| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 759242.1907 | 747707.0088 | 11535.1819 | 252882.4905 | 1531798.9241 | -1278916.4336 |
| Total P&L (%) | 759.2422 | 747.707 | 11.5352 | 252.8825 | 1531.7989 | -1278.9164 |
| Avg Daily Profit (%) | 0.3363 | 0.3312 | 0.0051 | 0.0559 | 0.1238 | 0 |
| Buy And Hold Return (%) | 144.9909 | 144.9909 | 144.9909 | 144.9909 | 144.9909 | 144.9909 |
| Max Trade Drawdown | -148965 | -128854 | -207872 | -2090352 | -1134866 | -1590225 |
| Profit Factor | 1.4836 | 1.9574 | 1.0146 | 1.0276 | 1.346 | 0.7295 |
| Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
| Winning Trades | 151 | 70 | 81 | 151 | 70 | 81 |
| Losing Trades | 224 | 118 | 106 | 224 | 118 | 106 |
| Profitability (%) | 40.2667 | 37.234 | 43.3155 | 40.2667 | 37.234 | 43.3155 |
| Ratio Avg Win / Avg Loss | 2.2008 | 3.2997 | 1.3278 | 1.5244 | 2.269 | 0.9547 |
| Largest Winning Trade | 448019 | 448019 | 47285 | 1685095 | 1685095 | 224532 |
| Largest Losing Trade | -44165 | -29149 | -44165 | -543922 | -543922 | -371187 |
| Avg Bars in Trades | 17 | 17 | 18 | 17 | 17 | 18 |
| Avg Bars in Winners | 28 | 29 | 28 | 28 | 29 | 28 |
| Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
| Bars Traded | 6723 | 3311 | 3411 | 6723 | 3311 | 3411 |
| Profit Streak | 11.0151 | 11.0151 | 17.6818 | 11.0151 | 11.0151 | 17.6818 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 356077 | 289152 | -557549 | -316384 | -29498 | -582109 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6772,
"evaluation_days": 2257.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1564675200000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758903707526,
"expiration_time": 1764724608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 8,
"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": [
[
759242.190669593,
747707.0087652791,
11535.1819043138,
252882.4904707173,
1531798.92411245,
-1278916.4336417322
],
[
759.242191,
747.707009,
11.535182,
252.88249,
1531.798924,
-1278.916434
],
[
0.336345,
0.331235,
0.00511,
0.055877,
0.123774,
0
],
[
144.990893,
144.990893,
144.990893,
144.990893,
144.990893,
144.990893
],
[
-148965,
-128854,
-207872,
-2090352,
-1134866,
-1590225
],
[
1.483586,
1.957446,
1.014618,
1.027621,
1.346021,
0.729524
],
[
375,
188,
187,
375,
188,
187
],
[
151,
70,
81,
151,
70,
81
],
[
224,
118,
106,
224,
118,
106
],
[
40.266667,
37.234043,
43.315508,
40.266667,
37.234043,
43.315508
],
[
2.200816,
3.299694,
1.327772,
1.524419,
2.269006,
0.954686
],
[
448019,
448019,
47285,
1685095,
1685095,
224532
],
[
-44165,
-29149,
-44165,
-543922,
-543922,
-371187
],
[
17,
17,
18,
17,
17,
18
],
[
28,
29,
28,
28,
29,
28
],
[
10,
10,
10,
10,
10,
10
],
[
6723,
3311,
3411,
6723,
3311,
3411
],
[
11.015133,
11.015133,
17.6818,
11.015133,
11.015133,
17.6818
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
356077,
289152,
-557549,
-316384,
-29498,
-582109
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6772,
"evaluation_days": 2257.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1564675200000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758903707526,
"expiration_time": 1764724608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 8,
"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) |
|---|