| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2198504.737 | 2051884.6336 | 146620.1034 | 34940481.772 | 12068526.8151 | 22871954.9569 |
| Total P&L (%) | 2198.5047 | 2051.8846 | 146.6201 | 34940.4818 | 12068.5268 | 22871.955 |
| Avg Daily Profit (%) | 1.0553 | 0.9849 | 0.0704 | 0.2816 | 0.2307 | 0.2613 |
| Buy And Hold Return (%) | 657.9123 | 657.9123 | 657.9123 | 657.9123 | 657.9123 | 657.9123 |
| Max Trade Drawdown | -59412 | -40457 | -69288 | -27586993 | -21260591 | -14416827 |
| Profit Factor | 8.2371 | 17.2499 | 1.826 | 1.6168 | 1.4038 | 1.8548 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Profitability (%) | 51.5625 | 53.125 | 50 | 51.5625 | 53.125 | 50 |
| Ratio Avg Win / Avg Loss | 7.7379 | 15.2205 | 1.826 | 1.5188 | 1.2386 | 1.8548 |
| Largest Winning Trade | 1580191 | 1580191 | 60478 | 17950600 | 17950600 | 15174937 |
| Largest Losing Trade | -30965 | -14950 | -30965 | -9802016 | -8563049 | -9802016 |
| Avg Bars in Trades | 369 | 353 | 386 | 369 | 353 | 386 |
| Avg Bars in Winners | 562 | 520 | 607 | 562 | 520 | 607 |
| Avg Bars in Losers | 164 | 164 | 164 | 164 | 164 | 164 |
| Bars Traded | 23667 | 11308 | 12359 | 23667 | 11308 | 12359 |
| Profit Streak | 0 | 0 | 126.8923 | 0 | 0 | 126.8923 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -124188 | 691989 | -260747 | -131501 | 338086 | 454181 |
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579060800000,
"first_datapoint_time": 1581458400000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759130693270,
"expiration_time": 1765605600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 122,
"offset": 212
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 105,
"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": [
[
2198504.736997638,
2051884.6335656731,
146620.1034319638,
34940481.7719979,
12068526.815094497,
22871954.956903387
],
[
2198.504737,
2051.884634,
146.620103,
34940.481772,
12068.526815,
22871.954957
],
[
1.055284,
0.984906,
0.070378,
0.281633,
0.230735,
0.26131
],
[
657.912271,
657.912271,
657.912271,
657.912271,
657.912271,
657.912271
],
[
-59412,
-40457,
-69288,
-27586993,
-21260591,
-14416827
],
[
8.237128,
17.249934,
1.825977,
1.616828,
1.403789,
1.854798
],
[
64,
32,
32,
64,
32,
32
],
[
33,
17,
16,
33,
17,
16
],
[
31,
15,
16,
31,
15,
16
],
[
51.5625,
53.125,
50,
51.5625,
53.125,
50
],
[
7.737908,
15.22053,
1.825977,
1.518839,
1.238637,
1.854798
],
[
1580191,
1580191,
60478,
17950600,
17950600,
15174937
],
[
-30965,
-14950,
-30965,
-9802016,
-8563049,
-9802016
],
[
369,
353,
386,
369,
353,
386
],
[
562,
520,
607,
562,
520,
607
],
[
164,
164,
164,
164,
164,
164
],
[
23667,
11308,
12359,
23667,
11308,
12359
],
[
0,
0,
126.892283,
0,
0,
126.892283
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-124188,
691989,
-260747,
-131501,
338086,
454181
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579060800000,
"first_datapoint_time": 1581458400000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759130693270,
"expiration_time": 1765605600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 122,
"offset": 212
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 105,
"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) |
|---|