| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1782092.9631 | 1709154.3698 | 72938.5933 | 4489939.1204 | 2518081.4908 | 1971857.6297 |
| Total P&L (%) | 1782.093 | 1709.1544 | 72.9386 | 4489.9391 | 2518.0815 | 1971.8576 |
| Avg Daily Profit (%) | 0.8557 | 0.8207 | 0.035 | 0.1839 | 0.1569 | 0.1457 |
| Buy And Hold Return (%) | 374.9153 | 374.9153 | 374.9153 | 374.9153 | 374.9153 | 374.9153 |
| Max Trade Drawdown | -181295 | -58714 | -160714 | -2292912 | -3081934 | -1387721 |
| Profit Factor | 3.6889 | 6.6199 | 1.2034 | 1.3131 | 1.3429 | 1.2818 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
| Profitability (%) | 31.3333 | 29.3333 | 33.3333 | 31.3333 | 29.3333 | 33.3333 |
| Ratio Avg Win / Avg Loss | 8.0842 | 15.948 | 2.4068 | 2.8776 | 3.2351 | 2.5636 |
| Largest Winning Trade | 1048876 | 1048876 | 61149 | 2778582 | 2778582 | 1651679 |
| Largest Losing Trade | -42242 | -23252 | -42242 | -1138558 | -1138558 | -1111849 |
| Avg Bars in Trades | 161 | 136 | 186 | 161 | 136 | 186 |
| Avg Bars in Winners | 402 | 340 | 455 | 402 | 340 | 455 |
| Avg Bars in Losers | 52 | 51 | 52 | 52 | 51 | 52 |
| Bars Traded | 24251 | 10227 | 14024 | 24251 | 10227 | 14024 |
| Profit Streak | 0 | 0 | 46.1476 | 0 | 0 | 46.1476 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 432795 | -47687 | -374161 | 97273 | -58736 | -61142 |
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1581847200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759030354490,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 226,
"offset": 208
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 13,
"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": [
[
1782092.9630545122,
1709154.369752261,
72938.593302251,
4489939.120448129,
2518081.490775394,
1971857.6296727345
],
[
1782.092963,
1709.15437,
72.938593,
4489.93912,
2518.081491,
1971.85763
],
[
0.855747,
0.820722,
0.035025,
0.183912,
0.156907,
0.145654
],
[
374.915254,
374.915254,
374.915254,
374.915254,
374.915254,
374.915254
],
[
-181295,
-58714,
-160714,
-2292912,
-3081934,
-1387721
],
[
3.688925,
6.619924,
1.203382,
1.313093,
1.342889,
1.281819
],
[
150,
75,
75,
150,
75,
75
],
[
47,
22,
25,
47,
22,
25
],
[
103,
53,
50,
103,
53,
50
],
[
31.333333,
29.333333,
33.333333,
31.333333,
29.333333,
33.333333
],
[
8.084241,
15.948,
2.406764,
2.877628,
3.235142,
2.563638
],
[
1048876,
1048876,
61149,
2778582,
2778582,
1651679
],
[
-42242,
-23252,
-42242,
-1138558,
-1138558,
-1111849
],
[
161,
136,
186,
161,
136,
186
],
[
402,
340,
455,
402,
340,
455
],
[
52,
51,
52,
52,
51,
52
],
[
24251,
10227,
14024,
24251,
10227,
14024
],
[
0,
0,
46.147621,
0,
0,
46.147621
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
432795,
-47687,
-374161,
97273,
-58736,
-61142
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1581847200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759030354490,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 226,
"offset": 208
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 13,
"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) |
|---|