| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1829475.3484 | 1814466.2393 | 15009.1091 | 658626.4956 | 1672488.4311 | -1013861.9355 |
| Total P&L (%) | 1829.4753 | 1814.4662 | 15.0091 | 658.6265 | 1672.4884 | -1013.8619 |
| Avg Daily Profit (%) | 0.8114 | 0.8047 | 0.0067 | 0.0899 | 0.1276 | 0 |
| Buy And Hold Return (%) | 184.7561 | 184.7561 | 184.7561 | 184.7561 | 184.7561 | 184.7561 |
| Max Trade Drawdown | -129572 | -93391 | -165151 | -1925959 | -1275824 | -1527593 |
| Profit Factor | 2.8586 | 4.8401 | 1.0293 | 1.0823 | 1.4193 | 0.7473 |
| Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
| Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
| Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
| Profitability (%) | 41.6058 | 36.2319 | 47.0588 | 41.6058 | 36.2319 | 47.0588 |
| Ratio Avg Win / Avg Loss | 4.012 | 8.5185 | 1.158 | 1.5191 | 2.498 | 0.8407 |
| Largest Winning Trade | 1519182 | 1519182 | 49695 | 2192369 | 2192369 | 425408 |
| Largest Losing Trade | -63187 | -33273 | -63187 | -621744 | -621744 | -548127 |
| Avg Bars in Trades | 95 | 80 | 110 | 95 | 80 | 110 |
| Avg Bars in Winners | 151 | 136 | 162 | 151 | 136 | 162 |
| Avg Bars in Losers | 55 | 47 | 64 | 55 | 47 | 64 |
| Bars Traded | 13040 | 5526 | 7514 | 13040 | 5526 | 7514 |
| Profit Streak | 0 | 0 | 14.4457 | 0 | 0 | 14.4457 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 566329 | -86464 | -647990 | -206883 | -127665 | -690788 |
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13529,
"evaluation_days": 2254.83,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565726400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758984108870,
"expiration_time": 1764559728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 116,
"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": [
[
1829475.3484485468,
1814466.2393405351,
15009.1091080115,
658626.4956157682,
1672488.431134137,
-1013861.93551837
],
[
1829.475348,
1814.466239,
15.009109,
658.626496,
1672.488431,
-1013.861936
],
[
0.811358,
0.804702,
0.006656,
0.089907,
0.127584,
0
],
[
184.756098,
184.756098,
184.756098,
184.756098,
184.756098,
184.756098
],
[
-129572,
-93391,
-165151,
-1925959,
-1275824,
-1527593
],
[
2.858571,
4.840052,
1.029324,
1.082324,
1.419326,
0.747287
],
[
137,
69,
68,
137,
69,
68
],
[
57,
25,
32,
57,
25,
32
],
[
80,
44,
36,
80,
44,
36
],
[
41.605839,
36.231884,
47.058824,
41.605839,
36.231884,
47.058824
],
[
4.012029,
8.518492,
1.15799,
1.519051,
2.498013,
0.840698
],
[
1519182,
1519182,
49695,
2192369,
2192369,
425408
],
[
-63187,
-33273,
-63187,
-621744,
-621744,
-548127
],
[
95,
80,
110,
95,
80,
110
],
[
151,
136,
162,
151,
136,
162
],
[
55,
47,
64,
55,
47,
64
],
[
13040,
5526,
7514,
13040,
5526,
7514
],
[
0,
0,
14.445704,
0,
0,
14.445704
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
566329,
-86464,
-647990,
-206883,
-127665,
-690788
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13529,
"evaluation_days": 2254.83,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565726400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758984108870,
"expiration_time": 1764559728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 116,
"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) |
|---|