| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1791591.6117 | 1695673.0825 | 95918.5292 | 4976545.0259 | 3628277.9691 | 1348267.0567 |
| Total P&L (%) | 1791.5916 | 1695.6731 | 95.9185 | 4976.545 | 3628.278 | 1348.2671 |
| Avg Daily Profit (%) | 0.794 | 0.7515 | 0.0425 | 0.1742 | 0.1605 | 0.1185 |
| Buy And Hold Return (%) | 262.7027 | 262.7027 | 262.7027 | 262.7027 | 262.7027 | 262.7027 |
| Max Trade Drawdown | -118248 | -56454 | -126042 | -7870293 | -5546483 | -3349974 |
| Profit Factor | 4.5482 | 8.2306 | 1.3547 | 1.215 | 1.3086 | 1.1184 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
| Profitability (%) | 49.1803 | 41.9355 | 56.6667 | 49.1803 | 41.9355 | 56.6667 |
| Ratio Avg Win / Avg Loss | 4.6999 | 11.3963 | 1.036 | 1.2555 | 1.8118 | 0.8553 |
| Largest Winning Trade | 1226068 | 1226068 | 61611 | 3897923 | 3897923 | 2338920 |
| Largest Losing Trade | -40809 | -27197 | -40809 | -2929878 | -2929878 | -2834389 |
| Avg Bars in Trades | 105 | 95 | 116 | 105 | 95 | 116 |
| Avg Bars in Winners | 165 | 160 | 169 | 165 | 160 | 169 |
| Avg Bars in Losers | 47 | 48 | 47 | 47 | 48 | 47 |
| Bars Traded | 6443 | 2955 | 3488 | 6443 | 2955 | 3488 |
| Profit Streak | 0 | 0 | 156.7354 | 0 | 0 | 156.7354 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -145860 | 638646 | -299703 | -158936 | 207764 | -125733 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6769,
"evaluation_days": 2256.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1566979200000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758821935890,
"expiration_time": 1764635616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 100,
"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": [
[
1791591.611650255,
1695673.0824729092,
95918.5291773455,
4976545.025866873,
3628277.969148702,
1348267.0567181683
],
[
1791.591612,
1695.673082,
95.918529,
4976.545026,
3628.277969,
1348.267057
],
[
0.794029,
0.751518,
0.042511,
0.174205,
0.160501,
0.118535
],
[
262.702703,
262.702703,
262.702703,
262.702703,
262.702703,
262.702703
],
[
-118248,
-56454,
-126042,
-7870293,
-5546483,
-3349974
],
[
4.548242,
8.230634,
1.354713,
1.215026,
1.308555,
1.118425
],
[
61,
31,
30,
61,
31,
30
],
[
30,
13,
17,
30,
13,
17
],
[
31,
18,
13,
31,
18,
13
],
[
49.180328,
41.935484,
56.666667,
49.180328,
41.935484,
56.666667
],
[
4.69985,
11.396262,
1.035957,
1.255526,
1.811845,
0.855266
],
[
1226068,
1226068,
61611,
3897923,
3897923,
2338920
],
[
-40809,
-27197,
-40809,
-2929878,
-2929878,
-2834389
],
[
105,
95,
116,
105,
95,
116
],
[
165,
160,
169,
165,
160,
169
],
[
47,
48,
47,
47,
48,
47
],
[
6443,
2955,
3488,
6443,
2955,
3488
],
[
0,
0,
156.735369,
0,
0,
156.735369
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-145860,
638646,
-299703,
-158936,
207764,
-125733
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6769,
"evaluation_days": 2256.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1566979200000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758821935890,
"expiration_time": 1764635616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 100,
"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) |
|---|