| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1056149.2396 | 832527.6394 | 223621.6002 | 49077936.3052 | -4877110.3544 | 53955046.6595 |
| Total P&L (%) | 1056.1492 | 832.5276 | 223.6216 | 49077.9363 | -4877.1104 | 53955.0467 |
| Avg Daily Profit (%) | 0.507 | 0.3996 | 0.1073 | 0.2979 | 0 | 0.3025 |
| Buy And Hold Return (%) | 1046.8189 | 1046.8189 | 1046.8189 | 1046.8189 | 1046.8189 | 1046.8189 |
| Max Trade Drawdown | -118215 | -100444 | -107867 | -73972813 | -87025129 | -11943117 |
| Profit Factor | 1.7095 | 1.867 | 1.4232 | 1.1305 | 0.9837 | 1.7048 |
| Total Trades | 745 | 372 | 373 | 745 | 372 | 373 |
| Winning Trades | 598 | 310 | 288 | 598 | 310 | 288 |
| Losing Trades | 147 | 62 | 85 | 147 | 62 | 85 |
| Profitability (%) | 80.2685 | 83.3333 | 77.2118 | 80.2685 | 83.3333 | 77.2118 |
| Ratio Avg Win / Avg Loss | 0.4202 | 0.3734 | 0.42 | 0.2779 | 0.1967 | 0.5032 |
| Largest Winning Trade | 50576 | 50576 | 17999 | 11560774 | 11560774 | 5154740 |
| Largest Losing Trade | -71653 | -60714 | -71653 | -38218498 | -38218498 | -10810527 |
| Avg Bars in Trades | 33 | 60 | 6 | 33 | 60 | 6 |
| Avg Bars in Winners | 13 | 23 | 3 | 13 | 23 | 3 |
| Avg Bars in Losers | 112 | 246 | 14 | 112 | 246 | 14 |
| Bars Traded | 24834 | 22589 | 2245 | 24834 | 22589 | 2245 |
| Profit Streak | 0.6676 | 0 | 18.5843 | 0.6676 | 0 | 18.5843 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -146944 | -149666 | -210533 | -64782 | -575175 | 544609 |
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579348800000,
"first_datapoint_time": 1579860000000,
"last_datapoint_time": 1759413600000,
"evaluation_time": 1759420880573,
"expiration_time": 1765893600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 72,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
1056149.239594838,
832527.6393722221,
223621.6002226155,
49077936.30518553,
-4877110.35435217,
53955046.659537695
],
[
1056.14924,
832.527639,
223.6216,
49077.936305,
-4877.110354,
53955.04666
],
[
0.506952,
0.399614,
0.107339,
0.297949,
0,
0.302501
],
[
1046.818923,
1046.818923,
1046.818923,
1046.818923,
1046.818923,
1046.818923
],
[
-118215,
-100444,
-107867,
-73972813,
-87025129,
-11943117
],
[
1.709472,
1.866977,
1.423224,
1.130545,
0.98371,
1.70483
],
[
745,
372,
373,
745,
372,
373
],
[
598,
310,
288,
598,
310,
288
],
[
147,
62,
85,
147,
62,
85
],
[
80.268456,
83.333333,
77.211796,
80.268456,
83.333333,
77.211796
],
[
0.420221,
0.373395,
0.420049,
0.27791,
0.196742,
0.503162
],
[
50576,
50576,
17999,
11560774,
11560774,
5154740
],
[
-71653,
-60714,
-71653,
-38218498,
-38218498,
-10810527
],
[
33,
60,
6,
33,
60,
6
],
[
13,
23,
3,
13,
23,
3
],
[
112,
246,
14,
112,
246,
14
],
[
24834,
22589,
2245,
24834,
22589,
2245
],
[
0.667599,
0,
18.584266,
0.667599,
0,
18.584266
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-146944,
-149666,
-210533,
-64782,
-575175,
544609
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579348800000,
"first_datapoint_time": 1579860000000,
"last_datapoint_time": 1759413600000,
"evaluation_time": 1759420880573,
"expiration_time": 1765893600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 72,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|