| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1133811.4254 | 170593.4863 | -1304404.9117 | -6819719.9294 | 8478026.1025 | -15297746.0319 |
| Total P&L (%) | -1133.8114 | 170.5935 | -1304.4049 | -6819.7199 | 8478.0261 | -15297.746 |
| Avg Daily Profit (%) | -0.5442 | 0.0819 | -0.6261 | 0 | 0.2139 | 0 |
| Buy And Hold Return (%) | 1034.9645 | 1034.9645 | 1034.9645 | 1034.9645 | 1034.9645 | 1034.9645 |
| Max Trade Drawdown | -1381066 | -13321 | -993672 | -54765538 | -3164445 | -53679357 |
| Profit Factor | 0.3664 | 4.856 | 0.2526 | 0.9122 | 2.1012 | 0.7814 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 41 | 19 | 22 | 38 | 18 | 20 |
| Losing Trades | 26 | 15 | 11 | 29 | 16 | 13 |
| Profitability (%) | 61.194 | 55.8824 | 66.6667 | 56.7164 | 52.9412 | 60.6061 |
| Ratio Avg Win / Avg Loss | 0.2324 | 3.8337 | 0.1263 | 0.6961 | 1.8677 | 0.5079 |
| Largest Winning Trade | 46544 | 37490 | 46544 | 9905840 | 6516697 | 9905840 |
| Largest Losing Trade | -955049 | -7371 | -955049 | -34313752 | -1770371 | -34313752 |
| Avg Bars in Trades | 362 | 20 | 713 | 362 | 20 | 713 |
| Avg Bars in Winners | 214 | 19 | 382 | 327 | 19 | 605 |
| Avg Bars in Losers | 594 | 21 | 1376 | 407 | 21 | 880 |
| Bars Traded | 24255 | 703 | 23552 | 24255 | 703 | 23552 |
| Profit Streak | 0 | 0 | 0 | 102.208 | 102.208 | 103.0414 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -700326 | -240691 | -578642 | -699948 | 480764 | -578867 |
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579456800000,
"first_datapoint_time": 1580104800000,
"last_datapoint_time": 1759521600000,
"evaluation_time": 1759525173356,
"expiration_time": 1766001600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 91,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
-1133811.425368952,
170593.486322205,
-1304404.911691157,
-6819719.9293928,
8478026.10251431,
-15297746.03190711
],
[
-1133.811425,
170.593486,
-1304.404912,
-6819.719929,
8478.026103,
-15297.746032
],
[
-0.54423,
0.081885,
-0.626115,
0,
0.213915,
0
],
[
1034.964483,
1034.964483,
1034.964483,
1034.964483,
1034.964483,
1034.964483
],
[
-1381066,
-13321,
-993672,
-54765538,
-3164445,
-53679357
],
[
0.366433,
4.856023,
0.25263,
0.912191,
2.101195,
0.781357
],
[
67,
34,
33,
67,
34,
33
],
[
41,
19,
22,
38,
18,
20
],
[
26,
15,
11,
29,
16,
13
],
[
61.19403,
55.882353,
66.666667,
56.716418,
52.941176,
60.606061
],
[
0.232372,
3.833702,
0.126315,
0.696146,
1.867729,
0.507882
],
[
46544,
37490,
46544,
9905840,
6516697,
9905840
],
[
-955049,
-7371,
-955049,
-34313752,
-1770371,
-34313752
],
[
362,
20,
713,
362,
20,
713
],
[
214,
19,
382,
327,
19,
605
],
[
594,
21,
1376,
407,
21,
880
],
[
24255,
703,
23552,
24255,
703,
23552
],
[
0,
0,
0,
102.208025,
102.208025,
103.041358
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-700326,
-240691,
-578642,
-699948,
480764,
-578867
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579456800000,
"first_datapoint_time": 1580104800000,
"last_datapoint_time": 1759521600000,
"evaluation_time": 1759525173356,
"expiration_time": 1766001600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 91,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|