| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1546015.9276 | 1601516.6102 | -55500.6826 | -6091.6492 | -143607.5469 | 137515.8977 |
| Total P&L (%) | 1546.0159 | 1601.5166 | -55.5007 | -6.0916 | -143.6075 | 137.5159 |
| Avg Daily Profit (%) | 0.6805 | 0.7049 | -0.0244 | -0.0028 | 0 | 0.0381 |
| Buy And Hold Return (%) | 388.4488 | 388.4488 | 388.4488 | 388.4488 | 388.4488 | 388.4488 |
| Max Trade Drawdown | -254100 | -165766 | -148082 | -947144 | -912836 | -262097 |
| Profit Factor | 3.6326 | 6.0855 | 0.7962 | 0.9957 | 0.8649 | 1.3915 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 51.5152 | 48.4848 | 54.5455 | 51.5152 | 48.4848 | 54.5455 |
| Ratio Avg Win / Avg Loss | 3.4189 | 6.4659 | 0.6635 | 0.9371 | 0.919 | 1.1596 |
| Largest Winning Trade | 1492779 | 1492779 | 25516 | 741194 | 741194 | 172100 |
| Largest Losing Trade | -82250 | -55315 | -82250 | -402651 | -402651 | -163883 |
| Avg Bars in Trades | 89 | 136 | 42 | 89 | 136 | 42 |
| Avg Bars in Winners | 83 | 109 | 60 | 83 | 109 | 60 |
| Avg Bars in Losers | 96 | 161 | 21 | 96 | 161 | 21 |
| Bars Traded | 5921 | 4503 | 1418 | 5921 | 4503 | 1418 |
| Profit Streak | 0 | 0 | 676.1304 | 0 | 0 | 676.1304 |
| Trades During Streak | 0 | 0 | 11 | 0 | 0 | 11 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -111606 | 653554 | -578759 | -709081 | -581392 | -305146 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6816,
"evaluation_days": 2272,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1569801600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760152070579,
"expiration_time": 1766029824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 207,
"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": [
[
1546015.9275720331,
1601516.6101734221,
-55500.682601389,
-6091.6491806301,
-143607.5468642823,
137515.897683652
],
[
1546.015928,
1601.51661,
-55.500683,
-6.091649,
-143.607547,
137.515898
],
[
0.680465,
0.704893,
-0.024428,
-0.002766,
0,
0.038082
],
[
388.448845,
388.448845,
388.448845,
388.448845,
388.448845,
388.448845
],
[
-254100,
-165766,
-148082,
-947144,
-912836,
-262097
],
[
3.632552,
6.085543,
0.796218,
0.995693,
0.864929,
1.391491
],
[
66,
33,
33,
66,
33,
33
],
[
34,
16,
18,
34,
16,
18
],
[
32,
17,
15,
32,
17,
15
],
[
51.515152,
48.484848,
54.545455,
51.515152,
48.484848,
54.545455
],
[
3.418873,
6.465889,
0.663515,
0.937123,
0.918987,
1.159576
],
[
1492779,
1492779,
25516,
741194,
741194,
172100
],
[
-82250,
-55315,
-82250,
-402651,
-402651,
-163883
],
[
89,
136,
42,
89,
136,
42
],
[
83,
109,
60,
83,
109,
60
],
[
96,
161,
21,
96,
161,
21
],
[
5921,
4503,
1418,
5921,
4503,
1418
],
[
0,
0,
676.130446,
0,
0,
676.130446
],
[
0,
0,
11,
0,
0,
11
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-111606,
653554,
-578759,
-709081,
-581392,
-305146
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6816,
"evaluation_days": 2272,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1569801600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760152070579,
"expiration_time": 1766029824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 207,
"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) |
|---|