| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1894852.2607 | 1851065.2326 | 43787.0281 | 1808613.8798 | 579802.7408 | 1228811.139 |
| Total P&L (%) | 1894.8523 | 1851.0652 | 43.787 | 1808.6139 | 579.8027 | 1228.8111 |
| Avg Daily Profit (%) | 0.8388 | 0.8194 | 0.0194 | 0.1306 | 0.0849 | 0.1146 |
| Buy And Hold Return (%) | 265.3846 | 265.3846 | 265.3846 | 265.3846 | 265.3846 | 265.3846 |
| Max Trade Drawdown | -78316 | -84106 | -75296 | -1865787 | -1542599 | -889714 |
| Profit Factor | 4.4857 | 7.0763 | 1.1832 | 1.2389 | 1.1269 | 1.4091 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
| Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
| Profitability (%) | 37.6344 | 34.0426 | 41.3043 | 37.6344 | 34.0426 | 41.3043 |
| Ratio Avg Win / Avg Loss | 7.4334 | 13.7104 | 1.6814 | 2.053 | 2.1834 | 2.0024 |
| Largest Winning Trade | 1537220 | 1537220 | 55648 | 1940526 | 1940526 | 766515 |
| Largest Losing Trade | -32351 | -32350 | -32351 | -494094 | -494094 | -333551 |
| Avg Bars in Trades | 94 | 103 | 84 | 94 | 103 | 84 |
| Avg Bars in Winners | 159 | 192 | 130 | 159 | 192 | 130 |
| Avg Bars in Losers | 55 | 57 | 52 | 55 | 57 | 52 |
| Bars Traded | 8767 | 4866 | 3901 | 8767 | 4866 | 3901 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 578037 | 560517 | -353916 | -22081 | -170795 | -42724 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9036,
"evaluation_days": 2259,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566626400000,
"last_datapoint_time": 1759039200000,
"evaluation_time": 1759052657945,
"expiration_time": 1764894528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 142,
"offset": 127,
"poles": 3
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 15,
"offset": 0,
"std": 3.2752
}
}
} {
"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": [
[
1894852.2606864409,
1851065.2326248926,
43787.0280615474,
1808613.8798016326,
579802.7408409922,
1228811.1389606418
],
[
1894.852261,
1851.065233,
43.787028,
1808.61388,
579.802741,
1228.811139
],
[
0.838801,
0.819418,
0.019383,
0.130628,
0.08488,
0.11458
],
[
265.384615,
265.384615,
265.384615,
265.384615,
265.384615,
265.384615
],
[
-78316,
-84106,
-75296,
-1865787,
-1542599,
-889714
],
[
4.485651,
7.076338,
1.183225,
1.238858,
1.126926,
1.409073
],
[
93,
47,
46,
93,
47,
46
],
[
35,
16,
19,
35,
16,
19
],
[
58,
31,
27,
58,
31,
27
],
[
37.634409,
34.042553,
41.304348,
37.634409,
34.042553,
41.304348
],
[
7.433364,
13.710405,
1.681424,
2.052964,
2.183419,
2.002367
],
[
1537220,
1537220,
55648,
1940526,
1940526,
766515
],
[
-32351,
-32350,
-32351,
-494094,
-494094,
-333551
],
[
94,
103,
84,
94,
103,
84
],
[
159,
192,
130,
159,
192,
130
],
[
55,
57,
52,
55,
57,
52
],
[
8767,
4866,
3901,
8767,
4866,
3901
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
578037,
560517,
-353916,
-22081,
-170795,
-42724
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9036,
"evaluation_days": 2259,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566626400000,
"last_datapoint_time": 1759039200000,
"evaluation_time": 1759052657945,
"expiration_time": 1764894528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 142,
"offset": 127,
"poles": 3
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 15,
"offset": 0,
"std": 3.2752
}
}
}
| # | 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) |
|---|