| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -800494.3132 | 111455.348 | -911949.6611 | 1608478.9328 | -13399475.1517 | 15007954.0845 |
| Total P&L (%) | -800.4943 | 111.4553 | -911.9497 | 1608.4789 | -13399.4752 | 15007.9541 |
| Avg Daily Profit (%) | -0.3527 | 0.0491 | -0.4018 | 0.1251 | 0 | 0.2213 |
| Buy And Hold Return (%) | 501.2821 | 501.2821 | 501.2821 | 501.2821 | 501.2821 | 501.2821 |
| Max Trade Drawdown | -1009107 | -140747 | -1006998 | -21859640 | -16826058 | -6506548 |
| Profit Factor | 0.4172 | 1.4833 | 0.2021 | 1.0472 | 0.4677 | 2.6854 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 59 | 29 | 30 | 49 | 22 | 27 |
| Losing Trades | 20 | 10 | 10 | 30 | 17 | 13 |
| Profitability (%) | 74.6835 | 74.359 | 75 | 62.0253 | 56.4103 | 67.5 |
| Ratio Avg Win / Avg Loss | 0.1414 | 0.5115 | 0.0674 | 0.6411 | 0.3614 | 1.293 |
| Largest Winning Trade | 90345 | 90345 | 45636 | 12655140 | 2185781 | 12655140 |
| Largest Losing Trade | -709308 | -53505 | -709308 | -12067335 | -12067335 | -3792823 |
| Avg Bars in Trades | 77 | 80 | 73 | 77 | 80 | 73 |
| Avg Bars in Winners | 30 | 25 | 35 | 42 | 25 | 57 |
| Avg Bars in Losers | 214 | 241 | 187 | 133 | 153 | 106 |
| Bars Traded | 6096 | 3156 | 2939 | 6096 | 3156 | 2939 |
| Profit Streak | 65.91 | 65.91 | 268.91 | 65.91 | 65.91 | 268.91 |
| Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -607194 | -289835 | -576047 | -226811 | -579367 | 575647 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6809,
"evaluation_days": 2269.67,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1570233600000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759960223885,
"expiration_time": 1765822176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 135,
"offset": 87
}
}
} {
"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": [
[
-800494.3131765687,
111455.3479722326,
-911949.6611488013,
1608478.9328341277,
-13399475.15168048,
15007954.084514609
],
[
-800.494313,
111.455348,
-911.949661,
1608.478933,
-13399.475152,
15007.954085
],
[
-0.352692,
0.049106,
-0.401798,
0.125127,
0,
0.221325
],
[
501.282051,
501.282051,
501.282051,
501.282051,
501.282051,
501.282051
],
[
-1009107,
-140747,
-1006998,
-21859640,
-16826058,
-6506548
],
[
0.417227,
1.48325,
0.202115,
1.047199,
0.467729,
2.685449
],
[
79,
39,
40,
79,
39,
40
],
[
59,
29,
30,
49,
22,
27
],
[
20,
10,
10,
30,
17,
13
],
[
74.683544,
74.358974,
75,
62.025316,
56.410256,
67.5
],
[
0.141433,
0.511465,
0.067372,
0.641142,
0.361427,
1.292994
],
[
90345,
90345,
45636,
12655140,
2185781,
12655140
],
[
-709308,
-53505,
-709308,
-12067335,
-12067335,
-3792823
],
[
77,
80,
73,
77,
80,
73
],
[
30,
25,
35,
42,
25,
57
],
[
214,
241,
187,
133,
153,
106
],
[
6096,
3156,
2939,
6096,
3156,
2939
],
[
65.909999,
65.909999,
268.909999,
65.909999,
65.909999,
268.909999
],
[
3,
1,
8,
3,
1,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-607194,
-289835,
-576047,
-226811,
-579367,
575647
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6809,
"evaluation_days": 2269.67,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1570233600000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759960223885,
"expiration_time": 1765822176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 135,
"offset": 87
}
}
}
| # | 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) |
|---|