| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1964140.412 | -155343.484 | -1808796.928 | -52202.7363 | -4245630.9069 | 4193428.1706 |
| Total P&L (%) | -1964.1404 | -155.3435 | -1808.7969 | -52.2027 | -4245.6309 | 4193.4282 |
| Avg Daily Profit (%) | -0.8711 | -0.0689 | -0.8022 | -0.0327 | 0 | 0.1669 |
| Buy And Hold Return (%) | 344.7619 | 344.7619 | 344.7619 | 344.7619 | 344.7619 | 344.7619 |
| Max Trade Drawdown | -2010504 | -195962 | -1861787 | -6493422 | -5149209 | -1352929 |
| Profit Factor | 0.1783 | 0.5751 | 0.1066 | 0.9938 | 0.2626 | 2.5728 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 45 | 19 | 26 | 39 | 16 | 23 |
| Losing Trades | 30 | 18 | 12 | 36 | 21 | 15 |
| Profitability (%) | 60 | 51.3514 | 68.4211 | 52 | 43.2432 | 60.5263 |
| Ratio Avg Win / Avg Loss | 0.1189 | 0.5449 | 0.0492 | 0.9174 | 0.3446 | 1.6779 |
| Largest Winning Trade | 26495 | 26495 | 18134 | 5057886 | 1110463 | 5057886 |
| Largest Losing Trade | -1267910 | -58447 | -1267910 | -2704812 | -2704812 | -759354 |
| Avg Bars in Trades | 171 | 192 | 151 | 171 | 192 | 151 |
| Avg Bars in Winners | 67 | 62 | 71 | 84 | 75 | 90 |
| Avg Bars in Losers | 327 | 329 | 325 | 266 | 281 | 245 |
| Bars Traded | 12886 | 7124 | 5762 | 12886 | 7124 | 5762 |
| Profit Streak | 11.7292 | 0 | 280.0625 | 11.7292 | 0 | 280.0625 |
| Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -639853 | -580597 | -576962 | -641168 | -583400 | 556286 |
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13529,
"evaluation_days": 2254.83,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567440000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758821399382,
"expiration_time": 1764559728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 247,
"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": [
[
-1964140.411984679,
-155343.4839810728,
-1808796.9280036062,
-52202.736314851,
-4245630.906942153,
4193428.1706273016
],
[
-1964.140412,
-155.343484,
-1808.796928,
-52.202736,
-4245.630907,
4193.428171
],
[
-0.871081,
-0.068894,
-0.802188,
-0.032733,
0,
0.166878
],
[
344.761905,
344.761905,
344.761905,
344.761905,
344.761905,
344.761905
],
[
-2010504,
-195962,
-1861787,
-6493422,
-5149209,
-1352929
],
[
0.178294,
0.575131,
0.106632,
0.993803,
0.262574,
2.572761
],
[
75,
37,
38,
75,
37,
38
],
[
45,
19,
26,
39,
16,
23
],
[
30,
18,
12,
36,
21,
15
],
[
60,
51.351351,
68.421053,
52,
43.243243,
60.526316
],
[
0.118863,
0.544861,
0.049215,
0.917356,
0.344628,
1.677888
],
[
26495,
26495,
18134,
5057886,
1110463,
5057886
],
[
-1267910,
-58447,
-1267910,
-2704812,
-2704812,
-759354
],
[
171,
192,
151,
171,
192,
151
],
[
67,
62,
71,
84,
75,
90
],
[
327,
329,
325,
266,
281,
245
],
[
12886,
7124,
5762,
12886,
7124,
5762
],
[
11.729159,
0,
280.062493,
11.729159,
0,
280.062493
],
[
1,
0,
6,
1,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-639853,
-580597,
-576962,
-641168,
-583400,
556286
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13529,
"evaluation_days": 2254.83,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567440000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758821399382,
"expiration_time": 1764559728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 247,
"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) |
|---|