| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1012700.4733 | 49664.4625 | -1062364.9358 | 1784227.5291 | -11338044.3284 | 13122271.8575 |
| Total P&L (%) | -1012.7005 | 49.6645 | -1062.3649 | 1784.2275 | -11338.0443 | 13122.2719 |
| Avg Daily Profit (%) | -0.4481 | 0.022 | -0.4701 | 0.13 | 0 | 0.2164 |
| Buy And Hold Return (%) | 508.0781 | 508.0781 | 508.0781 | 508.0781 | 508.0781 | 508.0781 |
| Max Trade Drawdown | -1078046 | -130427 | -1109276 | -25307886 | -21093788 | -5769763 |
| Profit Factor | 0.3313 | 1.2301 | 0.1819 | 1.0472 | 0.5635 | 2.1121 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 74 | 38 | 36 | 66 | 33 | 33 |
| Losing Trades | 15 | 6 | 9 | 23 | 11 | 12 |
| Profitability (%) | 83.1461 | 86.3636 | 80 | 74.1573 | 75 | 73.3333 |
| Ratio Avg Win / Avg Loss | 0.0672 | 0.1942 | 0.0455 | 0.3649 | 0.1878 | 0.768 |
| Largest Winning Trade | 23207 | 23207 | 21401 | 8119528 | 2446236 | 8119528 |
| Largest Losing Trade | -845723 | -51090 | -845723 | -7850751 | -7850751 | -3733961 |
| Avg Bars in Trades | 44 | 60 | 29 | 44 | 60 | 29 |
| Avg Bars in Winners | 15 | 22 | 8 | 18 | 19 | 18 |
| Avg Bars in Losers | 190 | 302 | 115 | 119 | 183 | 61 |
| Bars Traded | 3986 | 2655 | 1331 | 3986 | 2655 | 1331 |
| Profit Streak | 74.4266 | 74.4266 | 284.9266 | 74.4266 | 74.4266 | 284.9266 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574596 | -325762 | -575174 | -186833 | -576513 | 509583 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4520,
"evaluation_days": 2260,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1573603200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759140856857,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 226,
"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": [
[
-1012700.4733168747,
49664.4624592378,
-1062364.9357761124,
1784227.5291142608,
-11338044.328408772,
13122271.85752304
],
[
-1012.700473,
49.664462,
-1062.364936,
1784.227529,
-11338.044328,
13122.271858
],
[
-0.448098,
0.021975,
-0.470073,
0.13,
0,
0.216362
],
[
508.078118,
508.078118,
508.078118,
508.078118,
508.078118,
508.078118
],
[
-1078046,
-130427,
-1109276,
-25307886,
-21093788,
-5769763
],
[
0.331289,
1.23008,
0.181883,
1.047231,
0.563527,
2.112057
],
[
89,
44,
45,
89,
44,
45
],
[
74,
38,
36,
66,
33,
33
],
[
15,
6,
9,
23,
11,
12
],
[
83.146067,
86.363636,
80,
74.157303,
75,
73.333333
],
[
0.067153,
0.194223,
0.045471,
0.364944,
0.187842,
0.768021
],
[
23207,
23207,
21401,
8119528,
2446236,
8119528
],
[
-845723,
-51090,
-845723,
-7850751,
-7850751,
-3733961
],
[
44,
60,
29,
44,
60,
29
],
[
15,
22,
8,
18,
19,
18
],
[
190,
302,
115,
119,
183,
61
],
[
3986,
2655,
1331,
3986,
2655,
1331
],
[
74.426584,
74.426584,
284.926584,
74.426584,
74.426584,
284.926584
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574596,
-325762,
-575174,
-186833,
-576513,
509583
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4520,
"evaluation_days": 2260,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1573603200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759140856857,
"expiration_time": 1764961920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 226,
"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) |
|---|