| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1562820.5407 | 1543744.1526 | 19076.3881 | 915593.5986 | 1701270.6259 | -785677.0273 |
| Total P&L (%) | 1562.8205 | 1543.7442 | 19.0764 | 915.5936 | 1701.2706 | -785.677 |
| Avg Daily Profit (%) | 0.7503 | 0.7412 | 0.0092 | 0.1114 | 0.1389 | 0 |
| Buy And Hold Return (%) | 258.3921 | 258.3921 | 258.3921 | 258.3921 | 258.3921 | 258.3921 |
| Max Trade Drawdown | -188611 | -154630 | -51676 | -7815799 | -7258295 | -2121411 |
| Profit Factor | 3.3612 | 4.1387 | 1.1122 | 1.0289 | 1.0717 | 0.901 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
| Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
| Profitability (%) | 30.597 | 23.8806 | 37.3134 | 30.597 | 23.8806 | 37.3134 |
| Ratio Avg Win / Avg Loss | 7.6242 | 13.1922 | 1.8685 | 2.3339 | 3.416 | 1.5136 |
| Largest Winning Trade | 962490 | 962490 | 34350 | 7255820 | 7255820 | 1229672 |
| Largest Losing Trade | -28621 | -28621 | -11869 | -1652344 | -1652344 | -918009 |
| Avg Bars in Trades | 182 | 320 | 44 | 182 | 320 | 44 |
| Avg Bars in Winners | 401 | 901 | 82 | 401 | 901 | 82 |
| Avg Bars in Losers | 85 | 138 | 21 | 85 | 138 | 21 |
| Bars Traded | 24457 | 21499 | 2958 | 24457 | 21499 | 2958 |
| 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 | 408364 | -132563 | -564269 | -241343 | -299731 | -699892 |
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24994,
"evaluation_days": 2082.83,
"actual_first_datapoint_time": 1580356800000,
"first_datapoint_time": 1581804000000,
"last_datapoint_time": 1760378400000,
"evaluation_time": 1760380761619,
"expiration_time": 1766856844800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 202,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 43,
"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": [
[
1562820.5407205208,
1543744.1526336798,
19076.3880868413,
915593.5986122976,
1701270.62589939,
-785677.0272870942
],
[
1562.820541,
1543.744153,
19.076388,
915.593599,
1701.270626,
-785.677027
],
[
0.750335,
0.741176,
0.009159,
0.111356,
0.138902,
0
],
[
258.392145,
258.392145,
258.392145,
258.392145,
258.392145,
258.392145
],
[
-188611,
-154630,
-51676,
-7815799,
-7258295,
-2121411
],
[
3.361217,
4.138743,
1.112191,
1.028915,
1.071687,
0.900964
],
[
134,
67,
67,
134,
67,
67
],
[
41,
16,
25,
41,
16,
25
],
[
93,
51,
42,
93,
51,
42
],
[
30.597015,
23.880597,
37.313433,
30.597015,
23.880597,
37.313433
],
[
7.624223,
13.192243,
1.86848,
2.33388,
3.416003,
1.513619
],
[
962490,
962490,
34350,
7255820,
7255820,
1229672
],
[
-28621,
-28621,
-11869,
-1652344,
-1652344,
-918009
],
[
182,
320,
44,
182,
320,
44
],
[
401,
901,
82,
401,
901,
82
],
[
85,
138,
21,
85,
138,
21
],
[
24457,
21499,
2958,
24457,
21499,
2958
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
408364,
-132563,
-564269,
-241343,
-299731,
-699892
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24994,
"evaluation_days": 2082.83,
"actual_first_datapoint_time": 1580356800000,
"first_datapoint_time": 1581804000000,
"last_datapoint_time": 1760378400000,
"evaluation_time": 1760380761619,
"expiration_time": 1766856844800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 202,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 43,
"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) |
|---|