| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1659355.6981 | 149415.5923 | -1808771.2904 | 1002612.5291 | 7943961.053 | -6941348.5239 |
| Total P&L (%) | -1659.3557 | 149.4156 | -1808.7713 | 1002.6125 | 7943.9611 | -6941.3485 |
| Avg Daily Profit (%) | -0.7965 | 0.0717 | -0.8682 | 0.1153 | 0.2108 | 0 |
| Buy And Hold Return (%) | 724.8043 | 724.8043 | 724.8043 | 724.8043 | 724.8043 | 724.8043 |
| Max Trade Drawdown | -1929257 | -26184 | -1966365 | -48252287 | -2038721 | -46933034 |
| Profit Factor | 0.3076 | 3.0915 | 0.222 | 1.0124 | 2.125 | 0.9055 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 41 | 20 | 21 | 39 | 18 | 21 |
| Losing Trades | 26 | 14 | 12 | 28 | 16 | 12 |
| Profitability (%) | 61.194 | 58.8235 | 63.6364 | 58.209 | 52.9412 | 63.6364 |
| Ratio Avg Win / Avg Loss | 0.195 | 2.164 | 0.1269 | 0.7269 | 1.8889 | 0.5175 |
| Largest Winning Trade | 60382 | 29530 | 60382 | 12198877 | 7423650 | 12198877 |
| Largest Losing Trade | -1584194 | -23007 | -1584194 | -39358223 | -2038721 | -39358223 |
| Avg Bars in Trades | 365 | 61 | 679 | 365 | 61 | 679 |
| Avg Bars in Winners | 324 | 50 | 584 | 359 | 54 | 621 |
| Avg Bars in Losers | 431 | 76 | 845 | 373 | 68 | 780 |
| Bars Traded | 24503 | 2078 | 22425 | 24503 | 2078 | 22425 |
| Profit Streak | 0 | 0 | 70.6743 | 0 | 0 | 70.6743 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -700326 | -255924 | -578477 | -413655 | 451283 | -578477 |
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579989600000,
"first_datapoint_time": 1581012000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760062258787,
"expiration_time": 1766534400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 101,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 143,
"offset": 0,
"a": 0.73703
}
}
} {
"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": [
[
-1659355.698126129,
149415.5922947636,
-1808771.290420893,
1002612.5290805313,
7943961.052989555,
-6941348.523909019
],
[
-1659.355698,
149.415592,
-1808.77129,
1002.612529,
7943.961053,
-6941.348524
],
[
-0.796492,
0.07172,
-0.868212,
0.115279,
0.210823,
0
],
[
724.804335,
724.804335,
724.804335,
724.804335,
724.804335,
724.804335
],
[
-1929257,
-26184,
-1966365,
-48252287,
-2038721,
-46933034
],
[
0.307572,
3.091465,
0.22203,
1.012447,
2.124957,
0.905542
],
[
67,
34,
33,
67,
34,
33
],
[
41,
20,
21,
39,
18,
21
],
[
26,
14,
12,
28,
16,
12
],
[
61.19403,
58.823529,
63.636364,
58.208955,
52.941176,
63.636364
],
[
0.195045,
2.164026,
0.126874,
0.726885,
1.88885,
0.517453
],
[
60382,
29530,
60382,
12198877,
7423650,
12198877
],
[
-1584194,
-23007,
-1584194,
-39358223,
-2038721,
-39358223
],
[
365,
61,
679,
365,
61,
679
],
[
324,
50,
584,
359,
54,
621
],
[
431,
76,
845,
373,
68,
780
],
[
24503,
2078,
22425,
24503,
2078,
22425
],
[
0,
0,
70.674291,
0,
0,
70.674291
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-700326,
-255924,
-578477,
-413655,
451283,
-578477
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579989600000,
"first_datapoint_time": 1581012000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760062258787,
"expiration_time": 1766534400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 101,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 143,
"offset": 0,
"a": 0.73703
}
}
}
| # | 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) |
|---|