| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2328761.6164 | 2211858.7055 | 116902.911 | 5629120.1713 | 7598810.8224 | -1969690.6511 |
| Total P&L (%) | 2328.7616 | 2211.8587 | 116.9029 | 5629.1202 | 7598.8108 | -1969.6907 |
| Avg Daily Profit (%) | 1.0268 | 0.9752 | 0.0515 | 0.1786 | 0.1917 | 0 |
| Buy And Hold Return (%) | 328.3537 | 328.3537 | 328.3537 | 328.3537 | 328.3537 | 328.3537 |
| Max Trade Drawdown | -127001 | -105107 | -69158 | -18264520 | -12773409 | -10524752 |
| Profit Factor | 5.2141 | 8.7859 | 1.4354 | 1.1191 | 1.3214 | 0.9166 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
| Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
| Profitability (%) | 37.5 | 29.5455 | 45.4545 | 37.5 | 29.5455 | 45.4545 |
| Ratio Avg Win / Avg Loss | 8.6902 | 20.9511 | 1.7224 | 1.8652 | 3.1509 | 1.0999 |
| Largest Winning Trade | 1552752 | 1552752 | 57454 | 12619929 | 12619929 | 3457404 |
| Largest Losing Trade | -31045 | -28828 | -31045 | -5820321 | -5820321 | -4032580 |
| Avg Bars in Trades | 75 | 65 | 85 | 75 | 65 | 85 |
| Avg Bars in Winners | 138 | 127 | 145 | 138 | 127 | 145 |
| Avg Bars in Losers | 37 | 39 | 35 | 37 | 39 | 35 |
| Bars Traded | 6650 | 2871 | 3779 | 6650 | 2871 | 3779 |
| Profit Streak | 0 | 0 | 50.7117 | 0 | 0 | 50.7117 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 600791 | 430120 | -288981 | -85140 | -430 | -580256 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6804,
"evaluation_days": 2268,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1567036800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759827891206,
"expiration_time": 1765673856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 111,
"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": [
[
2328761.6164165265,
2211858.705454855,
116902.910961671,
5629120.171295788,
7598810.822389763,
-1969690.6510939777
],
[
2328.761616,
2211.858705,
116.902911,
5629.120171,
7598.810822,
-1969.690651
],
[
1.026791,
0.975246,
0.051544,
0.178649,
0.191703,
0
],
[
328.353659,
328.353659,
328.353659,
328.353659,
328.353659,
328.353659
],
[
-127001,
-105107,
-69158,
-18264520,
-12773409,
-10524752
],
[
5.214131,
8.785945,
1.435353,
1.119133,
1.321363,
0.916557
],
[
88,
44,
44,
88,
44,
44
],
[
33,
13,
20,
33,
13,
20
],
[
55,
31,
24,
55,
31,
24
],
[
37.5,
29.545455,
45.454545,
37.5,
29.545455,
45.454545
],
[
8.690219,
20.951099,
1.722424,
1.865222,
3.150941,
1.099868
],
[
1552752,
1552752,
57454,
12619929,
12619929,
3457404
],
[
-31045,
-28828,
-31045,
-5820321,
-5820321,
-4032580
],
[
75,
65,
85,
75,
65,
85
],
[
138,
127,
145,
138,
127,
145
],
[
37,
39,
35,
37,
39,
35
],
[
6650,
2871,
3779,
6650,
2871,
3779
],
[
0,
0,
50.711704,
0,
0,
50.711704
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
600791,
430120,
-288981,
-85140,
-430,
-580256
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6804,
"evaluation_days": 2268,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1567036800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759827891206,
"expiration_time": 1765673856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 111,
"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) |
|---|