| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1769853.5738 | 1717326.3881 | 52527.1857 | 2416083.4557 | 2411954.0487 | 4129.407 |
| Total P&L (%) | 1769.8536 | 1717.3264 | 52.5272 | 2416.0835 | 2411.954 | 4.1294 |
| Avg Daily Profit (%) | 0.7829 | 0.7596 | 0.0232 | 0.1428 | 0.1427 | 0.0018 |
| Buy And Hold Return (%) | 351 | 351 | 351 | 351 | 351 | 351 |
| Max Trade Drawdown | -146659 | -64763 | -136569 | -2143506 | -1439159 | -1585973 |
| Profit Factor | 3.5757 | 6.7737 | 1.1348 | 1.2172 | 1.516 | 1.0006 |
| Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
| Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
| Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
| Profitability (%) | 41.844 | 36.6197 | 47.1429 | 41.844 | 36.6197 | 47.1429 |
| Ratio Avg Win / Avg Loss | 4.9697 | 11.7237 | 1.2723 | 1.6917 | 2.6238 | 1.1219 |
| Largest Winning Trade | 1290909 | 1290909 | 63265 | 2215867 | 2215867 | 1407222 |
| Largest Losing Trade | -42787 | -27895 | -42787 | -1021571 | -513199 | -1021571 |
| Avg Bars in Trades | 61 | 49 | 73 | 61 | 49 | 73 |
| Avg Bars in Winners | 106 | 89 | 120 | 106 | 89 | 120 |
| Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
| Bars Traded | 8660 | 3546 | 5114 | 8660 | 3546 | 5114 |
| 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 | 563988 | -72241 | -495427 | -4222 | -91863 | -671589 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9043,
"evaluation_days": 2260.75,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1568052000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759205685039,
"expiration_time": 1765050264000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1769853.5737679652,
1717326.3880923304,
52527.1856756342,
2416083.45570261,
2411954.0487233335,
4129.4069792764
],
[
1769.853574,
1717.326388,
52.527186,
2416.083456,
2411.954049,
4.129407
],
[
0.782861,
0.759627,
0.023234,
0.142766,
0.142694,
0.00179
],
[
351,
351,
351,
351,
351,
351
],
[
-146659,
-64763,
-136569,
-2143506,
-1439159,
-1585973
],
[
3.575741,
6.773673,
1.134795,
1.217192,
1.515981,
1.00064
],
[
141,
71,
70,
141,
71,
70
],
[
59,
26,
33,
59,
26,
33
],
[
82,
45,
37,
82,
45,
37
],
[
41.843972,
36.619718,
47.142857,
41.843972,
36.619718,
47.142857
],
[
4.969674,
11.723666,
1.272345,
1.69169,
2.623813,
1.12193
],
[
1290909,
1290909,
63265,
2215867,
2215867,
1407222
],
[
-42787,
-27895,
-42787,
-1021571,
-513199,
-1021571
],
[
61,
49,
73,
61,
49,
73
],
[
106,
89,
120,
106,
89,
120
],
[
28,
27,
30,
28,
27,
30
],
[
8660,
3546,
5114,
8660,
3546,
5114
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
563988,
-72241,
-495427,
-4222,
-91863,
-671589
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9043,
"evaluation_days": 2260.75,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1568052000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759205685039,
"expiration_time": 1765050264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|