| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1877375.1991 | 1706093.7787 | 171281.4204 | 25045224.0093 | 8418545.3916 | 16626678.6177 |
| Total P&L (%) | 1877.3752 | 1706.0938 | 171.2814 | 25045.224 | 8418.5454 | 16626.6786 |
| Avg Daily Profit (%) | 0.8317 | 0.7558 | 0.0759 | 0.2452 | 0.1971 | 0.2271 |
| Buy And Hold Return (%) | 309.9688 | 309.9688 | 309.9688 | 309.9688 | 309.9688 | 309.9688 |
| Max Trade Drawdown | -88808 | -31623 | -110958 | -8222152 | -5243933 | -4305824 |
| Profit Factor | 6.4057 | 10.9596 | 1.9732 | 2.2028 | 1.6598 | 3.0619 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
| Profitability (%) | 52.6316 | 44.8276 | 60.7143 | 52.6316 | 44.8276 | 60.7143 |
| Ratio Avg Win / Avg Loss | 5.7652 | 13.4888 | 1.2768 | 1.9825 | 2.0428 | 1.9813 |
| Largest Winning Trade | 1214693 | 1214693 | 56177 | 8073109 | 7883972 | 8073109 |
| Largest Losing Trade | -34180 | -20386 | -34180 | -3758766 | -3758766 | -2755249 |
| Avg Bars in Trades | 110 | 96 | 124 | 110 | 96 | 124 |
| Avg Bars in Winners | 178 | 168 | 186 | 178 | 168 | 186 |
| Avg Bars in Losers | 34 | 38 | 29 | 34 | 38 | 29 |
| Bars Traded | 6301 | 2808 | 3493 | 6301 | 2808 | 3493 |
| Profit Streak | 0 | 0 | 319.4868 | 0 | 0 | 319.4868 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -158065 | 657094 | -273475 | -166543 | 327241 | -4581 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6772,
"evaluation_days": 2257.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1567152000000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758886861035,
"expiration_time": 1764724608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 115,
"offset": 0,
"std": 1.91319
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 39,
"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": [
[
1877375.199109263,
1706093.778694275,
171281.4204149881,
25045224.009275123,
8418545.391617667,
16626678.617657457
],
[
1877.375199,
1706.093779,
171.28142,
25045.224009,
8418.545392,
16626.678618
],
[
0.83168,
0.755802,
0.075878,
0.245158,
0.197101,
0.227056
],
[
309.968847,
309.968847,
309.968847,
309.968847,
309.968847,
309.968847
],
[
-88808,
-31623,
-110958,
-8222152,
-5243933,
-4305824
],
[
6.405731,
10.959645,
1.97323,
2.202757,
1.659781,
3.061947
],
[
57,
29,
28,
57,
29,
28
],
[
30,
13,
17,
30,
13,
17
],
[
27,
16,
11,
27,
16,
11
],
[
52.631579,
44.827586,
60.714286,
52.631579,
44.827586,
60.714286
],
[
5.765158,
13.488793,
1.276796,
1.982481,
2.042808,
1.98126
],
[
1214693,
1214693,
56177,
8073109,
7883972,
8073109
],
[
-34180,
-20386,
-34180,
-3758766,
-3758766,
-2755249
],
[
110,
96,
124,
110,
96,
124
],
[
178,
168,
186,
178,
168,
186
],
[
34,
38,
29,
34,
38,
29
],
[
6301,
2808,
3493,
6301,
2808,
3493
],
[
0,
0,
319.486817,
0,
0,
319.486818
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-158065,
657094,
-273475,
-166543,
327241,
-4581
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6772,
"evaluation_days": 2257.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1567152000000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758886861035,
"expiration_time": 1764724608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 115,
"offset": 0,
"std": 1.91319
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 39,
"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) |
|---|