| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1693519.6091 | -22731.2404 | -1670788.3687 | 323110.9659 | -23487498.6654 | 23810609.6313 |
| Total P&L (%) | -1693.5196 | -22.7312 | -1670.7884 | 323.111 | -23487.4987 | 23810.6096 |
| Avg Daily Profit (%) | -0.8132 | -0.0109 | -0.8023 | 0.0693 | 0 | 0.2633 |
| Buy And Hold Return (%) | 988.5781 | 988.5781 | 988.5781 | 988.5781 | 988.5781 | 988.5781 |
| Max Trade Drawdown | -1767282 | -161092 | -1734443 | -45765759 | -38207028 | -11980529 |
| Profit Factor | 0.2974 | 0.9374 | 0.1838 | 1.0037 | 0.5743 | 1.7559 |
| Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
| Winning Trades | 155 | 75 | 80 | 143 | 70 | 73 |
| Losing Trades | 51 | 28 | 23 | 63 | 33 | 30 |
| Profitability (%) | 75.2427 | 72.8155 | 77.6699 | 69.4175 | 67.9612 | 70.8738 |
| Ratio Avg Win / Avg Loss | 0.0978 | 0.35 | 0.0528 | 0.4422 | 0.2707 | 0.7216 |
| Largest Winning Trade | 32231 | 20875 | 32231 | 16878688 | 3627716 | 16878688 |
| Largest Losing Trade | -1160203 | -58271 | -1160203 | -23769144 | -23769144 | -9085590 |
| Avg Bars in Trades | 118 | 132 | 103 | 118 | 132 | 103 |
| Avg Bars in Winners | 38 | 42 | 33 | 44 | 44 | 45 |
| Avg Bars in Losers | 362 | 373 | 348 | 285 | 320 | 246 |
| Bars Traded | 24381 | 13683 | 10698 | 24381 | 13683 | 10698 |
| Profit Streak | 16.669 | 16.669 | 59.3356 | 16.669 | 16.669 | 59.3356 |
| Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574839 | -576753 | -575600 | -479107 | -577383 | 483360 |
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580407200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758931399192,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 24,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 234,
"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": [
[
-1693519.6090620318,
-22731.2404099628,
-1670788.3686520676,
323110.9658745762,
-23487498.665393103,
23810609.631267678
],
[
-1693.519609,
-22.73124,
-1670.788369,
323.110966,
-23487.498665,
23810.609631
],
[
-0.813215,
-0.010915,
-0.802299,
0.06929,
0,
0.263343
],
[
988.578089,
988.578089,
988.578089,
988.578089,
988.578089,
988.578089
],
[
-1767282,
-161092,
-1734443,
-45765759,
-38207028,
-11980529
],
[
0.297375,
0.937436,
0.183767,
1.003728,
0.574272,
1.755938
],
[
206,
103,
103,
206,
103,
103
],
[
155,
75,
80,
143,
70,
73
],
[
51,
28,
23,
63,
33,
30
],
[
75.242718,
72.815534,
77.669903,
69.417476,
67.961165,
70.873786
],
[
0.097846,
0.349976,
0.052833,
0.442202,
0.270728,
0.721618
],
[
32231,
20875,
32231,
16878688,
3627716,
16878688
],
[
-1160203,
-58271,
-1160203,
-23769144,
-23769144,
-9085590
],
[
118,
132,
103,
118,
132,
103
],
[
38,
42,
33,
44,
44,
45
],
[
362,
373,
348,
285,
320,
246
],
[
24381,
13683,
10698,
24381,
13683,
10698
],
[
16.668972,
16.668972,
59.335639,
16.668972,
16.668972,
59.335639
],
[
5,
2,
7,
5,
2,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574839,
-576753,
-575600,
-479107,
-577383,
483360
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580407200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758931399192,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 24,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 234,
"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) |
|---|