| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2115153.7957 | 1961696.9048 | 153456.8908 | 11098954.9784 | 2700753.4168 | 8398201.5616 |
| Total P&L (%) | 2115.1538 | 1961.6969 | 153.4569 | 11098.955 | 2700.7534 | 8398.2016 |
| Avg Daily Profit (%) | 0.9334 | 0.8657 | 0.0677 | 0.2084 | 0.1472 | 0.1962 |
| Buy And Hold Return (%) | 177.8431 | 177.8431 | 177.8431 | 177.8431 | 177.8431 | 177.8431 |
| Max Trade Drawdown | -100200 | -91372 | -65725 | -23144103 | -22028842 | -13649897 |
| Profit Factor | 3.6321 | 5.8332 | 1.3858 | 1.0875 | 1.0382 | 1.1494 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
| Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
| Profitability (%) | 52.6667 | 48 | 57.3333 | 52.6667 | 48 | 57.3333 |
| Ratio Avg Win / Avg Loss | 3.2643 | 6.3192 | 1.0313 | 0.9773 | 1.1247 | 0.8554 |
| Largest Winning Trade | 1429779 | 1429779 | 54419 | 16994569 | 16994569 | 7246773 |
| Largest Losing Trade | -53003 | -41355 | -53003 | -9992161 | -7894166 | -9992161 |
| Avg Bars in Trades | 59 | 57 | 61 | 59 | 57 | 61 |
| Avg Bars in Winners | 77 | 76 | 77 | 77 | 76 | 77 |
| Avg Bars in Losers | 39 | 39 | 38 | 39 | 39 | 38 |
| Bars Traded | 8865 | 4281 | 4584 | 8865 | 4281 | 4584 |
| Profit Streak | 0 | 0 | 161.473 | 0 | 0 | 161.473 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 763393 | -36107 | -322028 | -116739 | -232391 | -104202 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9064,
"evaluation_days": 2266,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565676000000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759663267149,
"expiration_time": 1765517472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 233,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 84,
"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": [
[
2115153.795662354,
1961696.904816092,
153456.8908462628,
11098954.978405543,
2700753.416841371,
8398201.561564166
],
[
2115.153796,
1961.696905,
153.456891,
11098.954978,
2700.753417,
8398.201562
],
[
0.933431,
0.865709,
0.067721,
0.208443,
0.147172,
0.19624
],
[
177.843137,
177.843137,
177.843137,
177.843137,
177.843137,
177.843137
],
[
-100200,
-91372,
-65725,
-23144103,
-22028842,
-13649897
],
[
3.632093,
5.833152,
1.385843,
1.087466,
1.038211,
1.149394
],
[
150,
75,
75,
150,
75,
75
],
[
79,
36,
43,
79,
36,
43
],
[
71,
39,
32,
71,
39,
32
],
[
52.666667,
48,
57.333333,
52.666667,
48,
57.333333
],
[
3.264286,
6.319248,
1.031325,
0.977343,
1.124729,
0.855363
],
[
1429779,
1429779,
54419,
16994569,
16994569,
7246773
],
[
-53003,
-41355,
-53003,
-9992161,
-7894166,
-9992161
],
[
59,
57,
61,
59,
57,
61
],
[
77,
76,
77,
77,
76,
77
],
[
39,
39,
38,
39,
39,
38
],
[
8865,
4281,
4584,
8865,
4281,
4584
],
[
0,
0,
161.472999,
0,
0,
161.472999
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
763393,
-36107,
-322028,
-116739,
-232391,
-104202
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9064,
"evaluation_days": 2266,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565676000000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759663267149,
"expiration_time": 1765517472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 233,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 84,
"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) |
|---|