| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -815733.1583 | 204769.9458 | -1020503.1041 | 6363419.6554 | -4414102.2199 | 10777521.8753 |
| Total P&L (%) | -815.7332 | 204.7699 | -1020.5031 | 6363.4197 | -4414.1022 | 10777.5219 |
| Avg Daily Profit (%) | -0.3603 | 0.0904 | -0.4508 | 0.1843 | 0 | 0.2073 |
| Buy And Hold Return (%) | 515.7508 | 515.7508 | 515.7508 | 515.7508 | 515.7508 | 515.7508 |
| Max Trade Drawdown | -1133509 | -89680 | -1214727 | -13587765 | -10212537 | -9013140 |
| Profit Factor | 0.4487 | 2.3009 | 0.2283 | 1.2359 | 0.7069 | 1.9042 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 50 | 23 | 27 | 48 | 20 | 28 |
| Losing Trades | 18 | 11 | 7 | 20 | 14 | 6 |
| Profitability (%) | 73.5294 | 67.6471 | 79.4118 | 70.5882 | 58.8235 | 82.3529 |
| Ratio Avg Win / Avg Loss | 0.1616 | 1.1005 | 0.0592 | 0.5149 | 0.4948 | 0.408 |
| Largest Winning Trade | 91460 | 91460 | 54446 | 4953799 | 3953839 | 4953799 |
| Largest Losing Trade | -1073239 | -34234 | -1073239 | -6892896 | -4915406 | -6892896 |
| Avg Bars in Trades | 63 | 69 | 57 | 63 | 69 | 57 |
| Avg Bars in Winners | 24 | 23 | 25 | 27 | 21 | 31 |
| Avg Bars in Losers | 171 | 167 | 179 | 149 | 138 | 175 |
| Bars Traded | 4318 | 2373 | 1945 | 4318 | 2373 | 1945 |
| Profit Streak | 50.0524 | 50.0524 | 251.5524 | 50.0524 | 50.0524 | 251.5524 |
| Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -689526 | -230897 | -575515 | -103201 | -578100 | 522204 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4528,
"evaluation_days": 2264,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1571616000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759454125822,
"expiration_time": 1765317888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 49,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 180,
"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": [
[
-815733.1583216477,
204769.9457893088,
-1020503.1041109565,
6363419.655403467,
-4414102.219921697,
10777521.87532515
],
[
-815.733158,
204.769946,
-1020.503104,
6363.419655,
-4414.10222,
10777.521875
],
[
-0.360306,
0.090446,
-0.450752,
0.184301,
0,
0.207338
],
[
515.750757,
515.750757,
515.750757,
515.750757,
515.750757,
515.750757
],
[
-1133509,
-89680,
-1214727,
-13587765,
-10212537,
-9013140
],
[
0.448749,
2.300946,
0.228286,
1.235874,
0.706864,
1.904171
],
[
68,
34,
34,
68,
34,
34
],
[
50,
23,
27,
48,
20,
28
],
[
18,
11,
7,
20,
14,
6
],
[
73.529412,
67.647059,
79.411765,
70.588235,
58.823529,
82.352941
],
[
0.16155,
1.100452,
0.059185,
0.514948,
0.494805,
0.408037
],
[
91460,
91460,
54446,
4953799,
3953839,
4953799
],
[
-1073239,
-34234,
-1073239,
-6892896,
-4915406,
-6892896
],
[
63,
69,
57,
63,
69,
57
],
[
24,
23,
25,
27,
21,
31
],
[
171,
167,
179,
149,
138,
175
],
[
4318,
2373,
1945,
4318,
2373,
1945
],
[
50.052382,
50.052382,
251.552382,
50.052382,
50.052382,
251.552382
],
[
11,
5,
8,
11,
5,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-689526,
-230897,
-575515,
-103201,
-578100,
522204
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4528,
"evaluation_days": 2264,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1571616000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759454125822,
"expiration_time": 1765317888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 49,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 180,
"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) |
|---|