| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1502171.8199 | 1466956.6127 | 35215.2072 | 1701673.9139 | 5583180.6203 | -3881506.7064 |
| Total P&L (%) | 1502.1718 | 1466.9566 | 35.2152 | 1701.6739 | 5583.1806 | -3881.5067 |
| Avg Daily Profit (%) | 0.6658 | 0.6502 | 0.0156 | 0.1282 | 0.1792 | 0 |
| Buy And Hold Return (%) | 364.3599 | 364.3599 | 364.3599 | 364.3599 | 364.3599 | 364.3599 |
| Max Trade Drawdown | -143190 | -104444 | -79147 | -13611858 | -6312947 | -8786595 |
| Profit Factor | 3.6068 | 5.7524 | 1.1316 | 1.0456 | 1.3084 | 0.7979 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
| Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
| Profitability (%) | 45.122 | 43.9024 | 46.3415 | 45.122 | 43.9024 | 46.3415 |
| Ratio Avg Win / Avg Loss | 4.3867 | 7.3503 | 1.3103 | 1.2717 | 1.6719 | 0.9239 |
| Largest Winning Trade | 1032401 | 1032401 | 59020 | 10099396 | 10099396 | 4335892 |
| Largest Losing Trade | -38776 | -38776 | -28781 | -4237068 | -3382252 | -4237068 |
| Avg Bars in Trades | 79 | 108 | 50 | 79 | 108 | 50 |
| Avg Bars in Winners | 113 | 156 | 72 | 113 | 156 | 72 |
| Avg Bars in Losers | 51 | 70 | 32 | 51 | 70 | 32 |
| Bars Traded | 6536 | 4449 | 2087 | 6536 | 4449 | 2087 |
| Profit Streak | 0 | 31.0687 | 0 | 0 | 31.0687 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 216152 | 584554 | -414913 | -204078 | 263211 | -582165 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6769,
"evaluation_days": 2256.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568016000000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758821935992,
"expiration_time": 1764635616000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 248,
"offset": 0,
"std": 1.86674
}
}
} {
"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": [
[
1502171.819882817,
1466956.6126578734,
35215.2072249441,
1701673.9138751682,
5583180.620304496,
-3881506.706429332
],
[
1502.17182,
1466.956613,
35.215207,
1701.673914,
5583.18062,
-3881.506706
],
[
0.665759,
0.650152,
0.015607,
0.128224,
0.179216,
0
],
[
364.359862,
364.359862,
364.359862,
364.359862,
364.359862,
364.359862
],
[
-143190,
-104444,
-79147,
-13611858,
-6312947,
-8786595
],
[
3.606841,
5.752401,
1.131614,
1.045613,
1.308449,
0.797897
],
[
82,
41,
41,
82,
41,
41
],
[
37,
18,
19,
37,
18,
19
],
[
45,
23,
22,
45,
23,
22
],
[
45.121951,
43.902439,
46.341463,
45.121951,
43.902439,
46.341463
],
[
4.386699,
7.350291,
1.310289,
1.271692,
1.671907,
0.923881
],
[
1032401,
1032401,
59020,
10099396,
10099396,
4335892
],
[
-38776,
-38776,
-28781,
-4237068,
-3382252,
-4237068
],
[
79,
108,
50,
79,
108,
50
],
[
113,
156,
72,
113,
156,
72
],
[
51,
70,
32,
51,
70,
32
],
[
6536,
4449,
2087,
6536,
4449,
2087
],
[
0,
31.068704,
0,
0,
31.068704,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
216152,
584554,
-414913,
-204078,
263211,
-582165
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6769,
"evaluation_days": 2256.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1568016000000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758821935992,
"expiration_time": 1764635616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 248,
"offset": 0,
"std": 1.86674
}
}
}
| # | 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) |
|---|