| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 734714.248 | 686599.4229 | 48114.8251 | 1764242.2735 | -1494466.9623 | 3258709.2359 |
| Total P&L (%) | 734.7142 | 686.5994 | 48.1148 | 1764.2423 | -1494.467 | 3258.7092 |
| Avg Daily Profit (%) | 0.3242 | 0.303 | 0.0212 | 0.1292 | 0 | 0.1552 |
| Buy And Hold Return (%) | 290.9091 | 290.9091 | 290.9091 | 290.9091 | 290.9091 | 290.9091 |
| Max Trade Drawdown | -132036 | -107293 | -138954 | -7968452 | -6932134 | -3692369 |
| Profit Factor | 1.6316 | 2.1373 | 1.086 | 1.0426 | 0.939 | 1.1926 |
| Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
| Winning Trades | 120 | 56 | 64 | 120 | 56 | 64 |
| Losing Trades | 142 | 75 | 67 | 142 | 75 | 67 |
| Profitability (%) | 45.8015 | 42.7481 | 48.855 | 45.8015 | 42.7481 | 48.855 |
| Ratio Avg Win / Avg Loss | 1.9308 | 2.8624 | 1.1369 | 1.2337 | 1.2576 | 1.2485 |
| Largest Winning Trade | 134434 | 134434 | 38804 | 2758454 | 2758454 | 1905545 |
| Largest Losing Trade | -39475 | -39475 | -38654 | -2056141 | -2056141 | -1893724 |
| Avg Bars in Trades | 25 | 27 | 22 | 25 | 27 | 22 |
| Avg Bars in Winners | 30 | 36 | 25 | 30 | 36 | 25 |
| Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
| Bars Traded | 6566 | 3612 | 2954 | 6566 | 3612 | 2954 |
| Profit Streak | 37.0477 | 0 | 38.0477 | 37.0477 | 0 | 38.0477 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 331778 | 206873 | -456025 | -193891 | -581860 | -822 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6798,
"evaluation_days": 2266,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1566633600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759655323584,
"expiration_time": 1765495872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 97,
"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": [
[
734714.2480007767,
686599.4229083889,
48114.8250923884,
1764242.2735486939,
-1494466.9623037472,
3258709.235852444
],
[
734.714248,
686.599423,
48.114825,
1764.242274,
-1494.466962,
3258.709236
],
[
0.324234,
0.303001,
0.021233,
0.129185,
0,
0.155202
],
[
290.909091,
290.909091,
290.909091,
290.909091,
290.909091,
290.909091
],
[
-132036,
-107293,
-138954,
-7968452,
-6932134,
-3692369
],
[
1.631646,
2.137265,
1.086004,
1.042584,
0.93903,
1.192617
],
[
262,
131,
131,
262,
131,
131
],
[
120,
56,
64,
120,
56,
64
],
[
142,
75,
67,
142,
75,
67
],
[
45.801527,
42.748092,
48.854962,
45.801527,
42.748092,
48.854962
],
[
1.930781,
2.862408,
1.136911,
1.233725,
1.257629,
1.248521
],
[
134434,
134434,
38804,
2758454,
2758454,
1905545
],
[
-39475,
-39475,
-38654,
-2056141,
-2056141,
-1893724
],
[
25,
27,
22,
25,
27,
22
],
[
30,
36,
25,
30,
36,
25
],
[
20,
21,
19,
20,
21,
19
],
[
6566,
3612,
2954,
6566,
3612,
2954
],
[
37.047726,
0,
38.047727,
37.047727,
0,
38.047727
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
331778,
206873,
-456025,
-193891,
-581860,
-822
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6798,
"evaluation_days": 2266,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1566633600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759655323584,
"expiration_time": 1765495872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 97,
"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) |
|---|