| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1440789.2161 | -22757.9842 | -1418031.2319 | 423539.2778 | -16020293.7452 | 16443833.023 |
| Total P&L (%) | -1440.7892 | -22.758 | -1418.0312 | 423.5393 | -16020.2937 | 16443.833 |
| Avg Daily Profit (%) | -0.6373 | -0.0101 | -0.6272 | 0.0733 | 0 | 0.2262 |
| Buy And Hold Return (%) | 339.1192 | 339.1192 | 339.1192 | 339.1192 | 339.1192 | 339.1192 |
| Max Trade Drawdown | -1508397 | -136304 | -1497050 | -17386566 | -16685435 | -3033865 |
| Profit Factor | 0.3024 | 0.9386 | 0.1634 | 1.0124 | 0.38 | 3.0087 |
| Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
| Winning Trades | 127 | 60 | 67 | 105 | 47 | 58 |
| Losing Trades | 40 | 23 | 17 | 62 | 36 | 26 |
| Profitability (%) | 76.0479 | 72.2892 | 79.7619 | 62.8743 | 56.6265 | 69.0476 |
| Ratio Avg Win / Avg Loss | 0.0952 | 0.3598 | 0.0414 | 0.5978 | 0.2911 | 1.3487 |
| Largest Winning Trade | 47926 | 47926 | 21112 | 16978877 | 1617460 | 16978877 |
| Largest Losing Trade | -965055 | -58409 | -965055 | -8265910 | -8265910 | -1351221 |
| Avg Bars in Trades | 51 | 54 | 48 | 51 | 54 | 48 |
| Avg Bars in Winners | 17 | 17 | 17 | 19 | 14 | 23 |
| Avg Bars in Losers | 160 | 150 | 172 | 105 | 105 | 104 |
| Bars Traded | 8591 | 4494 | 4097 | 8591 | 4494 | 4097 |
| Profit Streak | 43.2612 | 81.2612 | 43.2612 | 43.2612 | 81.2612 | 43.2612 |
| Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574901 | -576483 | -575473 | -387798 | -578791 | 605273 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9043,
"evaluation_days": 2260.75,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567684800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759212964551,
"expiration_time": 1765050264000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 177,
"offset": 0,
"a": 0.6812
}
}
} {
"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": [
[
-1440789.216086298,
-22757.9842161657,
-1418031.2318701313,
423539.2778227729,
-16020293.745150285,
16443833.02297305
],
[
-1440.789216,
-22.757984,
-1418.031232,
423.539278,
-16020.293745,
16443.833023
],
[
-0.637306,
-0.010067,
-0.627239,
0.073252,
0,
0.226225
],
[
339.119171,
339.119171,
339.119171,
339.119171,
339.119171,
339.119171
],
[
-1508397,
-136304,
-1497050,
-17386566,
-16685435,
-3033865
],
[
0.302393,
0.938563,
0.163353,
1.012448,
0.379999,
3.00871
],
[
167,
83,
84,
167,
83,
84
],
[
127,
60,
67,
105,
47,
58
],
[
40,
23,
17,
62,
36,
26
],
[
76.047904,
72.289157,
79.761905,
62.874251,
56.626506,
69.047619
],
[
0.095242,
0.359783,
0.041448,
0.597826,
0.291063,
1.348732
],
[
47926,
47926,
21112,
16978877,
1617460,
16978877
],
[
-965055,
-58409,
-965055,
-8265910,
-8265910,
-1351221
],
[
51,
54,
48,
51,
54,
48
],
[
17,
17,
17,
19,
14,
23
],
[
160,
150,
172,
105,
105,
104
],
[
8591,
4494,
4097,
8591,
4494,
4097
],
[
43.261164,
81.261164,
43.261164,
43.261164,
81.261164,
43.261164
],
[
8,
5,
4,
8,
5,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574901,
-576483,
-575473,
-387798,
-578791,
605273
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9043,
"evaluation_days": 2260.75,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1567684800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759212964551,
"expiration_time": 1765050264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 177,
"offset": 0,
"a": 0.6812
}
}
}
| # | 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) |
|---|