| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1407720.9462 | 30256.9843 | -1437977.9305 | 2768789.7139 | -10944788.8253 | 13713578.5392 |
| Total P&L (%) | -1407.7209 | 30.257 | -1437.9779 | 2768.7897 | -10944.7888 | 13713.5785 |
| Avg Daily Profit (%) | -0.6241 | 0.0134 | -0.6375 | 0.1489 | 0 | 0.2187 |
| Buy And Hold Return (%) | 598.7531 | 598.7531 | 598.7531 | 598.7531 | 598.7531 | 598.7531 |
| Max Trade Drawdown | -1524567 | -124598 | -1543157 | -24451958 | -19735272 | -10439897 |
| Profit Factor | 0.2944 | 1.1184 | 0.1733 | 1.0549 | 0.6603 | 1.7534 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 129 | 63 | 66 | 123 | 59 | 64 |
| Losing Trades | 40 | 21 | 19 | 46 | 25 | 21 |
| Profitability (%) | 76.3314 | 75 | 77.6471 | 72.7811 | 70.2381 | 75.2941 |
| Ratio Avg Win / Avg Loss | 0.0913 | 0.3728 | 0.0499 | 0.3945 | 0.2798 | 0.5753 |
| Largest Winning Trade | 24804 | 24804 | 14758 | 7200696 | 2483767 | 7200696 |
| Largest Losing Trade | -1215222 | -54106 | -1215222 | -14103765 | -14103765 | -7823567 |
| Avg Bars in Trades | 24 | 22 | 25 | 24 | 22 | 25 |
| Avg Bars in Winners | 8 | 7 | 8 | 10 | 7 | 14 |
| Avg Bars in Losers | 76 | 69 | 85 | 60 | 59 | 61 |
| Bars Traded | 4106 | 1908 | 2197 | 4106 | 1908 | 2197 |
| Profit Streak | 75.5468 | 75.5468 | 149.0468 | 75.5468 | 75.5468 | 149.0468 |
| Trades During Streak | 15 | 7 | 11 | 15 | 7 | 11 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574477 | -427596 | -575374 | -151443 | -576361 | 498337 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4511,
"evaluation_days": 2255.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1571832000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758805639275,
"expiration_time": 1764561456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 185,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
-1407720.9461924895,
30256.9843319558,
-1437977.9305244458,
2768789.7139075324,
-10944788.825303739,
13713578.539211253
],
[
-1407.720946,
30.256984,
-1437.977931,
2768.789714,
-10944.788825,
13713.578539
],
[
-0.624128,
0.013415,
-0.637543,
0.148924,
0,
0.218738
],
[
598.753117,
598.753117,
598.753117,
598.753117,
598.753117,
598.753117
],
[
-1524567,
-124598,
-1543157,
-24451958,
-19735272,
-10439897
],
[
0.29437,
1.118419,
0.173327,
1.054911,
0.660308,
1.753359
],
[
169,
84,
85,
169,
84,
85
],
[
129,
63,
66,
123,
59,
64
],
[
40,
21,
19,
46,
25,
21
],
[
76.331361,
75,
77.647059,
72.781065,
70.238095,
75.294118
],
[
0.091278,
0.372806,
0.049897,
0.39452,
0.279791,
0.575321
],
[
24804,
24804,
14758,
7200696,
2483767,
7200696
],
[
-1215222,
-54106,
-1215222,
-14103765,
-14103765,
-7823567
],
[
24,
22,
25,
24,
22,
25
],
[
8,
7,
8,
10,
7,
14
],
[
76,
69,
85,
60,
59,
61
],
[
4106,
1908,
2197,
4106,
1908,
2197
],
[
75.546751,
75.546751,
149.046751,
75.546751,
75.546751,
149.046751
],
[
15,
7,
11,
15,
7,
11
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574477,
-427596,
-575374,
-151443,
-576361,
498337
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4511,
"evaluation_days": 2255.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1571832000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758805639275,
"expiration_time": 1764561456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 185,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|