| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1495978.9184 | 1383686.6664 | 112292.252 | 6217797.4018 | 1346938.865 | 4870858.5368 |
| Total P&L (%) | 1495.9789 | 1383.6867 | 112.2923 | 6217.7974 | 1346.9389 | 4870.8585 |
| Avg Daily Profit (%) | 0.6611 | 0.6114 | 0.0496 | 0.1834 | 0.1181 | 0.1728 |
| Buy And Hold Return (%) | 518.4441 | 518.4441 | 518.4441 | 518.4441 | 518.4441 | 518.4441 |
| Max Trade Drawdown | -91509 | -79629 | -60646 | -15751827 | -15305140 | -7480567 |
| Profit Factor | 4.9591 | 6.1237 | 2.0417 | 1.1256 | 1.0369 | 1.3755 |
| Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
| Profitability (%) | 56.1404 | 50 | 62.069 | 56.1404 | 50 | 62.069 |
| Ratio Avg Win / Avg Loss | 3.8743 | 6.1237 | 1.2477 | 0.8794 | 1.0369 | 0.8406 |
| Largest Winning Trade | 826617 | 826617 | 33838 | 11076897 | 11076897 | 3074962 |
| Largest Losing Trade | -56894 | -56894 | -29263 | -11180374 | -11180374 | -4503410 |
| Avg Bars in Trades | 75 | 132 | 19 | 75 | 132 | 19 |
| Avg Bars in Winners | 91 | 182 | 20 | 91 | 182 | 20 |
| Avg Bars in Losers | 54 | 82 | 19 | 54 | 82 | 19 |
| Bars Traded | 4284 | 3707 | 576 | 4284 | 3707 | 576 |
| Profit Streak | 0 | 95.452 | 0 | 0 | 95.452 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -162173 | -3818 | -287866 | -254794 | -238779 | 304943 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4526,
"evaluation_days": 2263,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1572566400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759402253349,
"expiration_time": 1765228896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 202,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 191,
"offset": 0,
"std": 1.03878
}
}
} {
"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": [
[
1495978.9183682646,
1383686.6663689702,
112292.2519992943,
6217797.401770979,
1346938.8649882793,
4870858.536782699
],
[
1495.978918,
1383.686666,
112.292252,
6217.797402,
1346.938865,
4870.858537
],
[
0.66106,
0.611439,
0.049621,
0.183374,
0.118145,
0.17276
],
[
518.444056,
518.444056,
518.444056,
518.444056,
518.444056,
518.444056
],
[
-91509,
-79629,
-60646,
-15751827,
-15305140,
-7480567
],
[
4.959107,
6.123688,
2.041664,
1.125643,
1.036886,
1.375494
],
[
57,
28,
29,
57,
28,
29
],
[
32,
14,
18,
32,
14,
18
],
[
25,
14,
11,
25,
14,
11
],
[
56.140351,
50,
62.068966,
56.140351,
50,
62.068966
],
[
3.874303,
6.123688,
1.247683,
0.879409,
1.036886,
0.840579
],
[
826617,
826617,
33838,
11076897,
11076897,
3074962
],
[
-56894,
-56894,
-29263,
-11180374,
-11180374,
-4503410
],
[
75,
132,
19,
75,
132,
19
],
[
91,
182,
20,
91,
182,
20
],
[
54,
82,
19,
54,
82,
19
],
[
4284,
3707,
576,
4284,
3707,
576
],
[
0,
95.452006,
0,
0,
95.452006,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-162173,
-3818,
-287866,
-254794,
-238779,
304943
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4526,
"evaluation_days": 2263,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1572566400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759402253349,
"expiration_time": 1765228896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 202,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 191,
"offset": 0,
"std": 1.03878
}
}
}
| # | 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) |
|---|