 | 70 | 81 | 91 | 70 |
| Avg Bars in Winners | 110 | 130 | 92 | 110 | 130 | 92 |
| Avg Bars in Losers | 53 | 59 | 46 | 53 | 59 | 46 |
| Bars Traded | 8668 | 4868 | 3800 | 8668 | 4868 | 3800 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 661577 | -161999 | -512060 | -279166 | -418758 | -760593 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9021,
"evaluation_days": 2255.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1568160000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758824581539,
"expiration_time": 1764560808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 191,
"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": [
[
1828788.0376779477,
1762341.861391519,
66446.1762864287,
504823.2321214592,
507528.3254649218,
-2705.093343462
],
[
1828.788038,
1762.341861,
66.446176,
504.823232,
507.528325,
-2.705093
],
[
0.810903,
0.78144,
0.029463,
0.079835,
0.080033,
-0.001216
],
[
347.603834,
347.603834,
347.603834,
347.603834,
347.603834,
347.603834
],
[
-131608,
-110616,
-125207,
-3506275,
-2078718,
-2446029
],
[
3.46199,
5.51069,
1.188711,
1.047844,
1.083618,
0.999396
],
[
107,
53,
54,
107,
53,
54
],
[
52,
24,
28,
52,
24,
28
],
[
55,
29,
26,
55,
29,
26
],
[
48.598131,
45.283019,
51.851852,
48.598131,
45.283019,
51.851852
],
[
3.66172,
6.65875,
1.103803,
1.108297,
1.309372,
0.928011
],
[
1450993,
1450993,
47311,
1448674,
1448674,
939956
],
[
-93187,
-32216,
-93187,
-1542940,
-1113597,
-1542940
],
[
81,
91,
70,
81,
91,
70
],
[
110,
130,
92,
110,
130,
92
],
[
53,
59,
46,
53,
59,
46
],
[
8668,
4868,
3800,
8668,
4868,
3800
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
661577,
-161999,
-512060,
-279166,
-418758,
-760593
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9021,
"evaluation_days": 2255.25,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1568160000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758824581539,
"expiration_time": 1764560808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 191,
"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) |
|---|