| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1361412.93 | 1234194.9469 | 127217.9831 | 6375155.7133 | 4764075.4368 | 1611080.2765 |
| Total P&L (%) | 1361.4129 | 1234.1949 | 127.218 | 6375.1557 | 4764.0754 | 1611.0803 |
| Avg Daily Profit (%) | 0.6009 | 0.5448 | 0.0562 | 0.1843 | 0.1716 | 0.1254 |
| Buy And Hold Return (%) | 181.7635 | 181.7635 | 181.7635 | 181.7635 | 181.7635 | 181.7635 |
| Max Trade Drawdown | -112757 | -69662 | -127161 | -8433659 | -3843220 | -5025977 |
| Profit Factor | 3.0381 | 5.4732 | 1.3245 | 1.3582 | 1.5748 | 1.1695 |
| Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
| Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
| Profitability (%) | 48.6726 | 47.3684 | 50 | 48.6726 | 47.3684 | 50 |
| Ratio Avg Win / Avg Loss | 3.2038 | 6.0813 | 1.3245 | 1.4323 | 1.7498 | 1.1695 |
| Largest Winning Trade | 828443 | 828443 | 55302 | 5759800 | 5759800 | 1248325 |
| Largest Losing Trade | -78253 | -26287 | -78253 | -4521442 | -1526076 | -4521442 |
| Avg Bars in Trades | 115 | 75 | 155 | 115 | 75 | 155 |
| Avg Bars in Winners | 152 | 97 | 205 | 152 | 97 | 205 |
| Avg Bars in Losers | 79 | 56 | 105 | 79 | 56 | 105 |
| Bars Traded | 13021 | 4313 | 8708 | 13021 | 4313 | 8708 |
| Profit Streak | 0 | 0 | 148.889 | 0 | 0 | 148.889 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 613873 | -162092 | -462151 | 292570 | -170409 | -237953 |
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13593,
"evaluation_days": 2265.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565913600000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759641611120,
"expiration_time": 1765508976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 86,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
1361412.9300069201,
1234194.946896458,
127217.9831104622,
6375155.713333029,
4764075.436846173,
1611080.276486859
],
[
1361.41293,
1234.194947,
127.217983,
6375.155713,
4764.075437,
1611.080276
],
[
0.600933,
0.544778,
0.056154,
0.184259,
0.171609,
0.125424
],
[
181.763527,
181.763527,
181.763527,
181.763527,
181.763527,
181.763527
],
[
-112757,
-69662,
-127161,
-8433659,
-3843220,
-5025977
],
[
3.038071,
5.473196,
1.324468,
1.35824,
1.574776,
1.169459
],
[
113,
57,
56,
113,
57,
56
],
[
55,
27,
28,
55,
27,
28
],
[
58,
30,
28,
58,
30,
28
],
[
48.672566,
47.368421,
50,
48.672566,
47.368421,
50
],
[
3.203784,
6.081329,
1.324468,
1.432326,
1.749751,
1.169459
],
[
828443,
828443,
55302,
5759800,
5759800,
1248325
],
[
-78253,
-26287,
-78253,
-4521442,
-1526076,
-4521442
],
[
115,
75,
155,
115,
75,
155
],
[
152,
97,
205,
152,
97,
205
],
[
79,
56,
105,
79,
56,
105
],
[
13021,
4313,
8708,
13021,
4313,
8708
],
[
0,
0,
148.889017,
0,
0,
148.889018
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
613873,
-162092,
-462151,
292570,
-170409,
-237953
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13593,
"evaluation_days": 2265.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565913600000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759641611120,
"expiration_time": 1765508976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 86,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|